NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
58.40 |
58.63 |
0.23 |
0.4% |
55.28 |
High |
59.31 |
60.75 |
1.44 |
2.4% |
60.52 |
Low |
57.80 |
58.08 |
0.28 |
0.5% |
55.24 |
Close |
58.49 |
60.13 |
1.64 |
2.8% |
59.14 |
Range |
1.51 |
2.67 |
1.16 |
76.8% |
5.28 |
ATR |
2.00 |
2.05 |
0.05 |
2.4% |
0.00 |
Volume |
38,396 |
43,582 |
5,186 |
13.5% |
207,234 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.66 |
66.57 |
61.60 |
|
R3 |
64.99 |
63.90 |
60.86 |
|
R2 |
62.32 |
62.32 |
60.62 |
|
R1 |
61.23 |
61.23 |
60.37 |
61.78 |
PP |
59.65 |
59.65 |
59.65 |
59.93 |
S1 |
58.56 |
58.56 |
59.89 |
59.11 |
S2 |
56.98 |
56.98 |
59.64 |
|
S3 |
54.31 |
55.89 |
59.40 |
|
S4 |
51.64 |
53.22 |
58.66 |
|
|
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 |
60.75 |
57.80 |
2.95 |
4.9% |
1.85 |
3.1% |
79% |
True |
False |
37,461 |
10 |
60.75 |
53.75 |
7.00 |
11.6% |
1.89 |
3.1% |
91% |
True |
False |
38,370 |
20 |
60.75 |
51.30 |
9.45 |
15.7% |
2.05 |
3.4% |
93% |
True |
False |
34,386 |
40 |
60.75 |
48.71 |
12.04 |
20.0% |
1.92 |
3.2% |
95% |
True |
False |
30,375 |
60 |
60.75 |
48.71 |
12.04 |
20.0% |
2.10 |
3.5% |
95% |
True |
False |
27,117 |
80 |
60.75 |
48.71 |
12.04 |
20.0% |
2.09 |
3.5% |
95% |
True |
False |
22,389 |
100 |
73.65 |
48.71 |
24.94 |
41.5% |
2.18 |
3.6% |
46% |
False |
False |
18,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.10 |
2.618 |
67.74 |
1.618 |
65.07 |
1.000 |
63.42 |
0.618 |
62.40 |
HIGH |
60.75 |
0.618 |
59.73 |
0.500 |
59.42 |
0.382 |
59.10 |
LOW |
58.08 |
0.618 |
56.43 |
1.000 |
55.41 |
1.618 |
53.76 |
2.618 |
51.09 |
4.250 |
46.73 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
59.89 |
59.85 |
PP |
59.65 |
59.56 |
S1 |
59.42 |
59.28 |
|