NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 24-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
58.63 |
60.03 |
1.40 |
2.4% |
59.49 |
High |
60.75 |
60.36 |
-0.39 |
-0.6% |
60.75 |
Low |
58.08 |
59.25 |
1.17 |
2.0% |
57.80 |
Close |
60.13 |
59.85 |
-0.28 |
-0.5% |
59.85 |
Range |
2.67 |
1.11 |
-1.56 |
-58.4% |
2.95 |
ATR |
2.05 |
1.98 |
-0.07 |
-3.3% |
0.00 |
Volume |
43,582 |
62,472 |
18,890 |
43.3% |
207,105 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.15 |
62.61 |
60.46 |
|
R3 |
62.04 |
61.50 |
60.16 |
|
R2 |
60.93 |
60.93 |
60.05 |
|
R1 |
60.39 |
60.39 |
59.95 |
60.11 |
PP |
59.82 |
59.82 |
59.82 |
59.68 |
S1 |
59.28 |
59.28 |
59.75 |
59.00 |
S2 |
58.71 |
58.71 |
59.65 |
|
S3 |
57.60 |
58.17 |
59.54 |
|
S4 |
56.49 |
57.06 |
59.24 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.32 |
67.03 |
61.47 |
|
R3 |
65.37 |
64.08 |
60.66 |
|
R2 |
62.42 |
62.42 |
60.39 |
|
R1 |
61.13 |
61.13 |
60.12 |
61.78 |
PP |
59.47 |
59.47 |
59.47 |
59.79 |
S1 |
58.18 |
58.18 |
59.58 |
58.83 |
S2 |
56.52 |
56.52 |
59.31 |
|
S3 |
53.57 |
55.23 |
59.04 |
|
S4 |
50.62 |
52.28 |
58.23 |
|
|
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% |
1.80 |
3.0% |
69% |
False |
False |
41,421 |
10 |
60.75 |
55.24 |
5.51 |
9.2% |
1.82 |
3.0% |
84% |
False |
False |
41,433 |
20 |
60.75 |
51.30 |
9.45 |
15.8% |
1.94 |
3.2% |
90% |
False |
False |
36,199 |
40 |
60.75 |
48.71 |
12.04 |
20.1% |
1.89 |
3.2% |
93% |
False |
False |
31,052 |
60 |
60.75 |
48.71 |
12.04 |
20.1% |
2.10 |
3.5% |
93% |
False |
False |
28,005 |
80 |
60.75 |
48.71 |
12.04 |
20.1% |
2.07 |
3.5% |
93% |
False |
False |
23,153 |
100 |
70.13 |
48.71 |
21.42 |
35.8% |
2.12 |
3.5% |
52% |
False |
False |
19,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.08 |
2.618 |
63.27 |
1.618 |
62.16 |
1.000 |
61.47 |
0.618 |
61.05 |
HIGH |
60.36 |
0.618 |
59.94 |
0.500 |
59.81 |
0.382 |
59.67 |
LOW |
59.25 |
0.618 |
58.56 |
1.000 |
58.14 |
1.618 |
57.45 |
2.618 |
56.34 |
4.250 |
54.53 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
59.84 |
59.66 |
PP |
59.82 |
59.47 |
S1 |
59.81 |
59.28 |
|