NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
60.11 |
59.00 |
-1.11 |
-1.8% |
56.00 |
| High |
60.33 |
59.81 |
-0.52 |
-0.9% |
60.92 |
| Low |
58.72 |
58.32 |
-0.40 |
-0.7% |
55.80 |
| Close |
59.19 |
59.10 |
-0.09 |
-0.2% |
59.56 |
| Range |
1.61 |
1.49 |
-0.12 |
-7.5% |
5.12 |
| ATR |
2.00 |
1.96 |
-0.04 |
-1.8% |
0.00 |
| Volume |
30,283 |
30,455 |
172 |
0.6% |
234,326 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.55 |
62.81 |
59.92 |
|
| R3 |
62.06 |
61.32 |
59.51 |
|
| R2 |
60.57 |
60.57 |
59.37 |
|
| R1 |
59.83 |
59.83 |
59.24 |
60.20 |
| PP |
59.08 |
59.08 |
59.08 |
59.26 |
| S1 |
58.34 |
58.34 |
58.96 |
58.71 |
| S2 |
57.59 |
57.59 |
58.83 |
|
| S3 |
56.10 |
56.85 |
58.69 |
|
| S4 |
54.61 |
55.36 |
58.28 |
|
|
| 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 |
58.32 |
2.60 |
4.4% |
1.76 |
3.0% |
30% |
False |
True |
43,225 |
| 10 |
60.92 |
54.39 |
6.53 |
11.0% |
1.73 |
2.9% |
72% |
False |
False |
41,917 |
| 20 |
60.92 |
52.02 |
8.90 |
15.1% |
2.00 |
3.4% |
80% |
False |
False |
39,405 |
| 40 |
60.92 |
49.69 |
11.23 |
19.0% |
1.88 |
3.2% |
84% |
False |
False |
33,991 |
| 60 |
60.92 |
49.69 |
11.23 |
19.0% |
2.01 |
3.4% |
84% |
False |
False |
32,253 |
| 80 |
60.92 |
49.69 |
11.23 |
19.0% |
2.01 |
3.4% |
84% |
False |
False |
28,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.14 |
|
2.618 |
63.71 |
|
1.618 |
62.22 |
|
1.000 |
61.30 |
|
0.618 |
60.73 |
|
HIGH |
59.81 |
|
0.618 |
59.24 |
|
0.500 |
59.07 |
|
0.382 |
58.89 |
|
LOW |
58.32 |
|
0.618 |
57.40 |
|
1.000 |
56.83 |
|
1.618 |
55.91 |
|
2.618 |
54.42 |
|
4.250 |
51.99 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
59.09 |
59.54 |
| PP |
59.08 |
59.39 |
| S1 |
59.07 |
59.25 |
|