NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 06-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
54.09 |
53.41 |
-0.68 |
-1.3% |
52.87 |
High |
54.75 |
56.19 |
1.44 |
2.6% |
54.92 |
Low |
52.56 |
53.41 |
0.85 |
1.6% |
52.13 |
Close |
53.41 |
56.13 |
2.72 |
5.1% |
53.41 |
Range |
2.19 |
2.78 |
0.59 |
26.9% |
2.79 |
ATR |
2.07 |
2.12 |
0.05 |
2.5% |
0.00 |
Volume |
32,590 |
36,405 |
3,815 |
11.7% |
105,525 |
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.58 |
62.64 |
57.66 |
|
R3 |
60.80 |
59.86 |
56.89 |
|
R2 |
58.02 |
58.02 |
56.64 |
|
R1 |
57.08 |
57.08 |
56.38 |
57.55 |
PP |
55.24 |
55.24 |
55.24 |
55.48 |
S1 |
54.30 |
54.30 |
55.88 |
54.77 |
S2 |
52.46 |
52.46 |
55.62 |
|
S3 |
49.68 |
51.52 |
55.37 |
|
S4 |
46.90 |
48.74 |
54.60 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.86 |
60.42 |
54.94 |
|
R3 |
59.07 |
57.63 |
54.18 |
|
R2 |
56.28 |
56.28 |
53.92 |
|
R1 |
54.84 |
54.84 |
53.67 |
55.56 |
PP |
53.49 |
53.49 |
53.49 |
53.85 |
S1 |
52.05 |
52.05 |
53.15 |
52.77 |
S2 |
50.70 |
50.70 |
52.90 |
|
S3 |
47.91 |
49.26 |
52.64 |
|
S4 |
45.12 |
46.47 |
51.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.19 |
52.13 |
4.06 |
7.2% |
2.08 |
3.7% |
99% |
True |
False |
28,386 |
10 |
56.61 |
51.12 |
5.49 |
9.8% |
2.16 |
3.8% |
91% |
False |
False |
30,648 |
20 |
56.86 |
49.69 |
7.17 |
12.8% |
2.05 |
3.7% |
90% |
False |
False |
28,931 |
40 |
59.95 |
49.69 |
10.26 |
18.3% |
1.93 |
3.4% |
63% |
False |
False |
30,490 |
60 |
59.95 |
49.69 |
10.26 |
18.3% |
2.07 |
3.7% |
63% |
False |
False |
27,608 |
80 |
65.37 |
49.69 |
15.68 |
27.9% |
2.12 |
3.8% |
41% |
False |
False |
23,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.01 |
2.618 |
63.47 |
1.618 |
60.69 |
1.000 |
58.97 |
0.618 |
57.91 |
HIGH |
56.19 |
0.618 |
55.13 |
0.500 |
54.80 |
0.382 |
54.47 |
LOW |
53.41 |
0.618 |
51.69 |
1.000 |
50.63 |
1.618 |
48.91 |
2.618 |
46.13 |
4.250 |
41.60 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
55.69 |
55.47 |
PP |
55.24 |
54.82 |
S1 |
54.80 |
54.16 |
|