NYMEX Light Sweet Crude Oil Future May 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 |
48.73 |
47.55 |
-1.18 |
-2.4% |
46.41 |
| High |
48.73 |
50.45 |
1.72 |
3.5% |
52.48 |
| Low |
47.28 |
47.05 |
-0.23 |
-0.5% |
45.33 |
| Close |
47.60 |
50.09 |
2.49 |
5.2% |
48.87 |
| Range |
1.45 |
3.40 |
1.95 |
134.5% |
7.15 |
| ATR |
2.32 |
2.40 |
0.08 |
3.3% |
0.00 |
| Volume |
365,748 |
451,104 |
85,356 |
23.3% |
1,900,134 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.40 |
58.14 |
51.96 |
|
| R3 |
56.00 |
54.74 |
51.03 |
|
| R2 |
52.60 |
52.60 |
50.71 |
|
| R1 |
51.34 |
51.34 |
50.40 |
51.97 |
| PP |
49.20 |
49.20 |
49.20 |
49.51 |
| S1 |
47.94 |
47.94 |
49.78 |
48.57 |
| S2 |
45.80 |
45.80 |
49.47 |
|
| S3 |
42.40 |
44.54 |
49.16 |
|
| S4 |
39.00 |
41.14 |
48.22 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.34 |
66.76 |
52.80 |
|
| R3 |
63.19 |
59.61 |
50.84 |
|
| R2 |
56.04 |
56.04 |
50.18 |
|
| R1 |
52.46 |
52.46 |
49.53 |
54.25 |
| PP |
48.89 |
48.89 |
48.89 |
49.79 |
| S1 |
45.31 |
45.31 |
48.21 |
47.10 |
| S2 |
41.74 |
41.74 |
47.56 |
|
| S3 |
34.59 |
38.16 |
46.90 |
|
| S4 |
27.44 |
31.01 |
44.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.48 |
47.05 |
5.43 |
10.8% |
2.66 |
5.3% |
56% |
False |
True |
414,417 |
| 10 |
52.48 |
44.77 |
7.71 |
15.4% |
2.46 |
4.9% |
69% |
False |
False |
382,802 |
| 20 |
54.00 |
44.03 |
9.97 |
19.9% |
2.27 |
4.5% |
61% |
False |
False |
303,039 |
| 40 |
56.08 |
44.03 |
12.05 |
24.1% |
2.40 |
4.8% |
50% |
False |
False |
205,638 |
| 60 |
56.08 |
44.03 |
12.05 |
24.1% |
2.47 |
4.9% |
50% |
False |
False |
151,324 |
| 80 |
67.44 |
44.03 |
23.41 |
46.7% |
2.50 |
5.0% |
26% |
False |
False |
118,308 |
| 100 |
79.76 |
44.03 |
35.73 |
71.3% |
2.43 |
4.9% |
17% |
False |
False |
96,982 |
| 120 |
85.40 |
44.03 |
41.37 |
82.6% |
2.34 |
4.7% |
15% |
False |
False |
82,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.90 |
|
2.618 |
59.35 |
|
1.618 |
55.95 |
|
1.000 |
53.85 |
|
0.618 |
52.55 |
|
HIGH |
50.45 |
|
0.618 |
49.15 |
|
0.500 |
48.75 |
|
0.382 |
48.35 |
|
LOW |
47.05 |
|
0.618 |
44.95 |
|
1.000 |
43.65 |
|
1.618 |
41.55 |
|
2.618 |
38.15 |
|
4.250 |
32.60 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.64 |
49.64 |
| PP |
49.20 |
49.20 |
| S1 |
48.75 |
48.75 |
|