NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 01-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
52.56 |
51.72 |
-0.84 |
-1.6% |
51.07 |
High |
52.63 |
54.17 |
1.54 |
2.9% |
55.95 |
Low |
51.50 |
51.30 |
-0.20 |
-0.4% |
50.12 |
Close |
51.83 |
53.98 |
2.15 |
4.1% |
52.87 |
Range |
1.13 |
2.87 |
1.74 |
154.0% |
5.83 |
ATR |
2.04 |
2.10 |
0.06 |
2.9% |
0.00 |
Volume |
19,021 |
26,728 |
7,707 |
40.5% |
125,621 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.76 |
60.74 |
55.56 |
|
R3 |
58.89 |
57.87 |
54.77 |
|
R2 |
56.02 |
56.02 |
54.51 |
|
R1 |
55.00 |
55.00 |
54.24 |
55.51 |
PP |
53.15 |
53.15 |
53.15 |
53.41 |
S1 |
52.13 |
52.13 |
53.72 |
52.64 |
S2 |
50.28 |
50.28 |
53.45 |
|
S3 |
47.41 |
49.26 |
53.19 |
|
S4 |
44.54 |
46.39 |
52.40 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.47 |
67.50 |
56.08 |
|
R3 |
64.64 |
61.67 |
54.47 |
|
R2 |
58.81 |
58.81 |
53.94 |
|
R1 |
55.84 |
55.84 |
53.40 |
57.33 |
PP |
52.98 |
52.98 |
52.98 |
53.72 |
S1 |
50.01 |
50.01 |
52.34 |
51.50 |
S2 |
47.15 |
47.15 |
51.80 |
|
S3 |
41.32 |
44.18 |
51.27 |
|
S4 |
35.49 |
38.35 |
49.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.95 |
51.30 |
4.65 |
8.6% |
2.28 |
4.2% |
58% |
False |
True |
27,023 |
10 |
55.95 |
49.46 |
6.49 |
12.0% |
2.09 |
3.9% |
70% |
False |
False |
24,031 |
20 |
57.15 |
48.71 |
8.44 |
15.6% |
1.97 |
3.6% |
62% |
False |
False |
25,536 |
40 |
59.24 |
48.71 |
10.53 |
19.5% |
2.07 |
3.8% |
50% |
False |
False |
25,049 |
60 |
59.24 |
48.71 |
10.53 |
19.5% |
2.12 |
3.9% |
50% |
False |
False |
20,399 |
80 |
67.65 |
48.71 |
18.94 |
35.1% |
2.16 |
4.0% |
28% |
False |
False |
16,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.37 |
2.618 |
61.68 |
1.618 |
58.81 |
1.000 |
57.04 |
0.618 |
55.94 |
HIGH |
54.17 |
0.618 |
53.07 |
0.500 |
52.74 |
0.382 |
52.40 |
LOW |
51.30 |
0.618 |
49.53 |
1.000 |
48.43 |
1.618 |
46.66 |
2.618 |
43.79 |
4.250 |
39.10 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
53.57 |
53.57 |
PP |
53.15 |
53.15 |
S1 |
52.74 |
52.74 |
|