NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 06-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
53.39 |
52.89 |
-0.50 |
-0.9% |
51.98 |
High |
54.03 |
55.55 |
1.52 |
2.8% |
54.17 |
Low |
51.79 |
52.89 |
1.10 |
2.1% |
51.30 |
Close |
52.66 |
55.49 |
2.83 |
5.4% |
52.66 |
Range |
2.24 |
2.66 |
0.42 |
18.8% |
2.87 |
ATR |
2.11 |
2.16 |
0.06 |
2.7% |
0.00 |
Volume |
25,990 |
25,596 |
-394 |
-1.5% |
94,299 |
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.62 |
61.72 |
56.95 |
|
R3 |
59.96 |
59.06 |
56.22 |
|
R2 |
57.30 |
57.30 |
55.98 |
|
R1 |
56.40 |
56.40 |
55.73 |
56.85 |
PP |
54.64 |
54.64 |
54.64 |
54.87 |
S1 |
53.74 |
53.74 |
55.25 |
54.19 |
S2 |
51.98 |
51.98 |
55.00 |
|
S3 |
49.32 |
51.08 |
54.76 |
|
S4 |
46.66 |
48.42 |
54.03 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.32 |
59.86 |
54.24 |
|
R3 |
58.45 |
56.99 |
53.45 |
|
R2 |
55.58 |
55.58 |
53.19 |
|
R1 |
54.12 |
54.12 |
52.92 |
54.85 |
PP |
52.71 |
52.71 |
52.71 |
53.08 |
S1 |
51.25 |
51.25 |
52.40 |
51.98 |
S2 |
49.84 |
49.84 |
52.13 |
|
S3 |
46.97 |
48.38 |
51.87 |
|
S4 |
44.10 |
45.51 |
51.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.55 |
51.30 |
4.25 |
7.7% |
2.05 |
3.7% |
99% |
True |
False |
23,979 |
10 |
55.95 |
50.12 |
5.83 |
10.5% |
2.16 |
3.9% |
92% |
False |
False |
24,551 |
20 |
55.97 |
48.71 |
7.26 |
13.1% |
2.07 |
3.7% |
93% |
False |
False |
24,495 |
40 |
59.24 |
48.71 |
10.53 |
19.0% |
1.99 |
3.6% |
64% |
False |
False |
25,314 |
60 |
59.24 |
48.71 |
10.53 |
19.0% |
2.13 |
3.8% |
64% |
False |
False |
20,970 |
80 |
65.02 |
48.71 |
16.31 |
29.4% |
2.18 |
3.9% |
42% |
False |
False |
16,906 |
100 |
79.78 |
48.71 |
31.07 |
56.0% |
2.10 |
3.8% |
22% |
False |
False |
14,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.86 |
2.618 |
62.51 |
1.618 |
59.85 |
1.000 |
58.21 |
0.618 |
57.19 |
HIGH |
55.55 |
0.618 |
54.53 |
0.500 |
54.22 |
0.382 |
53.91 |
LOW |
52.89 |
0.618 |
51.25 |
1.000 |
50.23 |
1.618 |
48.59 |
2.618 |
45.93 |
4.250 |
41.59 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
55.07 |
54.80 |
PP |
54.64 |
54.11 |
S1 |
54.22 |
53.43 |
|