NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 01-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
53.61 |
52.63 |
-0.98 |
-1.8% |
51.67 |
High |
53.61 |
54.92 |
1.31 |
2.4% |
56.61 |
Low |
52.30 |
52.13 |
-0.17 |
-0.3% |
51.12 |
Close |
52.69 |
54.74 |
2.05 |
3.9% |
53.65 |
Range |
1.31 |
2.79 |
1.48 |
113.0% |
5.49 |
ATR |
2.00 |
2.06 |
0.06 |
2.8% |
0.00 |
Volume |
17,162 |
34,253 |
17,091 |
99.6% |
164,557 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.30 |
61.31 |
56.27 |
|
R3 |
59.51 |
58.52 |
55.51 |
|
R2 |
56.72 |
56.72 |
55.25 |
|
R1 |
55.73 |
55.73 |
55.00 |
56.23 |
PP |
53.93 |
53.93 |
53.93 |
54.18 |
S1 |
52.94 |
52.94 |
54.48 |
53.44 |
S2 |
51.14 |
51.14 |
54.23 |
|
S3 |
48.35 |
50.15 |
53.97 |
|
S4 |
45.56 |
47.36 |
53.21 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.26 |
67.45 |
56.67 |
|
R3 |
64.77 |
61.96 |
55.16 |
|
R2 |
59.28 |
59.28 |
54.66 |
|
R1 |
56.47 |
56.47 |
54.15 |
57.88 |
PP |
53.79 |
53.79 |
53.79 |
54.50 |
S1 |
50.98 |
50.98 |
53.15 |
52.39 |
S2 |
48.30 |
48.30 |
52.64 |
|
S3 |
42.81 |
45.49 |
52.14 |
|
S4 |
37.32 |
40.00 |
50.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.61 |
52.13 |
4.48 |
8.2% |
2.29 |
4.2% |
58% |
False |
True |
32,625 |
10 |
56.61 |
50.43 |
6.18 |
11.3% |
2.07 |
3.8% |
70% |
False |
False |
30,025 |
20 |
57.97 |
49.69 |
8.28 |
15.1% |
1.93 |
3.5% |
61% |
False |
False |
29,836 |
40 |
59.95 |
49.69 |
10.26 |
18.7% |
1.99 |
3.6% |
49% |
False |
False |
30,428 |
60 |
59.95 |
49.69 |
10.26 |
18.7% |
2.06 |
3.8% |
49% |
False |
False |
26,898 |
80 |
67.97 |
49.69 |
18.28 |
33.4% |
2.10 |
3.8% |
28% |
False |
False |
22,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.78 |
2.618 |
62.22 |
1.618 |
59.43 |
1.000 |
57.71 |
0.618 |
56.64 |
HIGH |
54.92 |
0.618 |
53.85 |
0.500 |
53.53 |
0.382 |
53.20 |
LOW |
52.13 |
0.618 |
50.41 |
1.000 |
49.34 |
1.618 |
47.62 |
2.618 |
44.83 |
4.250 |
40.27 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
54.34 |
54.34 |
PP |
53.93 |
53.93 |
S1 |
53.53 |
53.53 |
|