NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 15-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
55.02 |
56.10 |
1.08 |
2.0% |
52.07 |
High |
56.46 |
58.90 |
2.44 |
4.3% |
56.22 |
Low |
54.95 |
56.00 |
1.05 |
1.9% |
52.07 |
Close |
56.04 |
58.73 |
2.69 |
4.8% |
54.79 |
Range |
1.51 |
2.90 |
1.39 |
92.1% |
4.15 |
ATR |
2.16 |
2.22 |
0.05 |
2.4% |
0.00 |
Volume |
87,763 |
100,912 |
13,149 |
15.0% |
400,200 |
|
Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.58 |
65.55 |
60.33 |
|
R3 |
63.68 |
62.65 |
59.53 |
|
R2 |
60.78 |
60.78 |
59.26 |
|
R1 |
59.75 |
59.75 |
59.00 |
60.27 |
PP |
57.88 |
57.88 |
57.88 |
58.13 |
S1 |
56.85 |
56.85 |
58.46 |
57.37 |
S2 |
54.98 |
54.98 |
58.20 |
|
S3 |
52.08 |
53.95 |
57.93 |
|
S4 |
49.18 |
51.05 |
57.14 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.81 |
64.95 |
57.07 |
|
R3 |
62.66 |
60.80 |
55.93 |
|
R2 |
58.51 |
58.51 |
55.55 |
|
R1 |
56.65 |
56.65 |
55.17 |
57.58 |
PP |
54.36 |
54.36 |
54.36 |
54.83 |
S1 |
52.50 |
52.50 |
54.41 |
53.43 |
S2 |
50.21 |
50.21 |
54.03 |
|
S3 |
46.06 |
48.35 |
53.65 |
|
S4 |
41.91 |
44.20 |
52.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.90 |
52.98 |
5.92 |
10.1% |
1.83 |
3.1% |
97% |
True |
False |
93,497 |
10 |
58.90 |
50.23 |
8.67 |
14.8% |
2.20 |
3.7% |
98% |
True |
False |
78,733 |
20 |
58.90 |
47.46 |
11.44 |
19.5% |
2.25 |
3.8% |
99% |
True |
False |
60,818 |
40 |
58.90 |
47.46 |
11.44 |
19.5% |
2.05 |
3.5% |
99% |
True |
False |
54,555 |
60 |
58.90 |
47.46 |
11.44 |
19.5% |
2.21 |
3.8% |
99% |
True |
False |
46,717 |
80 |
60.41 |
47.46 |
12.95 |
22.1% |
2.27 |
3.9% |
87% |
False |
False |
37,907 |
100 |
77.60 |
47.46 |
30.14 |
51.3% |
2.30 |
3.9% |
37% |
False |
False |
31,746 |
120 |
81.61 |
47.46 |
34.15 |
58.1% |
2.17 |
3.7% |
33% |
False |
False |
27,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.23 |
2.618 |
66.49 |
1.618 |
63.59 |
1.000 |
61.80 |
0.618 |
60.69 |
HIGH |
58.90 |
0.618 |
57.79 |
0.500 |
57.45 |
0.382 |
57.11 |
LOW |
56.00 |
0.618 |
54.21 |
1.000 |
53.10 |
1.618 |
51.31 |
2.618 |
48.41 |
4.250 |
43.68 |
|
|
Fisher Pivots for day following 15-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
58.30 |
58.06 |
PP |
57.88 |
57.39 |
S1 |
57.45 |
56.72 |
|