NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
56.10 |
58.18 |
2.08 |
3.7% |
52.07 |
| High |
58.90 |
59.90 |
1.00 |
1.7% |
56.22 |
| Low |
56.00 |
57.60 |
1.60 |
2.9% |
52.07 |
| Close |
58.73 |
59.23 |
0.50 |
0.9% |
54.79 |
| Range |
2.90 |
2.30 |
-0.60 |
-20.7% |
4.15 |
| ATR |
2.22 |
2.22 |
0.01 |
0.3% |
0.00 |
| Volume |
100,912 |
136,415 |
35,503 |
35.2% |
400,200 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.81 |
64.82 |
60.50 |
|
| R3 |
63.51 |
62.52 |
59.86 |
|
| R2 |
61.21 |
61.21 |
59.65 |
|
| R1 |
60.22 |
60.22 |
59.44 |
60.72 |
| PP |
58.91 |
58.91 |
58.91 |
59.16 |
| S1 |
57.92 |
57.92 |
59.02 |
58.42 |
| S2 |
56.61 |
56.61 |
58.81 |
|
| S3 |
54.31 |
55.62 |
58.60 |
|
| S4 |
52.01 |
53.32 |
57.97 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.81 |
64.95 |
57.07 |
|
| R3 |
62.66 |
60.80 |
55.93 |
|
| R2 |
58.51 |
58.51 |
55.55 |
|
| R1 |
56.65 |
56.65 |
55.17 |
57.58 |
| PP |
54.36 |
54.36 |
54.36 |
54.83 |
| S1 |
52.50 |
52.50 |
54.41 |
53.43 |
| S2 |
50.21 |
50.21 |
54.03 |
|
| S3 |
46.06 |
48.35 |
53.65 |
|
| S4 |
41.91 |
44.20 |
52.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.90 |
52.98 |
6.92 |
11.7% |
2.00 |
3.4% |
90% |
True |
False |
101,577 |
| 10 |
59.90 |
50.86 |
9.04 |
15.3% |
2.13 |
3.6% |
93% |
True |
False |
87,900 |
| 20 |
59.90 |
48.20 |
11.70 |
19.8% |
2.18 |
3.7% |
94% |
True |
False |
65,281 |
| 40 |
59.90 |
47.46 |
12.44 |
21.0% |
2.03 |
3.4% |
95% |
True |
False |
56,828 |
| 60 |
59.90 |
47.46 |
12.44 |
21.0% |
2.21 |
3.7% |
95% |
True |
False |
48,781 |
| 80 |
59.92 |
47.46 |
12.46 |
21.0% |
2.25 |
3.8% |
94% |
False |
False |
39,478 |
| 100 |
77.60 |
47.46 |
30.14 |
50.9% |
2.31 |
3.9% |
39% |
False |
False |
33,082 |
| 120 |
81.61 |
47.46 |
34.15 |
57.7% |
2.18 |
3.7% |
34% |
False |
False |
28,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.68 |
|
2.618 |
65.92 |
|
1.618 |
63.62 |
|
1.000 |
62.20 |
|
0.618 |
61.32 |
|
HIGH |
59.90 |
|
0.618 |
59.02 |
|
0.500 |
58.75 |
|
0.382 |
58.48 |
|
LOW |
57.60 |
|
0.618 |
56.18 |
|
1.000 |
55.30 |
|
1.618 |
53.88 |
|
2.618 |
51.58 |
|
4.250 |
47.83 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.07 |
58.63 |
| PP |
58.91 |
58.03 |
| S1 |
58.75 |
57.43 |
|