NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
59.18 |
59.12 |
-0.06 |
-0.1% |
59.49 |
| High |
60.03 |
61.27 |
1.24 |
2.1% |
60.75 |
| Low |
58.63 |
58.80 |
0.17 |
0.3% |
57.80 |
| Close |
59.32 |
60.52 |
1.20 |
2.0% |
59.85 |
| Range |
1.40 |
2.47 |
1.07 |
76.4% |
2.95 |
| ATR |
1.89 |
1.93 |
0.04 |
2.2% |
0.00 |
| Volume |
25,458 |
32,936 |
7,478 |
29.4% |
207,105 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.61 |
66.53 |
61.88 |
|
| R3 |
65.14 |
64.06 |
61.20 |
|
| R2 |
62.67 |
62.67 |
60.97 |
|
| R1 |
61.59 |
61.59 |
60.75 |
62.13 |
| PP |
60.20 |
60.20 |
60.20 |
60.47 |
| S1 |
59.12 |
59.12 |
60.29 |
59.66 |
| S2 |
57.73 |
57.73 |
60.07 |
|
| S3 |
55.26 |
56.65 |
59.84 |
|
| S4 |
52.79 |
54.18 |
59.16 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.32 |
67.03 |
61.47 |
|
| R3 |
65.37 |
64.08 |
60.66 |
|
| R2 |
62.42 |
62.42 |
60.39 |
|
| R1 |
61.13 |
61.13 |
60.12 |
61.78 |
| PP |
59.47 |
59.47 |
59.47 |
59.79 |
| S1 |
58.18 |
58.18 |
59.58 |
58.83 |
| S2 |
56.52 |
56.52 |
59.31 |
|
| S3 |
53.57 |
55.23 |
59.04 |
|
| S4 |
50.62 |
52.28 |
58.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.27 |
58.08 |
3.19 |
5.3% |
1.76 |
2.9% |
76% |
True |
False |
43,167 |
| 10 |
61.27 |
57.80 |
3.47 |
5.7% |
1.78 |
2.9% |
78% |
True |
False |
41,731 |
| 20 |
61.27 |
51.30 |
9.97 |
16.5% |
1.93 |
3.2% |
92% |
True |
False |
37,579 |
| 40 |
61.27 |
48.71 |
12.56 |
20.8% |
1.91 |
3.2% |
94% |
True |
False |
31,602 |
| 60 |
61.27 |
48.71 |
12.56 |
20.8% |
2.05 |
3.4% |
94% |
True |
False |
29,204 |
| 80 |
61.27 |
48.71 |
12.56 |
20.8% |
2.06 |
3.4% |
94% |
True |
False |
24,391 |
| 100 |
69.11 |
48.71 |
20.40 |
33.7% |
2.10 |
3.5% |
58% |
False |
False |
20,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.77 |
|
2.618 |
67.74 |
|
1.618 |
65.27 |
|
1.000 |
63.74 |
|
0.618 |
62.80 |
|
HIGH |
61.27 |
|
0.618 |
60.33 |
|
0.500 |
60.04 |
|
0.382 |
59.74 |
|
LOW |
58.80 |
|
0.618 |
57.27 |
|
1.000 |
56.33 |
|
1.618 |
54.80 |
|
2.618 |
52.33 |
|
4.250 |
48.30 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.36 |
60.33 |
| PP |
60.20 |
60.14 |
| S1 |
60.04 |
59.95 |
|