NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 28-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
59.00 |
58.28 |
-0.72 |
-1.2% |
58.81 |
High |
59.39 |
59.23 |
-0.16 |
-0.3% |
59.87 |
Low |
58.16 |
57.67 |
-0.49 |
-0.8% |
56.99 |
Close |
58.62 |
58.53 |
-0.09 |
-0.2% |
58.90 |
Range |
1.23 |
1.56 |
0.33 |
26.8% |
2.88 |
ATR |
2.01 |
1.98 |
-0.03 |
-1.6% |
0.00 |
Volume |
106,772 |
55,518 |
-51,254 |
-48.0% |
437,993 |
|
Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.16 |
62.40 |
59.39 |
|
R3 |
61.60 |
60.84 |
58.96 |
|
R2 |
60.04 |
60.04 |
58.82 |
|
R1 |
59.28 |
59.28 |
58.67 |
59.66 |
PP |
58.48 |
58.48 |
58.48 |
58.67 |
S1 |
57.72 |
57.72 |
58.39 |
58.10 |
S2 |
56.92 |
56.92 |
58.24 |
|
S3 |
55.36 |
56.16 |
58.10 |
|
S4 |
53.80 |
54.60 |
57.67 |
|
|
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% |
1.64 |
2.8% |
53% |
False |
False |
90,126 |
10 |
59.90 |
56.00 |
3.90 |
6.7% |
1.87 |
3.2% |
65% |
False |
False |
93,084 |
20 |
59.90 |
50.23 |
9.67 |
16.5% |
1.96 |
3.3% |
86% |
False |
False |
82,647 |
40 |
59.90 |
47.46 |
12.44 |
21.3% |
1.97 |
3.4% |
89% |
False |
False |
65,293 |
60 |
59.90 |
47.46 |
12.44 |
21.3% |
2.17 |
3.7% |
89% |
False |
False |
57,234 |
80 |
59.90 |
47.46 |
12.44 |
21.3% |
2.20 |
3.8% |
89% |
False |
False |
47,493 |
100 |
69.01 |
47.46 |
21.55 |
36.8% |
2.22 |
3.8% |
51% |
False |
False |
39,511 |
120 |
79.75 |
47.46 |
32.29 |
55.2% |
2.20 |
3.8% |
34% |
False |
False |
33,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.86 |
2.618 |
63.31 |
1.618 |
61.75 |
1.000 |
60.79 |
0.618 |
60.19 |
HIGH |
59.23 |
0.618 |
58.63 |
0.500 |
58.45 |
0.382 |
58.27 |
LOW |
57.67 |
0.618 |
56.71 |
1.000 |
56.11 |
1.618 |
55.15 |
2.618 |
53.59 |
4.250 |
51.04 |
|
|
Fisher Pivots for day following 28-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
58.50 |
58.58 |
PP |
58.48 |
58.56 |
S1 |
58.45 |
58.55 |
|