NYMEX Light Sweet Crude Oil Future June 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 |
53.48 |
54.39 |
0.91 |
1.7% |
50.27 |
| High |
55.37 |
54.51 |
-0.86 |
-1.6% |
52.03 |
| Low |
52.66 |
51.82 |
-0.84 |
-1.6% |
48.79 |
| Close |
55.23 |
51.87 |
-3.36 |
-6.1% |
50.60 |
| Range |
2.71 |
2.69 |
-0.02 |
-0.7% |
3.24 |
| ATR |
2.38 |
2.46 |
0.07 |
3.1% |
0.00 |
| Volume |
107,666 |
259,621 |
151,955 |
141.1% |
444,688 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.80 |
59.03 |
53.35 |
|
| R3 |
58.11 |
56.34 |
52.61 |
|
| R2 |
55.42 |
55.42 |
52.36 |
|
| R1 |
53.65 |
53.65 |
52.12 |
53.19 |
| PP |
52.73 |
52.73 |
52.73 |
52.51 |
| S1 |
50.96 |
50.96 |
51.62 |
50.50 |
| S2 |
50.04 |
50.04 |
51.38 |
|
| S3 |
47.35 |
48.27 |
51.13 |
|
| S4 |
44.66 |
45.58 |
50.39 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.19 |
58.64 |
52.38 |
|
| R3 |
56.95 |
55.40 |
51.49 |
|
| R2 |
53.71 |
53.71 |
51.19 |
|
| R1 |
52.16 |
52.16 |
50.90 |
52.94 |
| PP |
50.47 |
50.47 |
50.47 |
50.86 |
| S1 |
48.92 |
48.92 |
50.30 |
49.70 |
| S2 |
47.23 |
47.23 |
50.01 |
|
| S3 |
43.99 |
45.68 |
49.71 |
|
| S4 |
40.75 |
42.44 |
48.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.37 |
48.79 |
6.58 |
12.7% |
2.72 |
5.2% |
47% |
False |
False |
156,361 |
| 10 |
55.37 |
48.65 |
6.72 |
13.0% |
2.57 |
4.9% |
48% |
False |
False |
129,780 |
| 20 |
55.37 |
45.93 |
9.44 |
18.2% |
2.35 |
4.5% |
63% |
False |
False |
116,677 |
| 40 |
57.27 |
45.93 |
11.34 |
21.9% |
2.24 |
4.3% |
52% |
False |
False |
111,488 |
| 60 |
57.27 |
45.93 |
11.34 |
21.9% |
2.44 |
4.7% |
52% |
False |
False |
101,701 |
| 80 |
62.96 |
45.93 |
17.03 |
32.8% |
2.49 |
4.8% |
35% |
False |
False |
87,538 |
| 100 |
77.91 |
45.93 |
31.98 |
61.7% |
2.47 |
4.8% |
19% |
False |
False |
77,395 |
| 120 |
82.17 |
45.93 |
36.24 |
69.9% |
2.37 |
4.6% |
16% |
False |
False |
70,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.94 |
|
2.618 |
61.55 |
|
1.618 |
58.86 |
|
1.000 |
57.20 |
|
0.618 |
56.17 |
|
HIGH |
54.51 |
|
0.618 |
53.48 |
|
0.500 |
53.17 |
|
0.382 |
52.85 |
|
LOW |
51.82 |
|
0.618 |
50.16 |
|
1.000 |
49.13 |
|
1.618 |
47.47 |
|
2.618 |
44.78 |
|
4.250 |
40.39 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
53.17 |
53.14 |
| PP |
52.73 |
52.71 |
| S1 |
52.30 |
52.29 |
|