NYMEX Light Sweet Crude Oil Future June 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 |
49.36 |
51.18 |
1.82 |
3.7% |
48.19 |
| High |
52.03 |
51.87 |
-0.16 |
-0.3% |
53.96 |
| Low |
48.79 |
49.65 |
0.86 |
1.8% |
47.19 |
| Close |
51.75 |
50.60 |
-1.15 |
-2.2% |
50.50 |
| Range |
3.24 |
2.22 |
-1.02 |
-31.5% |
6.77 |
| ATR |
2.31 |
2.31 |
-0.01 |
-0.3% |
0.00 |
| Volume |
112,302 |
157,870 |
45,568 |
40.6% |
511,328 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.37 |
56.20 |
51.82 |
|
| R3 |
55.15 |
53.98 |
51.21 |
|
| R2 |
52.93 |
52.93 |
51.01 |
|
| R1 |
51.76 |
51.76 |
50.80 |
51.24 |
| PP |
50.71 |
50.71 |
50.71 |
50.44 |
| S1 |
49.54 |
49.54 |
50.40 |
49.02 |
| S2 |
48.49 |
48.49 |
50.19 |
|
| S3 |
46.27 |
47.32 |
49.99 |
|
| S4 |
44.05 |
45.10 |
49.38 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.86 |
67.45 |
54.22 |
|
| R3 |
64.09 |
60.68 |
52.36 |
|
| R2 |
57.32 |
57.32 |
51.74 |
|
| R1 |
53.91 |
53.91 |
51.12 |
55.62 |
| PP |
50.55 |
50.55 |
50.55 |
51.40 |
| S1 |
47.14 |
47.14 |
49.88 |
48.85 |
| S2 |
43.78 |
43.78 |
49.26 |
|
| S3 |
37.01 |
40.37 |
48.64 |
|
| S4 |
30.24 |
33.60 |
46.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.00 |
48.79 |
4.21 |
8.3% |
2.30 |
4.5% |
43% |
False |
False |
119,447 |
| 10 |
53.96 |
46.67 |
7.29 |
14.4% |
2.38 |
4.7% |
54% |
False |
False |
103,377 |
| 20 |
54.48 |
45.93 |
8.55 |
16.9% |
2.21 |
4.4% |
55% |
False |
False |
106,206 |
| 40 |
57.27 |
45.93 |
11.34 |
22.4% |
2.26 |
4.5% |
41% |
False |
False |
107,180 |
| 60 |
57.27 |
45.93 |
11.34 |
22.4% |
2.41 |
4.8% |
41% |
False |
False |
96,488 |
| 80 |
66.29 |
45.93 |
20.36 |
40.2% |
2.48 |
4.9% |
23% |
False |
False |
82,709 |
| 100 |
79.86 |
45.93 |
33.93 |
67.1% |
2.44 |
4.8% |
14% |
False |
False |
73,267 |
| 120 |
84.00 |
45.93 |
38.07 |
75.2% |
2.37 |
4.7% |
12% |
False |
False |
66,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.31 |
|
2.618 |
57.68 |
|
1.618 |
55.46 |
|
1.000 |
54.09 |
|
0.618 |
53.24 |
|
HIGH |
51.87 |
|
0.618 |
51.02 |
|
0.500 |
50.76 |
|
0.382 |
50.50 |
|
LOW |
49.65 |
|
0.618 |
48.28 |
|
1.000 |
47.43 |
|
1.618 |
46.06 |
|
2.618 |
43.84 |
|
4.250 |
40.22 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.76 |
50.54 |
| PP |
50.71 |
50.47 |
| S1 |
50.65 |
50.41 |
|