NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
57.53 |
57.30 |
-0.23 |
-0.4% |
57.75 |
| High |
57.95 |
57.89 |
-0.06 |
-0.1% |
58.63 |
| Low |
56.50 |
56.52 |
0.02 |
0.0% |
55.73 |
| Close |
57.15 |
56.99 |
-0.16 |
-0.3% |
57.15 |
| Range |
1.45 |
1.37 |
-0.08 |
-5.5% |
2.90 |
| ATR |
2.16 |
2.10 |
-0.06 |
-2.6% |
0.00 |
| Volume |
328,322 |
250,558 |
-77,764 |
-23.7% |
1,812,247 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.24 |
60.49 |
57.74 |
|
| R3 |
59.87 |
59.12 |
57.37 |
|
| R2 |
58.50 |
58.50 |
57.24 |
|
| R1 |
57.75 |
57.75 |
57.12 |
57.44 |
| PP |
57.13 |
57.13 |
57.13 |
56.98 |
| S1 |
56.38 |
56.38 |
56.86 |
56.07 |
| S2 |
55.76 |
55.76 |
56.74 |
|
| S3 |
54.39 |
55.01 |
56.61 |
|
| S4 |
53.02 |
53.64 |
56.24 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.87 |
64.41 |
58.75 |
|
| R3 |
62.97 |
61.51 |
57.95 |
|
| R2 |
60.07 |
60.07 |
57.68 |
|
| R1 |
58.61 |
58.61 |
57.42 |
57.89 |
| PP |
57.17 |
57.17 |
57.17 |
56.81 |
| S1 |
55.71 |
55.71 |
56.88 |
54.99 |
| S2 |
54.27 |
54.27 |
56.62 |
|
| S3 |
51.37 |
52.81 |
56.35 |
|
| S4 |
48.47 |
49.91 |
55.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.41 |
55.73 |
2.68 |
4.7% |
1.77 |
3.1% |
47% |
False |
False |
335,664 |
| 10 |
58.82 |
53.68 |
5.14 |
9.0% |
1.96 |
3.4% |
64% |
False |
False |
315,146 |
| 20 |
58.82 |
48.79 |
10.03 |
17.6% |
2.05 |
3.6% |
82% |
False |
False |
233,408 |
| 40 |
58.82 |
45.93 |
12.89 |
22.6% |
2.07 |
3.6% |
86% |
False |
False |
170,696 |
| 60 |
58.82 |
45.93 |
12.89 |
22.6% |
2.32 |
4.1% |
86% |
False |
False |
147,824 |
| 80 |
58.82 |
45.93 |
12.89 |
22.6% |
2.34 |
4.1% |
86% |
False |
False |
126,722 |
| 100 |
69.87 |
45.93 |
23.94 |
42.0% |
2.38 |
4.2% |
46% |
False |
False |
109,987 |
| 120 |
80.73 |
45.93 |
34.80 |
61.1% |
2.37 |
4.2% |
32% |
False |
False |
97,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.71 |
|
2.618 |
61.48 |
|
1.618 |
60.11 |
|
1.000 |
59.26 |
|
0.618 |
58.74 |
|
HIGH |
57.89 |
|
0.618 |
57.37 |
|
0.500 |
57.21 |
|
0.382 |
57.04 |
|
LOW |
56.52 |
|
0.618 |
55.67 |
|
1.000 |
55.15 |
|
1.618 |
54.30 |
|
2.618 |
52.93 |
|
4.250 |
50.70 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
57.21 |
57.09 |
| PP |
57.13 |
57.05 |
| S1 |
57.06 |
57.02 |
|