NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 28-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
59.85 |
59.18 |
-0.67 |
-1.1% |
59.49 |
High |
60.22 |
60.03 |
-0.19 |
-0.3% |
60.75 |
Low |
59.06 |
58.63 |
-0.43 |
-0.7% |
57.80 |
Close |
59.52 |
59.32 |
-0.20 |
-0.3% |
59.85 |
Range |
1.16 |
1.40 |
0.24 |
20.7% |
2.95 |
ATR |
1.93 |
1.89 |
-0.04 |
-1.9% |
0.00 |
Volume |
51,389 |
25,458 |
-25,931 |
-50.5% |
207,105 |
|
Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.53 |
62.82 |
60.09 |
|
R3 |
62.13 |
61.42 |
59.71 |
|
R2 |
60.73 |
60.73 |
59.58 |
|
R1 |
60.02 |
60.02 |
59.45 |
60.38 |
PP |
59.33 |
59.33 |
59.33 |
59.50 |
S1 |
58.62 |
58.62 |
59.19 |
58.98 |
S2 |
57.93 |
57.93 |
59.06 |
|
S3 |
56.53 |
57.22 |
58.94 |
|
S4 |
55.13 |
55.82 |
58.55 |
|
|
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% |
1.57 |
2.6% |
52% |
False |
False |
44,259 |
10 |
60.75 |
56.65 |
4.10 |
6.9% |
1.80 |
3.0% |
65% |
False |
False |
42,395 |
20 |
60.75 |
51.30 |
9.45 |
15.9% |
1.87 |
3.1% |
85% |
False |
False |
36,883 |
40 |
60.75 |
48.71 |
12.04 |
20.3% |
1.88 |
3.2% |
88% |
False |
False |
31,585 |
60 |
60.75 |
48.71 |
12.04 |
20.3% |
2.06 |
3.5% |
88% |
False |
False |
28,835 |
80 |
60.75 |
48.71 |
12.04 |
20.3% |
2.07 |
3.5% |
88% |
False |
False |
24,029 |
100 |
69.14 |
48.71 |
20.43 |
34.4% |
2.09 |
3.5% |
52% |
False |
False |
20,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.98 |
2.618 |
63.70 |
1.618 |
62.30 |
1.000 |
61.43 |
0.618 |
60.90 |
HIGH |
60.03 |
0.618 |
59.50 |
0.500 |
59.33 |
0.382 |
59.16 |
LOW |
58.63 |
0.618 |
57.76 |
1.000 |
57.23 |
1.618 |
56.36 |
2.618 |
54.96 |
4.250 |
52.68 |
|
|
Fisher Pivots for day following 28-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
59.33 |
59.50 |
PP |
59.33 |
59.44 |
S1 |
59.32 |
59.38 |
|