NYMEX Light Sweet Crude Oil Future November 2015
Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
61.47 |
61.52 |
0.05 |
0.1% |
60.73 |
High |
61.71 |
61.77 |
0.06 |
0.1% |
62.05 |
Low |
61.02 |
60.79 |
-0.23 |
-0.4% |
59.33 |
Close |
61.54 |
61.25 |
-0.29 |
-0.5% |
61.54 |
Range |
0.69 |
0.98 |
0.29 |
42.0% |
2.72 |
ATR |
1.68 |
1.63 |
-0.05 |
-3.0% |
0.00 |
Volume |
16,093 |
14,285 |
-1,808 |
-11.2% |
51,584 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.21 |
63.71 |
61.79 |
|
R3 |
63.23 |
62.73 |
61.52 |
|
R2 |
62.25 |
62.25 |
61.43 |
|
R1 |
61.75 |
61.75 |
61.34 |
61.51 |
PP |
61.27 |
61.27 |
61.27 |
61.15 |
S1 |
60.77 |
60.77 |
61.16 |
60.53 |
S2 |
60.29 |
60.29 |
61.07 |
|
S3 |
59.31 |
59.79 |
60.98 |
|
S4 |
58.33 |
58.81 |
60.71 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.13 |
68.06 |
63.04 |
|
R3 |
66.41 |
65.34 |
62.29 |
|
R2 |
63.69 |
63.69 |
62.04 |
|
R1 |
62.62 |
62.62 |
61.79 |
63.16 |
PP |
60.97 |
60.97 |
60.97 |
61.24 |
S1 |
59.90 |
59.90 |
61.29 |
60.44 |
S2 |
58.25 |
58.25 |
61.04 |
|
S3 |
55.53 |
57.18 |
60.79 |
|
S4 |
52.81 |
54.46 |
60.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.05 |
59.33 |
2.72 |
4.4% |
1.29 |
2.1% |
71% |
False |
False |
11,539 |
10 |
62.05 |
57.60 |
4.45 |
7.3% |
1.46 |
2.4% |
82% |
False |
False |
11,651 |
20 |
62.05 |
53.92 |
8.13 |
13.3% |
1.52 |
2.5% |
90% |
False |
False |
10,535 |
40 |
62.05 |
51.33 |
10.72 |
17.5% |
1.53 |
2.5% |
93% |
False |
False |
9,285 |
60 |
62.05 |
51.33 |
10.72 |
17.5% |
1.71 |
2.8% |
93% |
False |
False |
8,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.94 |
2.618 |
64.34 |
1.618 |
63.36 |
1.000 |
62.75 |
0.618 |
62.38 |
HIGH |
61.77 |
0.618 |
61.40 |
0.500 |
61.28 |
0.382 |
61.16 |
LOW |
60.79 |
0.618 |
60.18 |
1.000 |
59.81 |
1.618 |
59.20 |
2.618 |
58.22 |
4.250 |
56.63 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
61.28 |
61.15 |
PP |
61.27 |
61.05 |
S1 |
61.26 |
60.95 |
|