NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 06-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
54.69 |
54.23 |
-0.46 |
-0.8% |
53.83 |
High |
55.16 |
56.72 |
1.56 |
2.8% |
55.59 |
Low |
53.24 |
54.23 |
0.99 |
1.9% |
52.98 |
Close |
54.10 |
56.70 |
2.60 |
4.8% |
54.10 |
Range |
1.92 |
2.49 |
0.57 |
29.7% |
2.61 |
ATR |
1.89 |
1.94 |
0.05 |
2.8% |
0.00 |
Volume |
17,398 |
14,308 |
-3,090 |
-17.8% |
42,997 |
|
Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.35 |
62.52 |
58.07 |
|
R3 |
60.86 |
60.03 |
57.38 |
|
R2 |
58.37 |
58.37 |
57.16 |
|
R1 |
57.54 |
57.54 |
56.93 |
57.96 |
PP |
55.88 |
55.88 |
55.88 |
56.09 |
S1 |
55.05 |
55.05 |
56.47 |
55.47 |
S2 |
53.39 |
53.39 |
56.24 |
|
S3 |
50.90 |
52.56 |
56.02 |
|
S4 |
48.41 |
50.07 |
55.33 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.05 |
60.69 |
55.54 |
|
R3 |
59.44 |
58.08 |
54.82 |
|
R2 |
56.83 |
56.83 |
54.58 |
|
R1 |
55.47 |
55.47 |
54.34 |
56.15 |
PP |
54.22 |
54.22 |
54.22 |
54.57 |
S1 |
52.86 |
52.86 |
53.86 |
53.54 |
S2 |
51.61 |
51.61 |
53.62 |
|
S3 |
49.00 |
50.25 |
53.38 |
|
S4 |
46.39 |
47.64 |
52.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.72 |
52.98 |
3.74 |
6.6% |
1.82 |
3.2% |
99% |
True |
False |
11,461 |
10 |
56.81 |
51.89 |
4.92 |
8.7% |
1.79 |
3.2% |
98% |
False |
False |
12,769 |
20 |
57.53 |
50.54 |
6.99 |
12.3% |
1.79 |
3.2% |
88% |
False |
False |
12,347 |
40 |
60.65 |
50.54 |
10.11 |
17.8% |
1.71 |
3.0% |
61% |
False |
False |
11,674 |
60 |
60.67 |
50.54 |
10.13 |
17.9% |
1.85 |
3.3% |
61% |
False |
False |
10,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.30 |
2.618 |
63.24 |
1.618 |
60.75 |
1.000 |
59.21 |
0.618 |
58.26 |
HIGH |
56.72 |
0.618 |
55.77 |
0.500 |
55.48 |
0.382 |
55.18 |
LOW |
54.23 |
0.618 |
52.69 |
1.000 |
51.74 |
1.618 |
50.20 |
2.618 |
47.71 |
4.250 |
43.65 |
|
|
Fisher Pivots for day following 06-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
56.29 |
56.08 |
PP |
55.88 |
55.47 |
S1 |
55.48 |
54.85 |
|