NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
59.70 |
59.49 |
-0.21 |
-0.4% |
55.28 |
High |
60.15 |
60.33 |
0.18 |
0.3% |
60.52 |
Low |
58.77 |
58.27 |
-0.50 |
-0.9% |
55.24 |
Close |
59.14 |
59.75 |
0.61 |
1.0% |
59.14 |
Range |
1.38 |
2.06 |
0.68 |
49.3% |
5.28 |
ATR |
2.07 |
2.07 |
0.00 |
0.0% |
0.00 |
Volume |
42,675 |
34,790 |
-7,885 |
-18.5% |
207,234 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.63 |
64.75 |
60.88 |
|
R3 |
63.57 |
62.69 |
60.32 |
|
R2 |
61.51 |
61.51 |
60.13 |
|
R1 |
60.63 |
60.63 |
59.94 |
61.07 |
PP |
59.45 |
59.45 |
59.45 |
59.67 |
S1 |
58.57 |
58.57 |
59.56 |
59.01 |
S2 |
57.39 |
57.39 |
59.37 |
|
S3 |
55.33 |
56.51 |
59.18 |
|
S4 |
53.27 |
54.45 |
58.62 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.14 |
71.92 |
62.04 |
|
R3 |
68.86 |
66.64 |
60.59 |
|
R2 |
63.58 |
63.58 |
60.11 |
|
R1 |
61.36 |
61.36 |
59.62 |
62.47 |
PP |
58.30 |
58.30 |
58.30 |
58.86 |
S1 |
56.08 |
56.08 |
58.66 |
57.19 |
S2 |
53.02 |
53.02 |
58.17 |
|
S3 |
47.74 |
50.80 |
57.69 |
|
S4 |
42.46 |
45.52 |
56.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.52 |
55.68 |
4.84 |
8.1% |
1.99 |
3.3% |
84% |
False |
False |
40,974 |
10 |
60.52 |
53.59 |
6.93 |
11.6% |
1.89 |
3.2% |
89% |
False |
False |
39,117 |
20 |
60.52 |
50.12 |
10.40 |
17.4% |
2.02 |
3.4% |
93% |
False |
False |
31,834 |
40 |
60.52 |
48.71 |
11.81 |
19.8% |
1.92 |
3.2% |
93% |
False |
False |
29,552 |
60 |
60.52 |
48.71 |
11.81 |
19.8% |
2.08 |
3.5% |
93% |
False |
False |
25,975 |
80 |
60.52 |
48.71 |
11.81 |
19.8% |
2.08 |
3.5% |
93% |
False |
False |
21,184 |
100 |
76.65 |
48.71 |
27.94 |
46.8% |
2.16 |
3.6% |
40% |
False |
False |
17,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.09 |
2.618 |
65.72 |
1.618 |
63.66 |
1.000 |
62.39 |
0.618 |
61.60 |
HIGH |
60.33 |
0.618 |
59.54 |
0.500 |
59.30 |
0.382 |
59.06 |
LOW |
58.27 |
0.618 |
57.00 |
1.000 |
56.21 |
1.618 |
54.94 |
2.618 |
52.88 |
4.250 |
49.52 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
59.60 |
59.62 |
PP |
59.45 |
59.48 |
S1 |
59.30 |
59.35 |
|