NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
49.59 |
49.47 |
-0.12 |
-0.2% |
48.57 |
| High |
50.27 |
52.24 |
1.97 |
3.9% |
50.45 |
| Low |
48.11 |
49.47 |
1.36 |
2.8% |
47.05 |
| Close |
49.14 |
52.14 |
3.00 |
6.1% |
49.14 |
| Range |
2.16 |
2.77 |
0.61 |
28.2% |
3.40 |
| ATR |
2.38 |
2.43 |
0.05 |
2.1% |
0.00 |
| Volume |
0 |
325,282 |
325,282 |
|
1,172,718 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.59 |
58.64 |
53.66 |
|
| R3 |
56.82 |
55.87 |
52.90 |
|
| R2 |
54.05 |
54.05 |
52.65 |
|
| R1 |
53.10 |
53.10 |
52.39 |
53.58 |
| PP |
51.28 |
51.28 |
51.28 |
51.52 |
| S1 |
50.33 |
50.33 |
51.89 |
50.81 |
| S2 |
48.51 |
48.51 |
51.63 |
|
| S3 |
45.74 |
47.56 |
51.38 |
|
| S4 |
42.97 |
44.79 |
50.62 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.08 |
57.51 |
51.01 |
|
| R3 |
55.68 |
54.11 |
50.08 |
|
| R2 |
52.28 |
52.28 |
49.76 |
|
| R1 |
50.71 |
50.71 |
49.45 |
51.50 |
| PP |
48.88 |
48.88 |
48.88 |
49.27 |
| S1 |
47.31 |
47.31 |
48.83 |
48.10 |
| S2 |
45.48 |
45.48 |
48.52 |
|
| S3 |
42.08 |
43.91 |
48.21 |
|
| S4 |
38.68 |
40.51 |
47.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.24 |
47.05 |
5.19 |
10.0% |
2.27 |
4.3% |
98% |
True |
False |
299,600 |
| 10 |
52.48 |
45.33 |
7.15 |
13.7% |
2.49 |
4.8% |
95% |
False |
False |
339,813 |
| 20 |
52.48 |
44.03 |
8.45 |
16.2% |
2.32 |
4.5% |
96% |
False |
False |
303,355 |
| 40 |
56.08 |
44.03 |
12.05 |
23.1% |
2.30 |
4.4% |
67% |
False |
False |
210,259 |
| 60 |
56.08 |
44.03 |
12.05 |
23.1% |
2.47 |
4.7% |
67% |
False |
False |
155,545 |
| 80 |
64.72 |
44.03 |
20.69 |
39.7% |
2.51 |
4.8% |
39% |
False |
False |
121,981 |
| 100 |
79.76 |
44.03 |
35.73 |
68.5% |
2.45 |
4.7% |
23% |
False |
False |
100,068 |
| 120 |
83.71 |
44.03 |
39.68 |
76.1% |
2.34 |
4.5% |
20% |
False |
False |
84,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.01 |
|
2.618 |
59.49 |
|
1.618 |
56.72 |
|
1.000 |
55.01 |
|
0.618 |
53.95 |
|
HIGH |
52.24 |
|
0.618 |
51.18 |
|
0.500 |
50.86 |
|
0.382 |
50.53 |
|
LOW |
49.47 |
|
0.618 |
47.76 |
|
1.000 |
46.70 |
|
1.618 |
44.99 |
|
2.618 |
42.22 |
|
4.250 |
37.70 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.71 |
51.31 |
| PP |
51.28 |
50.48 |
| S1 |
50.86 |
49.65 |
|