NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
60.03 |
59.85 |
-0.18 |
-0.3% |
59.49 |
High |
60.36 |
60.22 |
-0.14 |
-0.2% |
60.75 |
Low |
59.25 |
59.06 |
-0.19 |
-0.3% |
57.80 |
Close |
59.85 |
59.52 |
-0.33 |
-0.6% |
59.85 |
Range |
1.11 |
1.16 |
0.05 |
4.5% |
2.95 |
ATR |
1.98 |
1.93 |
-0.06 |
-3.0% |
0.00 |
Volume |
62,472 |
51,389 |
-11,083 |
-17.7% |
207,105 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.08 |
62.46 |
60.16 |
|
R3 |
61.92 |
61.30 |
59.84 |
|
R2 |
60.76 |
60.76 |
59.73 |
|
R1 |
60.14 |
60.14 |
59.63 |
59.87 |
PP |
59.60 |
59.60 |
59.60 |
59.47 |
S1 |
58.98 |
58.98 |
59.41 |
58.71 |
S2 |
58.44 |
58.44 |
59.31 |
|
S3 |
57.28 |
57.82 |
59.20 |
|
S4 |
56.12 |
56.66 |
58.88 |
|
|
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 |
5.0% |
1.62 |
2.7% |
58% |
False |
False |
44,740 |
10 |
60.75 |
55.68 |
5.07 |
8.5% |
1.81 |
3.0% |
76% |
False |
False |
42,857 |
20 |
60.75 |
51.30 |
9.45 |
15.9% |
1.86 |
3.1% |
87% |
False |
False |
36,738 |
40 |
60.75 |
48.71 |
12.04 |
20.2% |
1.88 |
3.2% |
90% |
False |
False |
31,515 |
60 |
60.75 |
48.71 |
12.04 |
20.2% |
2.10 |
3.5% |
90% |
False |
False |
28,624 |
80 |
60.75 |
48.71 |
12.04 |
20.2% |
2.07 |
3.5% |
90% |
False |
False |
23,747 |
100 |
69.35 |
48.71 |
20.64 |
34.7% |
2.09 |
3.5% |
52% |
False |
False |
19,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.15 |
2.618 |
63.26 |
1.618 |
62.10 |
1.000 |
61.38 |
0.618 |
60.94 |
HIGH |
60.22 |
0.618 |
59.78 |
0.500 |
59.64 |
0.382 |
59.50 |
LOW |
59.06 |
0.618 |
58.34 |
1.000 |
57.90 |
1.618 |
57.18 |
2.618 |
56.02 |
4.250 |
54.13 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
59.64 |
59.49 |
PP |
59.60 |
59.45 |
S1 |
59.56 |
59.42 |
|