NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
52.07 |
54.48 |
2.41 |
4.6% |
51.20 |
| High |
54.78 |
56.22 |
1.44 |
2.6% |
53.28 |
| Low |
52.07 |
53.84 |
1.77 |
3.4% |
50.23 |
| Close |
54.71 |
56.09 |
1.38 |
2.5% |
51.79 |
| Range |
2.71 |
2.38 |
-0.33 |
-12.2% |
3.05 |
| ATR |
2.26 |
2.27 |
0.01 |
0.4% |
0.00 |
| Volume |
55,049 |
42,472 |
-12,577 |
-22.8% |
179,275 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.52 |
61.69 |
57.40 |
|
| R3 |
60.14 |
59.31 |
56.74 |
|
| R2 |
57.76 |
57.76 |
56.53 |
|
| R1 |
56.93 |
56.93 |
56.31 |
57.35 |
| PP |
55.38 |
55.38 |
55.38 |
55.59 |
| S1 |
54.55 |
54.55 |
55.87 |
54.97 |
| S2 |
53.00 |
53.00 |
55.65 |
|
| S3 |
50.62 |
52.17 |
55.44 |
|
| S4 |
48.24 |
49.79 |
54.78 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.92 |
59.40 |
53.47 |
|
| R3 |
57.87 |
56.35 |
52.63 |
|
| R2 |
54.82 |
54.82 |
52.35 |
|
| R1 |
53.30 |
53.30 |
52.07 |
54.06 |
| PP |
51.77 |
51.77 |
51.77 |
52.15 |
| S1 |
50.25 |
50.25 |
51.51 |
51.01 |
| S2 |
48.72 |
48.72 |
51.23 |
|
| S3 |
45.67 |
47.20 |
50.95 |
|
| S4 |
42.62 |
44.15 |
50.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.22 |
50.23 |
5.99 |
10.7% |
2.35 |
4.2% |
98% |
True |
False |
47,661 |
| 10 |
56.22 |
49.96 |
6.26 |
11.2% |
2.36 |
4.2% |
98% |
True |
False |
46,439 |
| 20 |
56.22 |
47.46 |
8.76 |
15.6% |
2.22 |
4.0% |
99% |
True |
False |
46,108 |
| 40 |
58.37 |
47.46 |
10.91 |
19.5% |
2.11 |
3.8% |
79% |
False |
False |
46,113 |
| 60 |
58.37 |
47.46 |
10.91 |
19.5% |
2.30 |
4.1% |
79% |
False |
False |
38,651 |
| 80 |
64.44 |
47.46 |
16.98 |
30.3% |
2.33 |
4.2% |
51% |
False |
False |
31,339 |
| 100 |
78.21 |
47.46 |
30.75 |
54.8% |
2.28 |
4.1% |
28% |
False |
False |
26,143 |
| 120 |
83.29 |
47.46 |
35.83 |
63.9% |
2.19 |
3.9% |
24% |
False |
False |
22,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.34 |
|
2.618 |
62.45 |
|
1.618 |
60.07 |
|
1.000 |
58.60 |
|
0.618 |
57.69 |
|
HIGH |
56.22 |
|
0.618 |
55.31 |
|
0.500 |
55.03 |
|
0.382 |
54.75 |
|
LOW |
53.84 |
|
0.618 |
52.37 |
|
1.000 |
51.46 |
|
1.618 |
49.99 |
|
2.618 |
47.61 |
|
4.250 |
43.73 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
55.74 |
55.24 |
| PP |
55.38 |
54.39 |
| S1 |
55.03 |
53.54 |
|