NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
47.55 |
49.59 |
2.04 |
4.3% |
46.41 |
| High |
50.45 |
50.27 |
-0.18 |
-0.4% |
52.48 |
| Low |
47.05 |
48.11 |
1.06 |
2.3% |
45.33 |
| Close |
50.09 |
49.14 |
-0.95 |
-1.9% |
48.87 |
| Range |
3.40 |
2.16 |
-1.24 |
-36.5% |
7.15 |
| ATR |
2.40 |
2.38 |
-0.02 |
-0.7% |
0.00 |
| Volume |
451,104 |
0 |
-451,104 |
-100.0% |
1,900,134 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.65 |
54.56 |
50.33 |
|
| R3 |
53.49 |
52.40 |
49.73 |
|
| R2 |
51.33 |
51.33 |
49.54 |
|
| R1 |
50.24 |
50.24 |
49.34 |
49.71 |
| PP |
49.17 |
49.17 |
49.17 |
48.91 |
| S1 |
48.08 |
48.08 |
48.94 |
47.55 |
| S2 |
47.01 |
47.01 |
48.74 |
|
| S3 |
44.85 |
45.92 |
48.55 |
|
| S4 |
42.69 |
43.76 |
47.95 |
|
|
| 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 |
51.38 |
47.05 |
4.33 |
8.8% |
2.35 |
4.8% |
48% |
False |
False |
311,362 |
| 10 |
52.48 |
44.82 |
7.66 |
15.6% |
2.47 |
5.0% |
56% |
False |
False |
345,203 |
| 20 |
53.04 |
44.03 |
9.01 |
18.3% |
2.30 |
4.7% |
57% |
False |
False |
293,331 |
| 40 |
56.08 |
44.03 |
12.05 |
24.5% |
2.35 |
4.8% |
42% |
False |
False |
203,916 |
| 60 |
56.08 |
44.03 |
12.05 |
24.5% |
2.46 |
5.0% |
42% |
False |
False |
150,878 |
| 80 |
66.09 |
44.03 |
22.06 |
44.9% |
2.51 |
5.1% |
23% |
False |
False |
118,124 |
| 100 |
79.76 |
44.03 |
35.73 |
72.7% |
2.44 |
5.0% |
14% |
False |
False |
96,867 |
| 120 |
83.92 |
44.03 |
39.89 |
81.2% |
2.33 |
4.7% |
13% |
False |
False |
82,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.45 |
|
2.618 |
55.92 |
|
1.618 |
53.76 |
|
1.000 |
52.43 |
|
0.618 |
51.60 |
|
HIGH |
50.27 |
|
0.618 |
49.44 |
|
0.500 |
49.19 |
|
0.382 |
48.94 |
|
LOW |
48.11 |
|
0.618 |
46.78 |
|
1.000 |
45.95 |
|
1.618 |
44.62 |
|
2.618 |
42.46 |
|
4.250 |
38.93 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.19 |
49.01 |
| PP |
49.17 |
48.88 |
| S1 |
49.16 |
48.75 |
|