NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
60.15 |
59.97 |
-0.18 |
-0.3% |
56.00 |
High |
60.60 |
60.75 |
0.15 |
0.2% |
60.92 |
Low |
59.20 |
58.69 |
-0.51 |
-0.9% |
55.80 |
Close |
59.56 |
60.22 |
0.66 |
1.1% |
59.56 |
Range |
1.40 |
2.06 |
0.66 |
47.1% |
5.12 |
ATR |
2.02 |
2.03 |
0.00 |
0.1% |
0.00 |
Volume |
45,020 |
35,197 |
-9,823 |
-21.8% |
234,326 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.07 |
65.20 |
61.35 |
|
R3 |
64.01 |
63.14 |
60.79 |
|
R2 |
61.95 |
61.95 |
60.60 |
|
R1 |
61.08 |
61.08 |
60.41 |
61.52 |
PP |
59.89 |
59.89 |
59.89 |
60.10 |
S1 |
59.02 |
59.02 |
60.03 |
59.46 |
S2 |
57.83 |
57.83 |
59.84 |
|
S3 |
55.77 |
56.96 |
59.65 |
|
S4 |
53.71 |
54.90 |
59.09 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.12 |
71.96 |
62.38 |
|
R3 |
69.00 |
66.84 |
60.97 |
|
R2 |
63.88 |
63.88 |
60.50 |
|
R1 |
61.72 |
61.72 |
60.03 |
62.80 |
PP |
58.76 |
58.76 |
58.76 |
59.30 |
S1 |
56.60 |
56.60 |
59.09 |
57.68 |
S2 |
53.64 |
53.64 |
58.62 |
|
S3 |
48.52 |
51.48 |
58.15 |
|
S4 |
43.40 |
46.36 |
56.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.92 |
56.23 |
4.69 |
7.8% |
1.95 |
3.2% |
85% |
False |
False |
45,155 |
10 |
60.92 |
54.17 |
6.75 |
11.2% |
1.85 |
3.1% |
90% |
False |
False |
46,409 |
20 |
60.92 |
51.12 |
9.80 |
16.3% |
2.00 |
3.3% |
93% |
False |
False |
38,529 |
40 |
60.92 |
49.69 |
11.23 |
18.6% |
1.88 |
3.1% |
94% |
False |
False |
33,921 |
60 |
60.92 |
49.69 |
11.23 |
18.6% |
2.01 |
3.3% |
94% |
False |
False |
32,213 |
80 |
60.92 |
49.69 |
11.23 |
18.6% |
2.02 |
3.3% |
94% |
False |
False |
27,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.51 |
2.618 |
66.14 |
1.618 |
64.08 |
1.000 |
62.81 |
0.618 |
62.02 |
HIGH |
60.75 |
0.618 |
59.96 |
0.500 |
59.72 |
0.382 |
59.48 |
LOW |
58.69 |
0.618 |
57.42 |
1.000 |
56.63 |
1.618 |
55.36 |
2.618 |
53.30 |
4.250 |
49.94 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
60.05 |
60.08 |
PP |
59.89 |
59.94 |
S1 |
59.72 |
59.81 |
|