NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
58.28 |
58.36 |
0.08 |
0.1% |
58.81 |
High |
59.23 |
60.62 |
1.39 |
2.3% |
59.87 |
Low |
57.67 |
58.00 |
0.33 |
0.6% |
56.99 |
Close |
58.53 |
59.86 |
1.33 |
2.3% |
58.90 |
Range |
1.56 |
2.62 |
1.06 |
67.9% |
2.88 |
ATR |
1.98 |
2.02 |
0.05 |
2.3% |
0.00 |
Volume |
55,518 |
73,869 |
18,351 |
33.1% |
437,993 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.35 |
66.23 |
61.30 |
|
R3 |
64.73 |
63.61 |
60.58 |
|
R2 |
62.11 |
62.11 |
60.34 |
|
R1 |
60.99 |
60.99 |
60.10 |
61.55 |
PP |
59.49 |
59.49 |
59.49 |
59.78 |
S1 |
58.37 |
58.37 |
59.62 |
58.93 |
S2 |
56.87 |
56.87 |
59.38 |
|
S3 |
54.25 |
55.75 |
59.14 |
|
S4 |
51.63 |
53.13 |
58.42 |
|
|
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 |
60.62 |
57.19 |
3.43 |
5.7% |
1.87 |
3.1% |
78% |
True |
False |
87,405 |
10 |
60.62 |
56.99 |
3.63 |
6.1% |
1.85 |
3.1% |
79% |
True |
False |
90,380 |
20 |
60.62 |
50.23 |
10.39 |
17.4% |
2.02 |
3.4% |
93% |
True |
False |
84,556 |
40 |
60.62 |
47.46 |
13.16 |
22.0% |
2.01 |
3.3% |
94% |
True |
False |
65,651 |
60 |
60.62 |
47.46 |
13.16 |
22.0% |
2.15 |
3.6% |
94% |
True |
False |
58,065 |
80 |
60.62 |
47.46 |
13.16 |
22.0% |
2.20 |
3.7% |
94% |
True |
False |
48,335 |
100 |
68.94 |
47.46 |
21.48 |
35.9% |
2.24 |
3.7% |
58% |
False |
False |
40,204 |
120 |
79.75 |
47.46 |
32.29 |
53.9% |
2.21 |
3.7% |
38% |
False |
False |
34,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.76 |
2.618 |
67.48 |
1.618 |
64.86 |
1.000 |
63.24 |
0.618 |
62.24 |
HIGH |
60.62 |
0.618 |
59.62 |
0.500 |
59.31 |
0.382 |
59.00 |
LOW |
58.00 |
0.618 |
56.38 |
1.000 |
55.38 |
1.618 |
53.76 |
2.618 |
51.14 |
4.250 |
46.87 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
59.68 |
59.62 |
PP |
59.49 |
59.38 |
S1 |
59.31 |
59.15 |
|