NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 15-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
55.69 |
56.69 |
1.00 |
1.8% |
52.89 |
High |
57.10 |
59.41 |
2.31 |
4.0% |
56.76 |
Low |
55.68 |
56.65 |
0.97 |
1.7% |
52.89 |
Close |
56.68 |
59.30 |
2.62 |
4.6% |
55.51 |
Range |
1.42 |
2.76 |
1.34 |
94.4% |
3.87 |
ATR |
2.06 |
2.11 |
0.05 |
2.4% |
0.00 |
Volume |
30,082 |
39,579 |
9,497 |
31.6% |
174,747 |
|
Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.73 |
65.78 |
60.82 |
|
R3 |
63.97 |
63.02 |
60.06 |
|
R2 |
61.21 |
61.21 |
59.81 |
|
R1 |
60.26 |
60.26 |
59.55 |
60.74 |
PP |
58.45 |
58.45 |
58.45 |
58.69 |
S1 |
57.50 |
57.50 |
59.05 |
57.98 |
S2 |
55.69 |
55.69 |
58.79 |
|
S3 |
52.93 |
54.74 |
58.54 |
|
S4 |
50.17 |
51.98 |
57.78 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.66 |
64.96 |
57.64 |
|
R3 |
62.79 |
61.09 |
56.57 |
|
R2 |
58.92 |
58.92 |
56.22 |
|
R1 |
57.22 |
57.22 |
55.86 |
58.07 |
PP |
55.05 |
55.05 |
55.05 |
55.48 |
S1 |
53.35 |
53.35 |
55.16 |
54.20 |
S2 |
51.18 |
51.18 |
54.80 |
|
S3 |
47.31 |
49.48 |
54.45 |
|
S4 |
43.44 |
45.61 |
53.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.41 |
53.75 |
5.66 |
9.5% |
1.74 |
2.9% |
98% |
True |
False |
35,566 |
10 |
59.41 |
51.30 |
8.11 |
13.7% |
2.09 |
3.5% |
99% |
True |
False |
33,427 |
20 |
59.41 |
48.71 |
10.70 |
18.0% |
2.13 |
3.6% |
99% |
True |
False |
28,381 |
40 |
59.41 |
48.71 |
10.70 |
18.0% |
1.94 |
3.3% |
99% |
True |
False |
27,858 |
60 |
59.41 |
48.71 |
10.70 |
18.0% |
2.08 |
3.5% |
99% |
True |
False |
24,326 |
80 |
60.55 |
48.71 |
11.84 |
20.0% |
2.14 |
3.6% |
89% |
False |
False |
19,679 |
100 |
76.90 |
48.71 |
28.19 |
47.5% |
2.13 |
3.6% |
38% |
False |
False |
16,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.14 |
2.618 |
66.64 |
1.618 |
63.88 |
1.000 |
62.17 |
0.618 |
61.12 |
HIGH |
59.41 |
0.618 |
58.36 |
0.500 |
58.03 |
0.382 |
57.70 |
LOW |
56.65 |
0.618 |
54.94 |
1.000 |
53.89 |
1.618 |
52.18 |
2.618 |
49.42 |
4.250 |
44.92 |
|
|
Fisher Pivots for day following 15-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
58.88 |
58.64 |
PP |
58.45 |
57.98 |
S1 |
58.03 |
57.33 |
|