NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 02-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
52.63 |
54.09 |
1.46 |
2.8% |
51.67 |
High |
54.92 |
54.75 |
-0.17 |
-0.3% |
56.61 |
Low |
52.13 |
52.56 |
0.43 |
0.8% |
51.12 |
Close |
54.74 |
53.41 |
-1.33 |
-2.4% |
53.65 |
Range |
2.79 |
2.19 |
-0.60 |
-21.5% |
5.49 |
ATR |
2.06 |
2.07 |
0.01 |
0.5% |
0.00 |
Volume |
34,253 |
32,590 |
-1,663 |
-4.9% |
164,557 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.14 |
58.97 |
54.61 |
|
R3 |
57.95 |
56.78 |
54.01 |
|
R2 |
55.76 |
55.76 |
53.81 |
|
R1 |
54.59 |
54.59 |
53.61 |
54.08 |
PP |
53.57 |
53.57 |
53.57 |
53.32 |
S1 |
52.40 |
52.40 |
53.21 |
51.89 |
S2 |
51.38 |
51.38 |
53.01 |
|
S3 |
49.19 |
50.21 |
52.81 |
|
S4 |
47.00 |
48.02 |
52.21 |
|
|
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 |
55.74 |
52.13 |
3.61 |
6.8% |
2.06 |
3.9% |
35% |
False |
False |
31,801 |
10 |
56.61 |
50.43 |
6.18 |
11.6% |
2.10 |
3.9% |
48% |
False |
False |
29,231 |
20 |
57.70 |
49.69 |
8.01 |
15.0% |
1.99 |
3.7% |
46% |
False |
False |
28,917 |
40 |
59.95 |
49.69 |
10.26 |
19.2% |
1.95 |
3.7% |
36% |
False |
False |
30,242 |
60 |
59.95 |
49.69 |
10.26 |
19.2% |
2.05 |
3.8% |
36% |
False |
False |
27,304 |
80 |
66.51 |
49.69 |
16.82 |
31.5% |
2.11 |
4.0% |
22% |
False |
False |
22,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.06 |
2.618 |
60.48 |
1.618 |
58.29 |
1.000 |
56.94 |
0.618 |
56.10 |
HIGH |
54.75 |
0.618 |
53.91 |
0.500 |
53.66 |
0.382 |
53.40 |
LOW |
52.56 |
0.618 |
51.21 |
1.000 |
50.37 |
1.618 |
49.02 |
2.618 |
46.83 |
4.250 |
43.25 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
53.66 |
53.53 |
PP |
53.57 |
53.49 |
S1 |
53.49 |
53.45 |
|