NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
59.72 |
59.73 |
0.01 |
0.0% |
59.97 |
High |
60.62 |
61.79 |
1.17 |
1.9% |
61.22 |
Low |
59.31 |
59.50 |
0.19 |
0.3% |
58.32 |
Close |
59.93 |
61.03 |
1.10 |
1.8% |
60.50 |
Range |
1.31 |
2.29 |
0.98 |
74.8% |
2.90 |
ATR |
1.83 |
1.86 |
0.03 |
1.8% |
0.00 |
Volume |
30,251 |
32,046 |
1,795 |
5.9% |
198,408 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.64 |
66.63 |
62.29 |
|
R3 |
65.35 |
64.34 |
61.66 |
|
R2 |
63.06 |
63.06 |
61.45 |
|
R1 |
62.05 |
62.05 |
61.24 |
62.56 |
PP |
60.77 |
60.77 |
60.77 |
61.03 |
S1 |
59.76 |
59.76 |
60.82 |
60.27 |
S2 |
58.48 |
58.48 |
60.61 |
|
S3 |
56.19 |
57.47 |
60.40 |
|
S4 |
53.90 |
55.18 |
59.77 |
|
|
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 |
61.79 |
58.70 |
3.09 |
5.1% |
1.65 |
2.7% |
75% |
True |
False |
44,795 |
10 |
61.79 |
58.32 |
3.47 |
5.7% |
1.70 |
2.8% |
78% |
True |
False |
44,010 |
20 |
61.79 |
52.13 |
9.66 |
15.8% |
1.88 |
3.1% |
92% |
True |
False |
42,603 |
40 |
61.79 |
49.69 |
12.10 |
19.8% |
1.87 |
3.1% |
94% |
True |
False |
35,993 |
60 |
61.79 |
49.69 |
12.10 |
19.8% |
1.97 |
3.2% |
94% |
True |
False |
34,481 |
80 |
61.79 |
49.69 |
12.10 |
19.8% |
2.00 |
3.3% |
94% |
True |
False |
30,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.52 |
2.618 |
67.79 |
1.618 |
65.50 |
1.000 |
64.08 |
0.618 |
63.21 |
HIGH |
61.79 |
0.618 |
60.92 |
0.500 |
60.65 |
0.382 |
60.37 |
LOW |
59.50 |
0.618 |
58.08 |
1.000 |
57.21 |
1.618 |
55.79 |
2.618 |
53.50 |
4.250 |
49.77 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
60.90 |
60.87 |
PP |
60.77 |
60.71 |
S1 |
60.65 |
60.55 |
|