NYMEX Light Sweet Crude Oil Future July 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 |
50.70 |
52.38 |
1.68 |
3.3% |
49.83 |
| High |
53.28 |
53.14 |
-0.14 |
-0.3% |
55.09 |
| Low |
50.23 |
50.86 |
0.63 |
1.3% |
48.79 |
| Close |
53.06 |
51.79 |
-1.27 |
-2.4% |
51.87 |
| Range |
3.05 |
2.28 |
-0.77 |
-25.2% |
6.30 |
| ATR |
2.20 |
2.21 |
0.01 |
0.2% |
0.00 |
| Volume |
44,747 |
60,365 |
15,618 |
34.9% |
222,984 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.77 |
57.56 |
53.04 |
|
| R3 |
56.49 |
55.28 |
52.42 |
|
| R2 |
54.21 |
54.21 |
52.21 |
|
| R1 |
53.00 |
53.00 |
52.00 |
52.47 |
| PP |
51.93 |
51.93 |
51.93 |
51.66 |
| S1 |
50.72 |
50.72 |
51.58 |
50.19 |
| S2 |
49.65 |
49.65 |
51.37 |
|
| S3 |
47.37 |
48.44 |
51.16 |
|
| S4 |
45.09 |
46.16 |
50.54 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.82 |
67.64 |
55.34 |
|
| R3 |
64.52 |
61.34 |
53.60 |
|
| R2 |
58.22 |
58.22 |
53.03 |
|
| R1 |
55.04 |
55.04 |
52.45 |
56.63 |
| PP |
51.92 |
51.92 |
51.92 |
52.71 |
| S1 |
48.74 |
48.74 |
51.29 |
50.33 |
| S2 |
45.62 |
45.62 |
50.72 |
|
| S3 |
39.32 |
42.44 |
50.14 |
|
| S4 |
33.02 |
36.14 |
48.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.25 |
50.23 |
4.02 |
7.8% |
2.22 |
4.3% |
39% |
False |
False |
49,095 |
| 10 |
55.09 |
48.20 |
6.89 |
13.3% |
2.27 |
4.4% |
52% |
False |
False |
43,351 |
| 20 |
55.67 |
47.46 |
8.21 |
15.9% |
2.12 |
4.1% |
53% |
False |
False |
46,345 |
| 40 |
58.37 |
47.46 |
10.91 |
21.1% |
2.15 |
4.1% |
40% |
False |
False |
45,486 |
| 60 |
58.37 |
47.46 |
10.91 |
21.1% |
2.27 |
4.4% |
40% |
False |
False |
37,689 |
| 80 |
66.37 |
47.46 |
18.91 |
36.5% |
2.32 |
4.5% |
23% |
False |
False |
30,334 |
| 100 |
79.75 |
47.46 |
32.29 |
62.3% |
2.27 |
4.4% |
13% |
False |
False |
25,243 |
| 120 |
83.79 |
47.46 |
36.33 |
70.1% |
2.18 |
4.2% |
12% |
False |
False |
21,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.83 |
|
2.618 |
59.11 |
|
1.618 |
56.83 |
|
1.000 |
55.42 |
|
0.618 |
54.55 |
|
HIGH |
53.14 |
|
0.618 |
52.27 |
|
0.500 |
52.00 |
|
0.382 |
51.73 |
|
LOW |
50.86 |
|
0.618 |
49.45 |
|
1.000 |
48.58 |
|
1.618 |
47.17 |
|
2.618 |
44.89 |
|
4.250 |
41.17 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.00 |
51.78 |
| PP |
51.93 |
51.77 |
| S1 |
51.86 |
51.76 |
|