NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
59.03 |
59.00 |
-0.03 |
-0.1% |
58.81 |
High |
59.49 |
59.39 |
-0.10 |
-0.2% |
59.87 |
Low |
58.25 |
58.16 |
-0.09 |
-0.2% |
56.99 |
Close |
58.90 |
58.62 |
-0.28 |
-0.5% |
58.90 |
Range |
1.24 |
1.23 |
-0.01 |
-0.8% |
2.88 |
ATR |
2.07 |
2.01 |
-0.06 |
-2.9% |
0.00 |
Volume |
116,620 |
106,772 |
-9,848 |
-8.4% |
437,993 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.41 |
61.75 |
59.30 |
|
R3 |
61.18 |
60.52 |
58.96 |
|
R2 |
59.95 |
59.95 |
58.85 |
|
R1 |
59.29 |
59.29 |
58.73 |
59.01 |
PP |
58.72 |
58.72 |
58.72 |
58.58 |
S1 |
58.06 |
58.06 |
58.51 |
57.78 |
S2 |
57.49 |
57.49 |
58.39 |
|
S3 |
56.26 |
56.83 |
58.28 |
|
S4 |
55.03 |
55.60 |
57.94 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.23 |
65.94 |
60.48 |
|
R3 |
64.35 |
63.06 |
59.69 |
|
R2 |
61.47 |
61.47 |
59.43 |
|
R1 |
60.18 |
60.18 |
59.16 |
60.83 |
PP |
58.59 |
58.59 |
58.59 |
58.91 |
S1 |
57.30 |
57.30 |
58.64 |
57.95 |
S2 |
55.71 |
55.71 |
58.37 |
|
S3 |
52.83 |
54.42 |
58.11 |
|
S4 |
49.95 |
51.54 |
57.32 |
|
|
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% |
1.68 |
2.9% |
57% |
False |
False |
92,465 |
10 |
59.90 |
54.95 |
4.95 |
8.4% |
1.87 |
3.2% |
74% |
False |
False |
96,309 |
20 |
59.90 |
50.23 |
9.67 |
16.5% |
1.95 |
3.3% |
87% |
False |
False |
81,795 |
40 |
59.90 |
47.46 |
12.44 |
21.2% |
1.97 |
3.4% |
90% |
False |
False |
64,910 |
60 |
59.90 |
47.46 |
12.44 |
21.2% |
2.21 |
3.8% |
90% |
False |
False |
56,598 |
80 |
59.90 |
47.46 |
12.44 |
21.2% |
2.20 |
3.8% |
90% |
False |
False |
46,881 |
100 |
69.85 |
47.46 |
22.39 |
38.2% |
2.23 |
3.8% |
50% |
False |
False |
39,046 |
120 |
80.60 |
47.46 |
33.14 |
56.5% |
2.21 |
3.8% |
34% |
False |
False |
33,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.62 |
2.618 |
62.61 |
1.618 |
61.38 |
1.000 |
60.62 |
0.618 |
60.15 |
HIGH |
59.39 |
0.618 |
58.92 |
0.500 |
58.78 |
0.382 |
58.63 |
LOW |
58.16 |
0.618 |
57.40 |
1.000 |
56.93 |
1.618 |
56.17 |
2.618 |
54.94 |
4.250 |
52.93 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
58.78 |
58.59 |
PP |
58.72 |
58.56 |
S1 |
58.67 |
58.53 |
|