NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
59.20 |
60.15 |
0.95 |
1.6% |
56.00 |
| High |
60.92 |
60.60 |
-0.32 |
-0.5% |
60.92 |
| Low |
58.70 |
59.20 |
0.50 |
0.9% |
55.80 |
| Close |
60.26 |
59.56 |
-0.70 |
-1.2% |
59.56 |
| Range |
2.22 |
1.40 |
-0.82 |
-36.9% |
5.12 |
| ATR |
2.07 |
2.02 |
-0.05 |
-2.3% |
0.00 |
| Volume |
75,171 |
45,020 |
-30,151 |
-40.1% |
234,326 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.99 |
63.17 |
60.33 |
|
| R3 |
62.59 |
61.77 |
59.95 |
|
| R2 |
61.19 |
61.19 |
59.82 |
|
| R1 |
60.37 |
60.37 |
59.69 |
60.08 |
| PP |
59.79 |
59.79 |
59.79 |
59.64 |
| S1 |
58.97 |
58.97 |
59.43 |
58.68 |
| S2 |
58.39 |
58.39 |
59.30 |
|
| S3 |
56.99 |
57.57 |
59.18 |
|
| S4 |
55.59 |
56.17 |
58.79 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.12 |
71.96 |
62.38 |
|
| R3 |
69.00 |
66.84 |
60.97 |
|
| R2 |
63.88 |
63.88 |
60.50 |
|
| R1 |
61.72 |
61.72 |
60.03 |
62.80 |
| PP |
58.76 |
58.76 |
58.76 |
59.30 |
| S1 |
56.60 |
56.60 |
59.09 |
57.68 |
| S2 |
53.64 |
53.64 |
58.62 |
|
| S3 |
48.52 |
51.48 |
58.15 |
|
| S4 |
43.40 |
46.36 |
56.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.92 |
55.80 |
5.12 |
8.6% |
1.79 |
3.0% |
73% |
False |
False |
46,865 |
| 10 |
60.92 |
53.41 |
7.51 |
12.6% |
1.92 |
3.2% |
82% |
False |
False |
46,530 |
| 20 |
60.92 |
50.43 |
10.49 |
17.6% |
2.01 |
3.4% |
87% |
False |
False |
37,881 |
| 40 |
60.92 |
49.69 |
11.23 |
18.9% |
1.86 |
3.1% |
88% |
False |
False |
33,836 |
| 60 |
60.92 |
49.69 |
11.23 |
18.9% |
2.02 |
3.4% |
88% |
False |
False |
32,078 |
| 80 |
60.93 |
49.69 |
11.24 |
18.9% |
2.03 |
3.4% |
88% |
False |
False |
27,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.55 |
|
2.618 |
64.27 |
|
1.618 |
62.87 |
|
1.000 |
62.00 |
|
0.618 |
61.47 |
|
HIGH |
60.60 |
|
0.618 |
60.07 |
|
0.500 |
59.90 |
|
0.382 |
59.73 |
|
LOW |
59.20 |
|
0.618 |
58.33 |
|
1.000 |
57.80 |
|
1.618 |
56.93 |
|
2.618 |
55.53 |
|
4.250 |
53.25 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.90 |
59.38 |
| PP |
59.79 |
59.20 |
| S1 |
59.67 |
59.02 |
|