NYMEX Light Sweet Crude Oil Future October 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
59.54 |
59.71 |
0.17 |
0.3% |
56.38 |
High |
60.19 |
61.62 |
1.43 |
2.4% |
61.04 |
Low |
58.74 |
59.25 |
0.51 |
0.9% |
56.29 |
Close |
59.61 |
61.11 |
1.50 |
2.5% |
59.92 |
Range |
1.45 |
2.37 |
0.92 |
63.4% |
4.75 |
ATR |
1.82 |
1.86 |
0.04 |
2.1% |
0.00 |
Volume |
12,602 |
16,486 |
3,884 |
30.8% |
90,291 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.77 |
66.81 |
62.41 |
|
R3 |
65.40 |
64.44 |
61.76 |
|
R2 |
63.03 |
63.03 |
61.54 |
|
R1 |
62.07 |
62.07 |
61.33 |
62.55 |
PP |
60.66 |
60.66 |
60.66 |
60.90 |
S1 |
59.70 |
59.70 |
60.89 |
60.18 |
S2 |
58.29 |
58.29 |
60.68 |
|
S3 |
55.92 |
57.33 |
60.46 |
|
S4 |
53.55 |
54.96 |
59.81 |
|
|
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 |
61.62 |
58.74 |
2.88 |
4.7% |
1.71 |
2.8% |
82% |
True |
False |
15,571 |
10 |
61.62 |
54.98 |
6.64 |
10.9% |
1.71 |
2.8% |
92% |
True |
False |
16,366 |
20 |
61.62 |
52.98 |
8.64 |
14.1% |
1.79 |
2.9% |
94% |
True |
False |
15,854 |
40 |
61.62 |
50.54 |
11.08 |
18.1% |
1.68 |
2.8% |
95% |
True |
False |
13,916 |
60 |
61.62 |
50.54 |
11.08 |
18.1% |
1.85 |
3.0% |
95% |
True |
False |
12,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.69 |
2.618 |
67.82 |
1.618 |
65.45 |
1.000 |
63.99 |
0.618 |
63.08 |
HIGH |
61.62 |
0.618 |
60.71 |
0.500 |
60.44 |
0.382 |
60.16 |
LOW |
59.25 |
0.618 |
57.79 |
1.000 |
56.88 |
1.618 |
55.42 |
2.618 |
53.05 |
4.250 |
49.18 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
60.89 |
60.80 |
PP |
60.66 |
60.49 |
S1 |
60.44 |
60.18 |
|