NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
57.65 |
57.69 |
0.04 |
0.1% |
54.89 |
High |
58.47 |
59.87 |
1.40 |
2.4% |
59.90 |
Low |
56.99 |
57.19 |
0.20 |
0.4% |
54.54 |
Close |
57.57 |
59.26 |
1.69 |
2.9% |
58.47 |
Range |
1.48 |
2.68 |
1.20 |
81.1% |
5.36 |
ATR |
2.09 |
2.13 |
0.04 |
2.0% |
0.00 |
Volume |
87,470 |
84,250 |
-3,220 |
-3.7% |
511,675 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.81 |
65.72 |
60.73 |
|
R3 |
64.13 |
63.04 |
60.00 |
|
R2 |
61.45 |
61.45 |
59.75 |
|
R1 |
60.36 |
60.36 |
59.51 |
60.91 |
PP |
58.77 |
58.77 |
58.77 |
59.05 |
S1 |
57.68 |
57.68 |
59.01 |
58.23 |
S2 |
56.09 |
56.09 |
58.77 |
|
S3 |
53.41 |
55.00 |
58.52 |
|
S4 |
50.73 |
52.32 |
57.79 |
|
|
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 |
59.87 |
56.99 |
2.88 |
4.9% |
1.90 |
3.2% |
79% |
True |
False |
82,922 |
10 |
59.90 |
52.98 |
6.92 |
11.7% |
1.95 |
3.3% |
91% |
False |
False |
92,249 |
20 |
59.90 |
50.23 |
9.67 |
16.3% |
2.16 |
3.6% |
93% |
False |
False |
76,417 |
40 |
59.90 |
47.46 |
12.44 |
21.0% |
2.01 |
3.4% |
95% |
False |
False |
62,295 |
60 |
59.90 |
47.46 |
12.44 |
21.0% |
2.21 |
3.7% |
95% |
False |
False |
53,571 |
80 |
59.90 |
47.46 |
12.44 |
21.0% |
2.22 |
3.7% |
95% |
False |
False |
44,211 |
100 |
73.63 |
47.46 |
26.17 |
44.2% |
2.32 |
3.9% |
45% |
False |
False |
36,927 |
120 |
80.99 |
47.46 |
33.53 |
56.6% |
2.21 |
3.7% |
35% |
False |
False |
31,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.26 |
2.618 |
66.89 |
1.618 |
64.21 |
1.000 |
62.55 |
0.618 |
61.53 |
HIGH |
59.87 |
0.618 |
58.85 |
0.500 |
58.53 |
0.382 |
58.21 |
LOW |
57.19 |
0.618 |
55.53 |
1.000 |
54.51 |
1.618 |
52.85 |
2.618 |
50.17 |
4.250 |
45.80 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
59.02 |
58.98 |
PP |
58.77 |
58.71 |
S1 |
58.53 |
58.43 |
|