NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 16-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
57.11 |
59.20 |
2.09 |
3.7% |
53.41 |
High |
59.83 |
60.92 |
1.09 |
1.8% |
57.23 |
Low |
57.11 |
58.70 |
1.59 |
2.8% |
53.41 |
Close |
59.72 |
60.26 |
0.54 |
0.9% |
56.08 |
Range |
2.72 |
2.22 |
-0.50 |
-18.4% |
3.82 |
ATR |
2.06 |
2.07 |
0.01 |
0.6% |
0.00 |
Volume |
43,408 |
75,171 |
31,763 |
73.2% |
230,980 |
|
Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.62 |
65.66 |
61.48 |
|
R3 |
64.40 |
63.44 |
60.87 |
|
R2 |
62.18 |
62.18 |
60.67 |
|
R1 |
61.22 |
61.22 |
60.46 |
61.70 |
PP |
59.96 |
59.96 |
59.96 |
60.20 |
S1 |
59.00 |
59.00 |
60.06 |
59.48 |
S2 |
57.74 |
57.74 |
59.85 |
|
S3 |
55.52 |
56.78 |
59.65 |
|
S4 |
53.30 |
54.56 |
59.04 |
|
|
Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.03 |
65.38 |
58.18 |
|
R3 |
63.21 |
61.56 |
57.13 |
|
R2 |
59.39 |
59.39 |
56.78 |
|
R1 |
57.74 |
57.74 |
56.43 |
58.57 |
PP |
55.57 |
55.57 |
55.57 |
55.99 |
S1 |
53.92 |
53.92 |
55.73 |
54.75 |
S2 |
51.75 |
51.75 |
55.38 |
|
S3 |
47.93 |
50.10 |
55.03 |
|
S4 |
44.11 |
46.28 |
53.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.92 |
54.39 |
6.53 |
10.8% |
1.85 |
3.1% |
90% |
True |
False |
46,018 |
10 |
60.92 |
52.56 |
8.36 |
13.9% |
2.00 |
3.3% |
92% |
True |
False |
45,287 |
20 |
60.92 |
50.43 |
10.49 |
17.4% |
2.03 |
3.4% |
94% |
True |
False |
37,656 |
40 |
60.92 |
49.69 |
11.23 |
18.6% |
1.88 |
3.1% |
94% |
True |
False |
33,247 |
60 |
60.92 |
49.69 |
11.23 |
18.6% |
2.02 |
3.3% |
94% |
True |
False |
31,725 |
80 |
60.93 |
49.69 |
11.24 |
18.7% |
2.05 |
3.4% |
94% |
False |
False |
26,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.36 |
2.618 |
66.73 |
1.618 |
64.51 |
1.000 |
63.14 |
0.618 |
62.29 |
HIGH |
60.92 |
0.618 |
60.07 |
0.500 |
59.81 |
0.382 |
59.55 |
LOW |
58.70 |
0.618 |
57.33 |
1.000 |
56.48 |
1.618 |
55.11 |
2.618 |
52.89 |
4.250 |
49.27 |
|
|
Fisher Pivots for day following 16-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
60.11 |
59.70 |
PP |
59.96 |
59.14 |
S1 |
59.81 |
58.58 |
|