NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
56.23 |
57.11 |
0.88 |
1.6% |
53.41 |
| High |
57.57 |
59.83 |
2.26 |
3.9% |
57.23 |
| Low |
56.23 |
57.11 |
0.88 |
1.6% |
53.41 |
| Close |
57.17 |
59.72 |
2.55 |
4.5% |
56.08 |
| Range |
1.34 |
2.72 |
1.38 |
103.0% |
3.82 |
| ATR |
2.01 |
2.06 |
0.05 |
2.5% |
0.00 |
| Volume |
26,982 |
43,408 |
16,426 |
60.9% |
230,980 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.05 |
66.10 |
61.22 |
|
| R3 |
64.33 |
63.38 |
60.47 |
|
| R2 |
61.61 |
61.61 |
60.22 |
|
| R1 |
60.66 |
60.66 |
59.97 |
61.14 |
| PP |
58.89 |
58.89 |
58.89 |
59.12 |
| S1 |
57.94 |
57.94 |
59.47 |
58.42 |
| S2 |
56.17 |
56.17 |
59.22 |
|
| S3 |
53.45 |
55.22 |
58.97 |
|
| S4 |
50.73 |
52.50 |
58.22 |
|
|
| 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 |
59.83 |
54.39 |
5.44 |
9.1% |
1.70 |
2.9% |
98% |
True |
False |
40,610 |
| 10 |
59.83 |
52.13 |
7.70 |
12.9% |
2.05 |
3.4% |
99% |
True |
False |
41,195 |
| 20 |
59.83 |
49.69 |
10.14 |
17.0% |
2.11 |
3.5% |
99% |
True |
False |
34,943 |
| 40 |
59.83 |
49.69 |
10.14 |
17.0% |
1.90 |
3.2% |
99% |
True |
False |
32,776 |
| 60 |
59.95 |
49.69 |
10.26 |
17.2% |
2.02 |
3.4% |
98% |
False |
False |
30,691 |
| 80 |
60.97 |
49.69 |
11.28 |
18.9% |
2.08 |
3.5% |
89% |
False |
False |
25,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.39 |
|
2.618 |
66.95 |
|
1.618 |
64.23 |
|
1.000 |
62.55 |
|
0.618 |
61.51 |
|
HIGH |
59.83 |
|
0.618 |
58.79 |
|
0.500 |
58.47 |
|
0.382 |
58.15 |
|
LOW |
57.11 |
|
0.618 |
55.43 |
|
1.000 |
54.39 |
|
1.618 |
52.71 |
|
2.618 |
49.99 |
|
4.250 |
45.55 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.30 |
59.09 |
| PP |
58.89 |
58.45 |
| S1 |
58.47 |
57.82 |
|