NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
51.95 |
53.18 |
1.23 |
2.4% |
48.57 |
| High |
54.13 |
53.23 |
-0.90 |
-1.7% |
50.45 |
| Low |
51.17 |
50.37 |
-0.80 |
-1.6% |
47.05 |
| Close |
53.98 |
50.42 |
-3.56 |
-6.6% |
49.14 |
| Range |
2.96 |
2.86 |
-0.10 |
-3.4% |
3.40 |
| ATR |
2.47 |
2.55 |
0.08 |
3.3% |
0.00 |
| Volume |
548,870 |
552,627 |
3,757 |
0.7% |
1,172,718 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.92 |
58.03 |
51.99 |
|
| R3 |
57.06 |
55.17 |
51.21 |
|
| R2 |
54.20 |
54.20 |
50.94 |
|
| R1 |
52.31 |
52.31 |
50.68 |
51.83 |
| PP |
51.34 |
51.34 |
51.34 |
51.10 |
| S1 |
49.45 |
49.45 |
50.16 |
48.97 |
| S2 |
48.48 |
48.48 |
49.90 |
|
| S3 |
45.62 |
46.59 |
49.63 |
|
| S4 |
42.76 |
43.73 |
48.85 |
|
|
| 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 |
54.13 |
47.05 |
7.08 |
14.0% |
2.83 |
5.6% |
48% |
False |
False |
375,576 |
| 10 |
54.13 |
47.00 |
7.13 |
14.1% |
2.65 |
5.3% |
48% |
False |
False |
389,766 |
| 20 |
54.13 |
44.03 |
10.10 |
20.0% |
2.44 |
4.8% |
63% |
False |
False |
339,502 |
| 40 |
56.08 |
44.03 |
12.05 |
23.9% |
2.34 |
4.6% |
53% |
False |
False |
233,746 |
| 60 |
56.08 |
44.03 |
12.05 |
23.9% |
2.50 |
5.0% |
53% |
False |
False |
172,807 |
| 80 |
62.67 |
44.03 |
18.64 |
37.0% |
2.53 |
5.0% |
34% |
False |
False |
135,187 |
| 100 |
77.82 |
44.03 |
33.79 |
67.0% |
2.48 |
4.9% |
19% |
False |
False |
110,891 |
| 120 |
82.02 |
44.03 |
37.99 |
75.3% |
2.34 |
4.6% |
17% |
False |
False |
93,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.39 |
|
2.618 |
60.72 |
|
1.618 |
57.86 |
|
1.000 |
56.09 |
|
0.618 |
55.00 |
|
HIGH |
53.23 |
|
0.618 |
52.14 |
|
0.500 |
51.80 |
|
0.382 |
51.46 |
|
LOW |
50.37 |
|
0.618 |
48.60 |
|
1.000 |
47.51 |
|
1.618 |
45.74 |
|
2.618 |
42.88 |
|
4.250 |
38.22 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.80 |
51.80 |
| PP |
51.34 |
51.34 |
| S1 |
50.88 |
50.88 |
|