NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
60.47 |
60.27 |
-0.20 |
-0.3% |
56.38 |
High |
60.91 |
61.07 |
0.16 |
0.3% |
61.04 |
Low |
59.56 |
59.20 |
-0.36 |
-0.6% |
56.29 |
Close |
59.92 |
60.63 |
0.71 |
1.2% |
59.92 |
Range |
1.35 |
1.87 |
0.52 |
38.5% |
4.75 |
ATR |
1.88 |
1.88 |
0.00 |
0.0% |
0.00 |
Volume |
18,304 |
15,097 |
-3,207 |
-17.5% |
90,291 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.91 |
65.14 |
61.66 |
|
R3 |
64.04 |
63.27 |
61.14 |
|
R2 |
62.17 |
62.17 |
60.97 |
|
R1 |
61.40 |
61.40 |
60.80 |
61.79 |
PP |
60.30 |
60.30 |
60.30 |
60.49 |
S1 |
59.53 |
59.53 |
60.46 |
59.92 |
S2 |
58.43 |
58.43 |
60.29 |
|
S3 |
56.56 |
57.66 |
60.12 |
|
S4 |
54.69 |
55.79 |
59.60 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.33 |
71.38 |
62.53 |
|
R3 |
68.58 |
66.63 |
61.23 |
|
R2 |
63.83 |
63.83 |
60.79 |
|
R1 |
61.88 |
61.88 |
60.36 |
62.86 |
PP |
59.08 |
59.08 |
59.08 |
59.57 |
S1 |
57.13 |
57.13 |
59.48 |
58.11 |
S2 |
54.33 |
54.33 |
59.05 |
|
S3 |
49.58 |
52.38 |
58.61 |
|
S4 |
44.83 |
47.63 |
57.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.07 |
56.89 |
4.18 |
6.9% |
1.79 |
3.0% |
89% |
True |
False |
18,231 |
10 |
61.07 |
54.72 |
6.35 |
10.5% |
1.71 |
2.8% |
93% |
True |
False |
17,870 |
20 |
61.07 |
51.89 |
9.18 |
15.1% |
1.75 |
2.9% |
95% |
True |
False |
15,319 |
40 |
61.07 |
50.54 |
10.53 |
17.4% |
1.68 |
2.8% |
96% |
True |
False |
13,528 |
60 |
61.07 |
50.54 |
10.53 |
17.4% |
1.83 |
3.0% |
96% |
True |
False |
12,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.02 |
2.618 |
65.97 |
1.618 |
64.10 |
1.000 |
62.94 |
0.618 |
62.23 |
HIGH |
61.07 |
0.618 |
60.36 |
0.500 |
60.14 |
0.382 |
59.91 |
LOW |
59.20 |
0.618 |
58.04 |
1.000 |
57.33 |
1.618 |
56.17 |
2.618 |
54.30 |
4.250 |
51.25 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
60.47 |
60.45 |
PP |
60.30 |
60.26 |
S1 |
60.14 |
60.08 |
|