NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 01-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
53.81 |
53.27 |
-0.54 |
-1.0% |
52.28 |
High |
54.05 |
55.59 |
1.54 |
2.8% |
56.81 |
Low |
53.18 |
52.98 |
-0.20 |
-0.4% |
51.89 |
Close |
53.45 |
55.44 |
1.99 |
3.7% |
54.33 |
Range |
0.87 |
2.61 |
1.74 |
200.0% |
4.92 |
ATR |
1.81 |
1.86 |
0.06 |
3.2% |
0.00 |
Volume |
7,136 |
9,044 |
1,908 |
26.7% |
70,387 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.50 |
61.58 |
56.88 |
|
R3 |
59.89 |
58.97 |
56.16 |
|
R2 |
57.28 |
57.28 |
55.92 |
|
R1 |
56.36 |
56.36 |
55.68 |
56.82 |
PP |
54.67 |
54.67 |
54.67 |
54.90 |
S1 |
53.75 |
53.75 |
55.20 |
54.21 |
S2 |
52.06 |
52.06 |
54.96 |
|
S3 |
49.45 |
51.14 |
54.72 |
|
S4 |
46.84 |
48.53 |
54.00 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.10 |
66.64 |
57.04 |
|
R3 |
64.18 |
61.72 |
55.68 |
|
R2 |
59.26 |
59.26 |
55.23 |
|
R1 |
56.80 |
56.80 |
54.78 |
58.03 |
PP |
54.34 |
54.34 |
54.34 |
54.96 |
S1 |
51.88 |
51.88 |
53.88 |
53.11 |
S2 |
49.42 |
49.42 |
53.43 |
|
S3 |
44.50 |
46.96 |
52.98 |
|
S4 |
39.58 |
42.04 |
51.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.81 |
52.98 |
3.83 |
6.9% |
1.80 |
3.3% |
64% |
False |
True |
12,445 |
10 |
56.81 |
51.35 |
5.46 |
9.8% |
1.68 |
3.0% |
75% |
False |
False |
12,562 |
20 |
58.63 |
50.54 |
8.09 |
14.6% |
1.69 |
3.0% |
61% |
False |
False |
12,411 |
40 |
60.65 |
50.54 |
10.11 |
18.2% |
1.79 |
3.2% |
48% |
False |
False |
11,459 |
60 |
60.67 |
50.54 |
10.13 |
18.3% |
1.84 |
3.3% |
48% |
False |
False |
9,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.68 |
2.618 |
62.42 |
1.618 |
59.81 |
1.000 |
58.20 |
0.618 |
57.20 |
HIGH |
55.59 |
0.618 |
54.59 |
0.500 |
54.29 |
0.382 |
53.98 |
LOW |
52.98 |
0.618 |
51.37 |
1.000 |
50.37 |
1.618 |
48.76 |
2.618 |
46.15 |
4.250 |
41.89 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
55.06 |
55.06 |
PP |
54.67 |
54.67 |
S1 |
54.29 |
54.29 |
|