NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 24-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
56.28 |
57.53 |
1.25 |
2.2% |
57.75 |
High |
58.41 |
57.95 |
-0.46 |
-0.8% |
58.63 |
Low |
55.76 |
56.50 |
0.74 |
1.3% |
55.73 |
Close |
57.74 |
57.15 |
-0.59 |
-1.0% |
57.15 |
Range |
2.65 |
1.45 |
-1.20 |
-45.3% |
2.90 |
ATR |
2.21 |
2.16 |
-0.05 |
-2.5% |
0.00 |
Volume |
415,569 |
328,322 |
-87,247 |
-21.0% |
1,812,247 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.55 |
60.80 |
57.95 |
|
R3 |
60.10 |
59.35 |
57.55 |
|
R2 |
58.65 |
58.65 |
57.42 |
|
R1 |
57.90 |
57.90 |
57.28 |
57.55 |
PP |
57.20 |
57.20 |
57.20 |
57.03 |
S1 |
56.45 |
56.45 |
57.02 |
56.10 |
S2 |
55.75 |
55.75 |
56.88 |
|
S3 |
54.30 |
55.00 |
56.75 |
|
S4 |
52.85 |
53.55 |
56.35 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.87 |
64.41 |
58.75 |
|
R3 |
62.97 |
61.51 |
57.95 |
|
R2 |
60.07 |
60.07 |
57.68 |
|
R1 |
58.61 |
58.61 |
57.42 |
57.89 |
PP |
57.17 |
57.17 |
57.17 |
56.81 |
S1 |
55.71 |
55.71 |
56.88 |
54.99 |
S2 |
54.27 |
54.27 |
56.62 |
|
S3 |
51.37 |
52.81 |
56.35 |
|
S4 |
48.47 |
49.91 |
55.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.63 |
55.73 |
2.90 |
5.1% |
1.95 |
3.4% |
49% |
False |
False |
362,449 |
10 |
58.82 |
53.31 |
5.51 |
9.6% |
1.97 |
3.4% |
70% |
False |
False |
306,886 |
20 |
58.82 |
48.79 |
10.03 |
17.6% |
2.13 |
3.7% |
83% |
False |
False |
228,508 |
40 |
58.82 |
45.93 |
12.89 |
22.6% |
2.08 |
3.6% |
87% |
False |
False |
167,755 |
60 |
58.82 |
45.93 |
12.89 |
22.6% |
2.32 |
4.1% |
87% |
False |
False |
144,982 |
80 |
58.82 |
45.93 |
12.89 |
22.6% |
2.34 |
4.1% |
87% |
False |
False |
123,944 |
100 |
70.25 |
45.93 |
24.32 |
42.6% |
2.42 |
4.2% |
46% |
False |
False |
108,019 |
120 |
80.73 |
45.93 |
34.80 |
60.9% |
2.37 |
4.2% |
32% |
False |
False |
95,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.11 |
2.618 |
61.75 |
1.618 |
60.30 |
1.000 |
59.40 |
0.618 |
58.85 |
HIGH |
57.95 |
0.618 |
57.40 |
0.500 |
57.23 |
0.382 |
57.05 |
LOW |
56.50 |
0.618 |
55.60 |
1.000 |
55.05 |
1.618 |
54.15 |
2.618 |
52.70 |
4.250 |
50.34 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
57.23 |
57.12 |
PP |
57.20 |
57.10 |
S1 |
57.18 |
57.07 |
|