NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
59.10 |
58.81 |
-0.29 |
-0.5% |
54.89 |
High |
59.51 |
59.72 |
0.21 |
0.4% |
59.90 |
Low |
58.07 |
57.60 |
-0.47 |
-0.8% |
54.54 |
Close |
58.47 |
59.05 |
0.58 |
1.0% |
58.47 |
Range |
1.44 |
2.12 |
0.68 |
47.2% |
5.36 |
ATR |
2.17 |
2.16 |
0.00 |
-0.2% |
0.00 |
Volume |
93,239 |
82,437 |
-10,802 |
-11.6% |
511,675 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.15 |
64.22 |
60.22 |
|
R3 |
63.03 |
62.10 |
59.63 |
|
R2 |
60.91 |
60.91 |
59.44 |
|
R1 |
59.98 |
59.98 |
59.24 |
60.45 |
PP |
58.79 |
58.79 |
58.79 |
59.02 |
S1 |
57.86 |
57.86 |
58.86 |
58.33 |
S2 |
56.67 |
56.67 |
58.66 |
|
S3 |
54.55 |
55.74 |
58.47 |
|
S4 |
52.43 |
53.62 |
57.88 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.72 |
71.45 |
61.42 |
|
R3 |
68.36 |
66.09 |
59.94 |
|
R2 |
63.00 |
63.00 |
59.45 |
|
R1 |
60.73 |
60.73 |
58.96 |
61.87 |
PP |
57.64 |
57.64 |
57.64 |
58.20 |
S1 |
55.37 |
55.37 |
57.98 |
56.51 |
S2 |
52.28 |
52.28 |
57.49 |
|
S3 |
46.92 |
50.01 |
57.00 |
|
S4 |
41.56 |
44.65 |
55.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.90 |
54.95 |
4.95 |
8.4% |
2.05 |
3.5% |
83% |
False |
False |
100,153 |
10 |
59.90 |
52.89 |
7.01 |
11.9% |
1.98 |
3.4% |
88% |
False |
False |
93,926 |
20 |
59.90 |
48.79 |
11.11 |
18.8% |
2.15 |
3.6% |
92% |
False |
False |
69,828 |
40 |
59.90 |
47.46 |
12.44 |
21.1% |
2.02 |
3.4% |
93% |
False |
False |
59,597 |
60 |
59.90 |
47.46 |
12.44 |
21.1% |
2.20 |
3.7% |
93% |
False |
False |
50,805 |
80 |
59.90 |
47.46 |
12.44 |
21.1% |
2.21 |
3.7% |
93% |
False |
False |
41,470 |
100 |
77.08 |
47.46 |
29.62 |
50.2% |
2.31 |
3.9% |
39% |
False |
False |
34,701 |
120 |
81.61 |
47.46 |
34.15 |
57.8% |
2.18 |
3.7% |
34% |
False |
False |
29,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.73 |
2.618 |
65.27 |
1.618 |
63.15 |
1.000 |
61.84 |
0.618 |
61.03 |
HIGH |
59.72 |
0.618 |
58.91 |
0.500 |
58.66 |
0.382 |
58.41 |
LOW |
57.60 |
0.618 |
56.29 |
1.000 |
55.48 |
1.618 |
54.17 |
2.618 |
52.05 |
4.250 |
48.59 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
58.92 |
58.95 |
PP |
58.79 |
58.85 |
S1 |
58.66 |
58.75 |
|