NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
56.82 |
55.20 |
-1.62 |
-2.9% |
53.83 |
| High |
56.93 |
56.48 |
-0.45 |
-0.8% |
55.59 |
| Low |
54.72 |
55.20 |
0.48 |
0.9% |
52.98 |
| Close |
54.76 |
55.62 |
0.86 |
1.6% |
54.10 |
| Range |
2.21 |
1.28 |
-0.93 |
-42.1% |
2.61 |
| ATR |
2.00 |
1.98 |
-0.02 |
-1.0% |
0.00 |
| Volume |
25,346 |
19,387 |
-5,959 |
-23.5% |
42,997 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.61 |
58.89 |
56.32 |
|
| R3 |
58.33 |
57.61 |
55.97 |
|
| R2 |
57.05 |
57.05 |
55.85 |
|
| R1 |
56.33 |
56.33 |
55.74 |
56.69 |
| PP |
55.77 |
55.77 |
55.77 |
55.95 |
| S1 |
55.05 |
55.05 |
55.50 |
55.41 |
| S2 |
54.49 |
54.49 |
55.39 |
|
| S3 |
53.21 |
53.77 |
55.27 |
|
| S4 |
51.93 |
52.49 |
54.92 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.05 |
60.69 |
55.54 |
|
| R3 |
59.44 |
58.08 |
54.82 |
|
| R2 |
56.83 |
56.83 |
54.58 |
|
| R1 |
55.47 |
55.47 |
54.34 |
56.15 |
| PP |
54.22 |
54.22 |
54.22 |
54.57 |
| S1 |
52.86 |
52.86 |
53.86 |
53.54 |
| S2 |
51.61 |
51.61 |
53.62 |
|
| S3 |
49.00 |
50.25 |
53.38 |
|
| S4 |
46.39 |
47.64 |
52.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.70 |
53.24 |
4.46 |
8.0% |
1.95 |
3.5% |
53% |
False |
False |
18,241 |
| 10 |
57.70 |
52.98 |
4.72 |
8.5% |
1.88 |
3.4% |
56% |
False |
False |
15,343 |
| 20 |
57.70 |
50.54 |
7.16 |
12.9% |
1.87 |
3.4% |
71% |
False |
False |
13,559 |
| 40 |
60.65 |
50.54 |
10.11 |
18.2% |
1.71 |
3.1% |
50% |
False |
False |
12,429 |
| 60 |
60.67 |
50.54 |
10.13 |
18.2% |
1.87 |
3.4% |
50% |
False |
False |
10,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.92 |
|
2.618 |
59.83 |
|
1.618 |
58.55 |
|
1.000 |
57.76 |
|
0.618 |
57.27 |
|
HIGH |
56.48 |
|
0.618 |
55.99 |
|
0.500 |
55.84 |
|
0.382 |
55.69 |
|
LOW |
55.20 |
|
0.618 |
54.41 |
|
1.000 |
53.92 |
|
1.618 |
53.13 |
|
2.618 |
51.85 |
|
4.250 |
49.76 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
55.84 |
56.21 |
| PP |
55.77 |
56.01 |
| S1 |
55.69 |
55.82 |
|