NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 16-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
56.69 |
58.90 |
2.21 |
3.9% |
52.89 |
High |
59.41 |
60.52 |
1.11 |
1.9% |
56.76 |
Low |
56.65 |
58.18 |
1.53 |
2.7% |
52.89 |
Close |
59.30 |
59.85 |
0.55 |
0.9% |
55.51 |
Range |
2.76 |
2.34 |
-0.42 |
-15.2% |
3.87 |
ATR |
2.11 |
2.13 |
0.02 |
0.8% |
0.00 |
Volume |
39,579 |
57,748 |
18,169 |
45.9% |
174,747 |
|
Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.54 |
65.53 |
61.14 |
|
R3 |
64.20 |
63.19 |
60.49 |
|
R2 |
61.86 |
61.86 |
60.28 |
|
R1 |
60.85 |
60.85 |
60.06 |
61.36 |
PP |
59.52 |
59.52 |
59.52 |
59.77 |
S1 |
58.51 |
58.51 |
59.64 |
59.02 |
S2 |
57.18 |
57.18 |
59.42 |
|
S3 |
54.84 |
56.17 |
59.21 |
|
S4 |
52.50 |
53.83 |
58.56 |
|
|
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 |
60.52 |
53.75 |
6.77 |
11.3% |
1.93 |
3.2% |
90% |
True |
False |
39,280 |
10 |
60.52 |
51.79 |
8.73 |
14.6% |
2.04 |
3.4% |
92% |
True |
False |
36,529 |
20 |
60.52 |
49.46 |
11.06 |
18.5% |
2.06 |
3.4% |
94% |
True |
False |
30,280 |
40 |
60.52 |
48.71 |
11.81 |
19.7% |
1.93 |
3.2% |
94% |
True |
False |
28,569 |
60 |
60.52 |
48.71 |
11.81 |
19.7% |
2.08 |
3.5% |
94% |
True |
False |
25,209 |
80 |
60.55 |
48.71 |
11.84 |
19.8% |
2.12 |
3.5% |
94% |
False |
False |
20,330 |
100 |
76.90 |
48.71 |
28.19 |
47.1% |
2.14 |
3.6% |
40% |
False |
False |
17,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.47 |
2.618 |
66.65 |
1.618 |
64.31 |
1.000 |
62.86 |
0.618 |
61.97 |
HIGH |
60.52 |
0.618 |
59.63 |
0.500 |
59.35 |
0.382 |
59.07 |
LOW |
58.18 |
0.618 |
56.73 |
1.000 |
55.84 |
1.618 |
54.39 |
2.618 |
52.05 |
4.250 |
48.24 |
|
|
Fisher Pivots for day following 16-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
59.68 |
59.27 |
PP |
59.52 |
58.68 |
S1 |
59.35 |
58.10 |
|