NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
49.45 |
49.80 |
0.35 |
0.7% |
50.75 |
High |
51.04 |
50.83 |
-0.21 |
-0.4% |
51.28 |
Low |
48.71 |
49.45 |
0.74 |
1.5% |
47.80 |
Close |
49.59 |
50.52 |
0.93 |
1.9% |
49.76 |
Range |
2.33 |
1.38 |
-0.95 |
-40.8% |
3.48 |
ATR |
2.72 |
2.63 |
-0.10 |
-3.5% |
0.00 |
Volume |
427,177 |
370,597 |
-56,580 |
-13.2% |
2,057,086 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.41 |
53.84 |
51.28 |
|
R3 |
53.03 |
52.46 |
50.90 |
|
R2 |
51.65 |
51.65 |
50.77 |
|
R1 |
51.08 |
51.08 |
50.65 |
51.37 |
PP |
50.27 |
50.27 |
50.27 |
50.41 |
S1 |
49.70 |
49.70 |
50.39 |
49.99 |
S2 |
48.89 |
48.89 |
50.27 |
|
S3 |
47.51 |
48.32 |
50.14 |
|
S4 |
46.13 |
46.94 |
49.76 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.05 |
58.39 |
51.67 |
|
R3 |
56.57 |
54.91 |
50.72 |
|
R2 |
53.09 |
53.09 |
50.40 |
|
R1 |
51.43 |
51.43 |
50.08 |
50.52 |
PP |
49.61 |
49.61 |
49.61 |
49.16 |
S1 |
47.95 |
47.95 |
49.44 |
47.04 |
S2 |
46.13 |
46.13 |
49.12 |
|
S3 |
42.65 |
44.47 |
48.80 |
|
S4 |
39.17 |
40.99 |
47.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.28 |
47.80 |
3.48 |
6.9% |
2.29 |
4.5% |
78% |
False |
False |
417,275 |
10 |
54.22 |
47.80 |
6.42 |
12.7% |
2.33 |
4.6% |
42% |
False |
False |
405,562 |
20 |
55.05 |
47.80 |
7.25 |
14.4% |
2.78 |
5.5% |
38% |
False |
False |
306,151 |
40 |
55.05 |
44.37 |
10.68 |
21.1% |
2.72 |
5.4% |
58% |
False |
False |
188,593 |
60 |
68.53 |
44.37 |
24.16 |
47.8% |
2.69 |
5.3% |
25% |
False |
False |
133,864 |
80 |
79.70 |
44.37 |
35.33 |
69.9% |
2.60 |
5.1% |
17% |
False |
False |
104,739 |
100 |
86.22 |
44.37 |
41.85 |
82.8% |
2.48 |
4.9% |
15% |
False |
False |
86,237 |
120 |
92.17 |
44.37 |
47.80 |
94.6% |
2.31 |
4.6% |
13% |
False |
False |
73,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.70 |
2.618 |
54.44 |
1.618 |
53.06 |
1.000 |
52.21 |
0.618 |
51.68 |
HIGH |
50.83 |
0.618 |
50.30 |
0.500 |
50.14 |
0.382 |
49.98 |
LOW |
49.45 |
0.618 |
48.60 |
1.000 |
48.07 |
1.618 |
47.22 |
2.618 |
45.84 |
4.250 |
43.59 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
50.39 |
50.26 |
PP |
50.27 |
50.01 |
S1 |
50.14 |
49.75 |
|