NYMEX Light Sweet Crude Oil Future August 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 |
52.89 |
55.25 |
2.36 |
4.5% |
51.98 |
| High |
55.55 |
56.76 |
1.21 |
2.2% |
54.17 |
| Low |
52.89 |
54.64 |
1.75 |
3.3% |
51.30 |
| Close |
55.49 |
56.65 |
1.16 |
2.1% |
52.66 |
| Range |
2.66 |
2.12 |
-0.54 |
-20.3% |
2.87 |
| ATR |
2.16 |
2.16 |
0.00 |
-0.1% |
0.00 |
| Volume |
25,596 |
21,437 |
-4,159 |
-16.2% |
94,299 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.38 |
61.63 |
57.82 |
|
| R3 |
60.26 |
59.51 |
57.23 |
|
| R2 |
58.14 |
58.14 |
57.04 |
|
| R1 |
57.39 |
57.39 |
56.84 |
57.77 |
| PP |
56.02 |
56.02 |
56.02 |
56.20 |
| S1 |
55.27 |
55.27 |
56.46 |
55.65 |
| S2 |
53.90 |
53.90 |
56.26 |
|
| S3 |
51.78 |
53.15 |
56.07 |
|
| S4 |
49.66 |
51.03 |
55.48 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.32 |
59.86 |
54.24 |
|
| R3 |
58.45 |
56.99 |
53.45 |
|
| R2 |
55.58 |
55.58 |
53.19 |
|
| R1 |
54.12 |
54.12 |
52.92 |
54.85 |
| PP |
52.71 |
52.71 |
52.71 |
53.08 |
| S1 |
51.25 |
51.25 |
52.40 |
51.98 |
| S2 |
49.84 |
49.84 |
52.13 |
|
| S3 |
46.97 |
48.38 |
51.87 |
|
| S4 |
44.10 |
45.51 |
51.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.76 |
51.30 |
5.46 |
9.6% |
2.20 |
3.9% |
98% |
True |
False |
23,754 |
| 10 |
56.76 |
51.13 |
5.63 |
9.9% |
2.20 |
3.9% |
98% |
True |
False |
24,553 |
| 20 |
56.76 |
48.71 |
8.05 |
14.2% |
2.13 |
3.8% |
99% |
True |
False |
24,277 |
| 40 |
59.24 |
48.71 |
10.53 |
18.6% |
2.00 |
3.5% |
75% |
False |
False |
25,239 |
| 60 |
59.24 |
48.71 |
10.53 |
18.6% |
2.15 |
3.8% |
75% |
False |
False |
21,226 |
| 80 |
64.13 |
48.71 |
15.42 |
27.2% |
2.19 |
3.9% |
51% |
False |
False |
17,097 |
| 100 |
78.33 |
48.71 |
29.62 |
52.3% |
2.10 |
3.7% |
27% |
False |
False |
14,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.77 |
|
2.618 |
62.31 |
|
1.618 |
60.19 |
|
1.000 |
58.88 |
|
0.618 |
58.07 |
|
HIGH |
56.76 |
|
0.618 |
55.95 |
|
0.500 |
55.70 |
|
0.382 |
55.45 |
|
LOW |
54.64 |
|
0.618 |
53.33 |
|
1.000 |
52.52 |
|
1.618 |
51.21 |
|
2.618 |
49.09 |
|
4.250 |
45.63 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
56.33 |
55.86 |
| PP |
56.02 |
55.07 |
| S1 |
55.70 |
54.28 |
|