NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
50.73 |
51.81 |
1.08 |
2.1% |
49.47 |
| High |
51.93 |
53.10 |
1.17 |
2.3% |
54.13 |
| Low |
50.08 |
51.47 |
1.39 |
2.8% |
49.47 |
| Close |
51.64 |
51.91 |
0.27 |
0.5% |
51.64 |
| Range |
1.85 |
1.63 |
-0.22 |
-11.9% |
4.66 |
| ATR |
2.44 |
2.38 |
-0.06 |
-2.4% |
0.00 |
| Volume |
395,135 |
375,534 |
-19,601 |
-5.0% |
2,271,445 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.05 |
56.11 |
52.81 |
|
| R3 |
55.42 |
54.48 |
52.36 |
|
| R2 |
53.79 |
53.79 |
52.21 |
|
| R1 |
52.85 |
52.85 |
52.06 |
53.32 |
| PP |
52.16 |
52.16 |
52.16 |
52.40 |
| S1 |
51.22 |
51.22 |
51.76 |
51.69 |
| S2 |
50.53 |
50.53 |
51.61 |
|
| S3 |
48.90 |
49.59 |
51.46 |
|
| S4 |
47.27 |
47.96 |
51.01 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.73 |
63.34 |
54.20 |
|
| R3 |
61.07 |
58.68 |
52.92 |
|
| R2 |
56.41 |
56.41 |
52.49 |
|
| R1 |
54.02 |
54.02 |
52.07 |
55.22 |
| PP |
51.75 |
51.75 |
51.75 |
52.34 |
| S1 |
49.36 |
49.36 |
51.21 |
50.56 |
| S2 |
47.09 |
47.09 |
50.79 |
|
| S3 |
42.43 |
44.70 |
50.36 |
|
| S4 |
37.77 |
40.04 |
49.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.13 |
50.08 |
4.05 |
7.8% |
2.17 |
4.2% |
45% |
False |
False |
464,339 |
| 10 |
54.13 |
47.05 |
7.08 |
13.6% |
2.22 |
4.3% |
69% |
False |
False |
381,969 |
| 20 |
54.13 |
44.03 |
10.10 |
19.5% |
2.40 |
4.6% |
78% |
False |
False |
367,919 |
| 40 |
56.08 |
44.03 |
12.05 |
23.2% |
2.27 |
4.4% |
65% |
False |
False |
256,119 |
| 60 |
56.08 |
44.03 |
12.05 |
23.2% |
2.45 |
4.7% |
65% |
False |
False |
191,254 |
| 80 |
59.99 |
44.03 |
15.96 |
30.7% |
2.50 |
4.8% |
49% |
False |
False |
149,539 |
| 100 |
77.67 |
44.03 |
33.64 |
64.8% |
2.46 |
4.7% |
23% |
False |
False |
122,827 |
| 120 |
81.93 |
44.03 |
37.90 |
73.0% |
2.32 |
4.5% |
21% |
False |
False |
103,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.03 |
|
2.618 |
57.37 |
|
1.618 |
55.74 |
|
1.000 |
54.73 |
|
0.618 |
54.11 |
|
HIGH |
53.10 |
|
0.618 |
52.48 |
|
0.500 |
52.29 |
|
0.382 |
52.09 |
|
LOW |
51.47 |
|
0.618 |
50.46 |
|
1.000 |
49.84 |
|
1.618 |
48.83 |
|
2.618 |
47.20 |
|
4.250 |
44.54 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.29 |
51.80 |
| PP |
52.16 |
51.70 |
| S1 |
52.04 |
51.59 |
|