NYMEX Light Sweet Crude Oil Future October 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
61.00 |
61.05 |
0.05 |
0.1% |
60.27 |
| High |
61.30 |
61.28 |
-0.02 |
0.0% |
61.62 |
| Low |
60.46 |
60.26 |
-0.20 |
-0.3% |
58.74 |
| Close |
61.04 |
60.72 |
-0.32 |
-0.5% |
61.04 |
| Range |
0.84 |
1.02 |
0.18 |
21.4% |
2.88 |
| ATR |
1.79 |
1.73 |
-0.05 |
-3.1% |
0.00 |
| Volume |
31,169 |
29,423 |
-1,746 |
-5.6% |
90,724 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.81 |
63.29 |
61.28 |
|
| R3 |
62.79 |
62.27 |
61.00 |
|
| R2 |
61.77 |
61.77 |
60.91 |
|
| R1 |
61.25 |
61.25 |
60.81 |
61.00 |
| PP |
60.75 |
60.75 |
60.75 |
60.63 |
| S1 |
60.23 |
60.23 |
60.63 |
59.98 |
| S2 |
59.73 |
59.73 |
60.53 |
|
| S3 |
58.71 |
59.21 |
60.44 |
|
| S4 |
57.69 |
58.19 |
60.16 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.11 |
67.95 |
62.62 |
|
| R3 |
66.23 |
65.07 |
61.83 |
|
| R2 |
63.35 |
63.35 |
61.57 |
|
| R1 |
62.19 |
62.19 |
61.30 |
62.77 |
| PP |
60.47 |
60.47 |
60.47 |
60.76 |
| S1 |
59.31 |
59.31 |
60.78 |
59.89 |
| S2 |
57.59 |
57.59 |
60.51 |
|
| S3 |
54.71 |
56.43 |
60.25 |
|
| S4 |
51.83 |
53.55 |
59.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.62 |
58.74 |
2.88 |
4.7% |
1.44 |
2.4% |
69% |
False |
False |
21,010 |
| 10 |
61.62 |
56.89 |
4.73 |
7.8% |
1.62 |
2.7% |
81% |
False |
False |
19,620 |
| 20 |
61.62 |
52.98 |
8.64 |
14.2% |
1.67 |
2.8% |
90% |
False |
False |
17,053 |
| 40 |
61.62 |
50.54 |
11.08 |
18.2% |
1.64 |
2.7% |
92% |
False |
False |
14,901 |
| 60 |
61.62 |
50.54 |
11.08 |
18.2% |
1.85 |
3.0% |
92% |
False |
False |
13,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.62 |
|
2.618 |
63.95 |
|
1.618 |
62.93 |
|
1.000 |
62.30 |
|
0.618 |
61.91 |
|
HIGH |
61.28 |
|
0.618 |
60.89 |
|
0.500 |
60.77 |
|
0.382 |
60.65 |
|
LOW |
60.26 |
|
0.618 |
59.63 |
|
1.000 |
59.24 |
|
1.618 |
58.61 |
|
2.618 |
57.59 |
|
4.250 |
55.93 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
60.77 |
60.63 |
| PP |
60.75 |
60.53 |
| S1 |
60.74 |
60.44 |
|