NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 06-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
52.38 |
52.07 |
-0.31 |
-0.6% |
51.20 |
High |
53.14 |
54.78 |
1.64 |
3.1% |
53.28 |
Low |
50.86 |
52.07 |
1.21 |
2.4% |
50.23 |
Close |
51.79 |
54.71 |
2.92 |
5.6% |
51.79 |
Range |
2.28 |
2.71 |
0.43 |
18.9% |
3.05 |
ATR |
2.21 |
2.26 |
0.06 |
2.5% |
0.00 |
Volume |
60,365 |
55,049 |
-5,316 |
-8.8% |
179,275 |
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.98 |
61.06 |
56.20 |
|
R3 |
59.27 |
58.35 |
55.46 |
|
R2 |
56.56 |
56.56 |
55.21 |
|
R1 |
55.64 |
55.64 |
54.96 |
56.10 |
PP |
53.85 |
53.85 |
53.85 |
54.09 |
S1 |
52.93 |
52.93 |
54.46 |
53.39 |
S2 |
51.14 |
51.14 |
54.21 |
|
S3 |
48.43 |
50.22 |
53.96 |
|
S4 |
45.72 |
47.51 |
53.22 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.92 |
59.40 |
53.47 |
|
R3 |
57.87 |
56.35 |
52.63 |
|
R2 |
54.82 |
54.82 |
52.35 |
|
R1 |
53.30 |
53.30 |
52.07 |
54.06 |
PP |
51.77 |
51.77 |
51.77 |
52.15 |
S1 |
50.25 |
50.25 |
51.51 |
51.01 |
S2 |
48.72 |
48.72 |
51.23 |
|
S3 |
45.67 |
47.20 |
50.95 |
|
S4 |
42.62 |
44.15 |
50.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.78 |
50.23 |
4.55 |
8.3% |
2.16 |
3.9% |
98% |
True |
False |
46,864 |
10 |
55.09 |
48.79 |
6.30 |
11.5% |
2.31 |
4.2% |
94% |
False |
False |
45,730 |
20 |
55.09 |
47.46 |
7.63 |
13.9% |
2.16 |
3.9% |
95% |
False |
False |
46,170 |
40 |
58.37 |
47.46 |
10.91 |
19.9% |
2.11 |
3.8% |
66% |
False |
False |
46,047 |
60 |
58.37 |
47.46 |
10.91 |
19.9% |
2.29 |
4.2% |
66% |
False |
False |
38,212 |
80 |
65.00 |
47.46 |
17.54 |
32.1% |
2.32 |
4.2% |
41% |
False |
False |
30,938 |
100 |
79.75 |
47.46 |
32.29 |
59.0% |
2.28 |
4.2% |
22% |
False |
False |
25,755 |
120 |
83.64 |
47.46 |
36.18 |
66.1% |
2.18 |
4.0% |
20% |
False |
False |
22,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.30 |
2.618 |
61.87 |
1.618 |
59.16 |
1.000 |
57.49 |
0.618 |
56.45 |
HIGH |
54.78 |
0.618 |
53.74 |
0.500 |
53.43 |
0.382 |
53.11 |
LOW |
52.07 |
0.618 |
50.40 |
1.000 |
49.36 |
1.618 |
47.69 |
2.618 |
44.98 |
4.250 |
40.55 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
54.28 |
53.98 |
PP |
53.85 |
53.24 |
S1 |
53.43 |
52.51 |
|