NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
59.00 |
59.22 |
0.22 |
0.4% |
56.00 |
| High |
59.81 |
61.22 |
1.41 |
2.4% |
60.92 |
| Low |
58.32 |
58.70 |
0.38 |
0.7% |
55.80 |
| Close |
59.10 |
60.67 |
1.57 |
2.7% |
59.56 |
| Range |
1.49 |
2.52 |
1.03 |
69.1% |
5.12 |
| ATR |
1.96 |
2.00 |
0.04 |
2.0% |
0.00 |
| Volume |
30,455 |
38,418 |
7,963 |
26.1% |
234,326 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.76 |
66.73 |
62.06 |
|
| R3 |
65.24 |
64.21 |
61.36 |
|
| R2 |
62.72 |
62.72 |
61.13 |
|
| R1 |
61.69 |
61.69 |
60.90 |
62.21 |
| PP |
60.20 |
60.20 |
60.20 |
60.45 |
| S1 |
59.17 |
59.17 |
60.44 |
59.69 |
| S2 |
57.68 |
57.68 |
60.21 |
|
| S3 |
55.16 |
56.65 |
59.98 |
|
| S4 |
52.64 |
54.13 |
59.28 |
|
|
| 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 |
61.22 |
58.32 |
2.90 |
4.8% |
1.82 |
3.0% |
81% |
True |
False |
35,874 |
| 10 |
61.22 |
54.39 |
6.83 |
11.3% |
1.84 |
3.0% |
92% |
True |
False |
40,946 |
| 20 |
61.22 |
52.13 |
9.09 |
15.0% |
2.03 |
3.3% |
94% |
True |
False |
39,768 |
| 40 |
61.22 |
49.69 |
11.53 |
19.0% |
1.88 |
3.1% |
95% |
True |
False |
34,545 |
| 60 |
61.22 |
49.69 |
11.53 |
19.0% |
2.03 |
3.3% |
95% |
True |
False |
32,614 |
| 80 |
61.22 |
49.69 |
11.53 |
19.0% |
2.02 |
3.3% |
95% |
True |
False |
28,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.93 |
|
2.618 |
67.82 |
|
1.618 |
65.30 |
|
1.000 |
63.74 |
|
0.618 |
62.78 |
|
HIGH |
61.22 |
|
0.618 |
60.26 |
|
0.500 |
59.96 |
|
0.382 |
59.66 |
|
LOW |
58.70 |
|
0.618 |
57.14 |
|
1.000 |
56.18 |
|
1.618 |
54.62 |
|
2.618 |
52.10 |
|
4.250 |
47.99 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.43 |
60.37 |
| PP |
60.20 |
60.07 |
| S1 |
59.96 |
59.77 |
|