NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
49.80 |
50.61 |
0.81 |
1.6% |
50.75 |
| High |
50.83 |
51.99 |
1.16 |
2.3% |
51.28 |
| Low |
49.45 |
49.60 |
0.15 |
0.3% |
47.80 |
| Close |
50.52 |
51.53 |
1.01 |
2.0% |
49.76 |
| Range |
1.38 |
2.39 |
1.01 |
73.2% |
3.48 |
| ATR |
2.63 |
2.61 |
-0.02 |
-0.6% |
0.00 |
| Volume |
370,597 |
463,989 |
93,392 |
25.2% |
2,057,086 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.21 |
57.26 |
52.84 |
|
| R3 |
55.82 |
54.87 |
52.19 |
|
| R2 |
53.43 |
53.43 |
51.97 |
|
| R1 |
52.48 |
52.48 |
51.75 |
52.96 |
| PP |
51.04 |
51.04 |
51.04 |
51.28 |
| S1 |
50.09 |
50.09 |
51.31 |
50.57 |
| S2 |
48.65 |
48.65 |
51.09 |
|
| S3 |
46.26 |
47.70 |
50.87 |
|
| S4 |
43.87 |
45.31 |
50.22 |
|
|
| 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 |
51.99 |
47.80 |
4.19 |
8.1% |
2.20 |
4.3% |
89% |
True |
False |
424,168 |
| 10 |
52.72 |
47.80 |
4.92 |
9.5% |
2.25 |
4.4% |
76% |
False |
False |
423,930 |
| 20 |
54.92 |
47.80 |
7.12 |
13.8% |
2.68 |
5.2% |
52% |
False |
False |
323,480 |
| 40 |
55.05 |
44.37 |
10.68 |
20.7% |
2.71 |
5.3% |
67% |
False |
False |
199,483 |
| 60 |
67.13 |
44.37 |
22.76 |
44.2% |
2.70 |
5.2% |
31% |
False |
False |
141,314 |
| 80 |
79.70 |
44.37 |
35.33 |
68.6% |
2.60 |
5.0% |
20% |
False |
False |
110,240 |
| 100 |
85.79 |
44.37 |
41.42 |
80.4% |
2.49 |
4.8% |
17% |
False |
False |
90,748 |
| 120 |
92.17 |
44.37 |
47.80 |
92.8% |
2.32 |
4.5% |
15% |
False |
False |
76,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.15 |
|
2.618 |
58.25 |
|
1.618 |
55.86 |
|
1.000 |
54.38 |
|
0.618 |
53.47 |
|
HIGH |
51.99 |
|
0.618 |
51.08 |
|
0.500 |
50.80 |
|
0.382 |
50.51 |
|
LOW |
49.60 |
|
0.618 |
48.12 |
|
1.000 |
47.21 |
|
1.618 |
45.73 |
|
2.618 |
43.34 |
|
4.250 |
39.44 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.29 |
51.14 |
| PP |
51.04 |
50.74 |
| S1 |
50.80 |
50.35 |
|