NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
54.99 |
56.00 |
1.01 |
1.8% |
53.41 |
| High |
56.12 |
57.06 |
0.94 |
1.7% |
57.23 |
| Low |
54.39 |
55.80 |
1.41 |
2.6% |
53.41 |
| Close |
56.08 |
56.27 |
0.19 |
0.3% |
56.08 |
| Range |
1.73 |
1.26 |
-0.47 |
-27.2% |
3.82 |
| ATR |
2.12 |
2.06 |
-0.06 |
-2.9% |
0.00 |
| Volume |
40,786 |
43,745 |
2,959 |
7.3% |
230,980 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.16 |
59.47 |
56.96 |
|
| R3 |
58.90 |
58.21 |
56.62 |
|
| R2 |
57.64 |
57.64 |
56.50 |
|
| R1 |
56.95 |
56.95 |
56.39 |
57.30 |
| PP |
56.38 |
56.38 |
56.38 |
56.55 |
| S1 |
55.69 |
55.69 |
56.15 |
56.04 |
| S2 |
55.12 |
55.12 |
56.04 |
|
| S3 |
53.86 |
54.43 |
55.92 |
|
| S4 |
52.60 |
53.17 |
55.58 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.03 |
65.38 |
58.18 |
|
| R3 |
63.21 |
61.56 |
57.13 |
|
| R2 |
59.39 |
59.39 |
56.78 |
|
| R1 |
57.74 |
57.74 |
56.43 |
58.57 |
| PP |
55.57 |
55.57 |
55.57 |
55.99 |
| S1 |
53.92 |
53.92 |
55.73 |
54.75 |
| S2 |
51.75 |
51.75 |
55.38 |
|
| S3 |
47.93 |
50.10 |
55.03 |
|
| S4 |
44.11 |
46.28 |
53.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.23 |
54.17 |
3.06 |
5.4% |
1.74 |
3.1% |
69% |
False |
False |
47,664 |
| 10 |
57.23 |
52.13 |
5.10 |
9.1% |
1.91 |
3.4% |
81% |
False |
False |
38,025 |
| 20 |
57.23 |
49.69 |
7.54 |
13.4% |
2.09 |
3.7% |
87% |
False |
False |
33,975 |
| 40 |
59.95 |
49.69 |
10.26 |
18.2% |
1.90 |
3.4% |
64% |
False |
False |
32,778 |
| 60 |
59.95 |
49.69 |
10.26 |
18.2% |
2.05 |
3.6% |
64% |
False |
False |
30,262 |
| 80 |
60.97 |
49.69 |
11.28 |
20.0% |
2.10 |
3.7% |
58% |
False |
False |
25,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.42 |
|
2.618 |
60.36 |
|
1.618 |
59.10 |
|
1.000 |
58.32 |
|
0.618 |
57.84 |
|
HIGH |
57.06 |
|
0.618 |
56.58 |
|
0.500 |
56.43 |
|
0.382 |
56.28 |
|
LOW |
55.80 |
|
0.618 |
55.02 |
|
1.000 |
54.54 |
|
1.618 |
53.76 |
|
2.618 |
52.50 |
|
4.250 |
50.45 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
56.43 |
56.09 |
| PP |
56.38 |
55.91 |
| S1 |
56.32 |
55.73 |
|