NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
58.36 |
59.78 |
1.42 |
2.4% |
58.81 |
High |
60.62 |
60.91 |
0.29 |
0.5% |
59.87 |
Low |
58.00 |
59.56 |
1.56 |
2.7% |
56.99 |
Close |
59.86 |
60.71 |
0.85 |
1.4% |
58.90 |
Range |
2.62 |
1.35 |
-1.27 |
-48.5% |
2.88 |
ATR |
2.02 |
1.97 |
-0.05 |
-2.4% |
0.00 |
Volume |
73,869 |
116,290 |
42,421 |
57.4% |
437,993 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.44 |
63.93 |
61.45 |
|
R3 |
63.09 |
62.58 |
61.08 |
|
R2 |
61.74 |
61.74 |
60.96 |
|
R1 |
61.23 |
61.23 |
60.83 |
61.49 |
PP |
60.39 |
60.39 |
60.39 |
60.52 |
S1 |
59.88 |
59.88 |
60.59 |
60.14 |
S2 |
59.04 |
59.04 |
60.46 |
|
S3 |
57.69 |
58.53 |
60.34 |
|
S4 |
56.34 |
57.18 |
59.97 |
|
|
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 |
60.91 |
57.67 |
3.24 |
5.3% |
1.60 |
2.6% |
94% |
True |
False |
93,813 |
10 |
60.91 |
56.99 |
3.92 |
6.5% |
1.75 |
2.9% |
95% |
True |
False |
88,368 |
20 |
60.91 |
50.86 |
10.05 |
16.6% |
1.94 |
3.2% |
98% |
True |
False |
88,134 |
40 |
60.91 |
47.46 |
13.45 |
22.2% |
2.00 |
3.3% |
99% |
True |
False |
67,511 |
60 |
60.91 |
47.46 |
13.45 |
22.2% |
2.11 |
3.5% |
99% |
True |
False |
59,354 |
80 |
60.91 |
47.46 |
13.45 |
22.2% |
2.19 |
3.6% |
99% |
True |
False |
49,709 |
100 |
67.70 |
47.46 |
20.24 |
33.3% |
2.23 |
3.7% |
65% |
False |
False |
41,330 |
120 |
79.75 |
47.46 |
32.29 |
53.2% |
2.20 |
3.6% |
41% |
False |
False |
35,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.65 |
2.618 |
64.44 |
1.618 |
63.09 |
1.000 |
62.26 |
0.618 |
61.74 |
HIGH |
60.91 |
0.618 |
60.39 |
0.500 |
60.24 |
0.382 |
60.08 |
LOW |
59.56 |
0.618 |
58.73 |
1.000 |
58.21 |
1.618 |
57.38 |
2.618 |
56.03 |
4.250 |
53.82 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
60.55 |
60.24 |
PP |
60.39 |
59.76 |
S1 |
60.24 |
59.29 |
|