NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
59.73 |
60.85 |
1.12 |
1.9% |
59.97 |
High |
61.79 |
61.93 |
0.14 |
0.2% |
61.22 |
Low |
59.50 |
60.61 |
1.11 |
1.9% |
58.32 |
Close |
61.03 |
61.78 |
0.75 |
1.2% |
60.50 |
Range |
2.29 |
1.32 |
-0.97 |
-42.4% |
2.90 |
ATR |
1.86 |
1.82 |
-0.04 |
-2.1% |
0.00 |
Volume |
32,046 |
53,770 |
21,724 |
67.8% |
198,408 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.40 |
64.91 |
62.51 |
|
R3 |
64.08 |
63.59 |
62.14 |
|
R2 |
62.76 |
62.76 |
62.02 |
|
R1 |
62.27 |
62.27 |
61.90 |
62.52 |
PP |
61.44 |
61.44 |
61.44 |
61.56 |
S1 |
60.95 |
60.95 |
61.66 |
61.20 |
S2 |
60.12 |
60.12 |
61.54 |
|
S3 |
58.80 |
59.63 |
61.42 |
|
S4 |
57.48 |
58.31 |
61.05 |
|
|
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 |
61.93 |
59.31 |
2.62 |
4.2% |
1.41 |
2.3% |
94% |
True |
False |
47,866 |
10 |
61.93 |
58.32 |
3.61 |
5.8% |
1.61 |
2.6% |
96% |
True |
False |
41,870 |
20 |
61.93 |
52.56 |
9.37 |
15.2% |
1.80 |
2.9% |
98% |
True |
False |
43,578 |
40 |
61.93 |
49.69 |
12.24 |
19.8% |
1.87 |
3.0% |
99% |
True |
False |
36,707 |
60 |
61.93 |
49.69 |
12.24 |
19.8% |
1.93 |
3.1% |
99% |
True |
False |
34,811 |
80 |
61.93 |
49.69 |
12.24 |
19.8% |
1.99 |
3.2% |
99% |
True |
False |
31,068 |
100 |
67.97 |
49.69 |
18.28 |
29.6% |
2.04 |
3.3% |
66% |
False |
False |
26,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.54 |
2.618 |
65.39 |
1.618 |
64.07 |
1.000 |
63.25 |
0.618 |
62.75 |
HIGH |
61.93 |
0.618 |
61.43 |
0.500 |
61.27 |
0.382 |
61.11 |
LOW |
60.61 |
0.618 |
59.79 |
1.000 |
59.29 |
1.618 |
58.47 |
2.618 |
57.15 |
4.250 |
55.00 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
61.61 |
61.39 |
PP |
61.44 |
61.01 |
S1 |
61.27 |
60.62 |
|