NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
56.93 |
58.55 |
1.62 |
2.8% |
57.75 |
High |
59.33 |
59.85 |
0.52 |
0.9% |
58.63 |
Low |
56.54 |
58.38 |
1.84 |
3.3% |
55.73 |
Close |
58.58 |
59.63 |
1.05 |
1.8% |
57.15 |
Range |
2.79 |
1.47 |
-1.32 |
-47.3% |
2.90 |
ATR |
2.13 |
2.08 |
-0.05 |
-2.2% |
0.00 |
Volume |
411,097 |
340,322 |
-70,775 |
-17.2% |
1,812,247 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.70 |
63.13 |
60.44 |
|
R3 |
62.23 |
61.66 |
60.03 |
|
R2 |
60.76 |
60.76 |
59.90 |
|
R1 |
60.19 |
60.19 |
59.76 |
60.48 |
PP |
59.29 |
59.29 |
59.29 |
59.43 |
S1 |
58.72 |
58.72 |
59.50 |
59.01 |
S2 |
57.82 |
57.82 |
59.36 |
|
S3 |
56.35 |
57.25 |
59.23 |
|
S4 |
54.88 |
55.78 |
58.82 |
|
|
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 |
59.85 |
56.07 |
3.78 |
6.3% |
1.77 |
3.0% |
94% |
True |
False |
322,432 |
10 |
59.85 |
55.73 |
4.12 |
6.9% |
1.86 |
3.1% |
95% |
True |
False |
335,516 |
20 |
59.85 |
49.65 |
10.20 |
17.1% |
2.04 |
3.4% |
98% |
True |
False |
270,731 |
40 |
59.85 |
45.93 |
13.92 |
23.3% |
2.10 |
3.5% |
98% |
True |
False |
188,421 |
60 |
59.85 |
45.93 |
13.92 |
23.3% |
2.22 |
3.7% |
98% |
True |
False |
161,209 |
80 |
59.85 |
45.93 |
13.92 |
23.3% |
2.32 |
3.9% |
98% |
True |
False |
138,615 |
100 |
67.62 |
45.93 |
21.69 |
36.4% |
2.39 |
4.0% |
63% |
False |
False |
119,055 |
120 |
79.86 |
45.93 |
33.93 |
56.9% |
2.36 |
4.0% |
40% |
False |
False |
105,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.10 |
2.618 |
63.70 |
1.618 |
62.23 |
1.000 |
61.32 |
0.618 |
60.76 |
HIGH |
59.85 |
0.618 |
59.29 |
0.500 |
59.12 |
0.382 |
58.94 |
LOW |
58.38 |
0.618 |
57.47 |
1.000 |
56.91 |
1.618 |
56.00 |
2.618 |
54.53 |
4.250 |
52.13 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
59.46 |
59.07 |
PP |
59.29 |
58.52 |
S1 |
59.12 |
57.96 |
|