NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
51.81 |
52.05 |
0.24 |
0.5% |
49.47 |
| High |
53.10 |
53.79 |
0.69 |
1.3% |
54.13 |
| Low |
51.47 |
51.83 |
0.36 |
0.7% |
49.47 |
| Close |
51.91 |
53.29 |
1.38 |
2.7% |
51.64 |
| Range |
1.63 |
1.96 |
0.33 |
20.2% |
4.66 |
| ATR |
2.38 |
2.35 |
-0.03 |
-1.3% |
0.00 |
| Volume |
375,534 |
431,026 |
55,492 |
14.8% |
2,271,445 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.85 |
58.03 |
54.37 |
|
| R3 |
56.89 |
56.07 |
53.83 |
|
| R2 |
54.93 |
54.93 |
53.65 |
|
| R1 |
54.11 |
54.11 |
53.47 |
54.52 |
| PP |
52.97 |
52.97 |
52.97 |
53.18 |
| S1 |
52.15 |
52.15 |
53.11 |
52.56 |
| S2 |
51.01 |
51.01 |
52.93 |
|
| S3 |
49.05 |
50.19 |
52.75 |
|
| S4 |
47.09 |
48.23 |
52.21 |
|
|
| 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 |
53.79 |
50.08 |
3.71 |
7.0% |
1.97 |
3.7% |
87% |
True |
False |
440,770 |
| 10 |
54.13 |
47.05 |
7.08 |
13.3% |
2.26 |
4.2% |
88% |
False |
False |
389,485 |
| 20 |
54.13 |
44.03 |
10.10 |
19.0% |
2.38 |
4.5% |
92% |
False |
False |
378,242 |
| 40 |
56.08 |
44.03 |
12.05 |
22.6% |
2.26 |
4.2% |
77% |
False |
False |
263,865 |
| 60 |
56.08 |
44.03 |
12.05 |
22.6% |
2.40 |
4.5% |
77% |
False |
False |
197,777 |
| 80 |
59.99 |
44.03 |
15.96 |
29.9% |
2.49 |
4.7% |
58% |
False |
False |
154,619 |
| 100 |
77.67 |
44.03 |
33.64 |
63.1% |
2.47 |
4.6% |
28% |
False |
False |
127,052 |
| 120 |
81.93 |
44.03 |
37.90 |
71.1% |
2.32 |
4.4% |
24% |
False |
False |
107,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.12 |
|
2.618 |
58.92 |
|
1.618 |
56.96 |
|
1.000 |
55.75 |
|
0.618 |
55.00 |
|
HIGH |
53.79 |
|
0.618 |
53.04 |
|
0.500 |
52.81 |
|
0.382 |
52.58 |
|
LOW |
51.83 |
|
0.618 |
50.62 |
|
1.000 |
49.87 |
|
1.618 |
48.66 |
|
2.618 |
46.70 |
|
4.250 |
43.50 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
53.13 |
52.84 |
| PP |
52.97 |
52.39 |
| S1 |
52.81 |
51.94 |
|