NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
60.58 |
60.45 |
-0.13 |
-0.2% |
59.97 |
High |
60.92 |
60.82 |
-0.10 |
-0.2% |
61.22 |
Low |
59.92 |
59.70 |
-0.22 |
-0.4% |
58.32 |
Close |
60.50 |
60.18 |
-0.32 |
-0.5% |
60.50 |
Range |
1.00 |
1.12 |
0.12 |
12.0% |
2.90 |
ATR |
1.93 |
1.87 |
-0.06 |
-3.0% |
0.00 |
Volume |
64,055 |
59,208 |
-4,847 |
-7.6% |
198,408 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.59 |
63.01 |
60.80 |
|
R3 |
62.47 |
61.89 |
60.49 |
|
R2 |
61.35 |
61.35 |
60.39 |
|
R1 |
60.77 |
60.77 |
60.28 |
60.50 |
PP |
60.23 |
60.23 |
60.23 |
60.10 |
S1 |
59.65 |
59.65 |
60.08 |
59.38 |
S2 |
59.11 |
59.11 |
59.97 |
|
S3 |
57.99 |
58.53 |
59.87 |
|
S4 |
56.87 |
57.41 |
59.56 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.71 |
67.51 |
62.10 |
|
R3 |
65.81 |
64.61 |
61.30 |
|
R2 |
62.91 |
62.91 |
61.03 |
|
R1 |
61.71 |
61.71 |
60.77 |
62.31 |
PP |
60.01 |
60.01 |
60.01 |
60.32 |
S1 |
58.81 |
58.81 |
60.23 |
59.41 |
S2 |
57.11 |
57.11 |
59.97 |
|
S3 |
54.21 |
55.91 |
59.70 |
|
S4 |
51.31 |
53.01 |
58.91 |
|
|
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% |
1.55 |
2.6% |
64% |
False |
False |
44,483 |
10 |
61.22 |
56.23 |
4.99 |
8.3% |
1.75 |
2.9% |
79% |
False |
False |
44,819 |
20 |
61.22 |
52.13 |
9.09 |
15.1% |
1.83 |
3.0% |
89% |
False |
False |
41,422 |
40 |
61.22 |
49.69 |
11.53 |
19.2% |
1.84 |
3.1% |
91% |
False |
False |
35,878 |
60 |
61.22 |
49.69 |
11.53 |
19.2% |
2.03 |
3.4% |
91% |
False |
False |
34,101 |
80 |
61.22 |
49.69 |
11.53 |
19.2% |
2.01 |
3.3% |
91% |
False |
False |
29,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.58 |
2.618 |
63.75 |
1.618 |
62.63 |
1.000 |
61.94 |
0.618 |
61.51 |
HIGH |
60.82 |
0.618 |
60.39 |
0.500 |
60.26 |
0.382 |
60.13 |
LOW |
59.70 |
0.618 |
59.01 |
1.000 |
58.58 |
1.618 |
57.89 |
2.618 |
56.77 |
4.250 |
54.94 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
60.26 |
60.11 |
PP |
60.23 |
60.03 |
S1 |
60.21 |
59.96 |
|