NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.62 |
50.89 |
-0.73 |
-1.4% |
49.45 |
High |
52.40 |
51.22 |
-1.18 |
-2.3% |
52.40 |
Low |
50.61 |
48.88 |
-1.73 |
-3.4% |
48.71 |
Close |
50.76 |
49.61 |
-1.15 |
-2.3% |
49.61 |
Range |
1.79 |
2.34 |
0.55 |
30.7% |
3.69 |
ATR |
2.55 |
2.54 |
-0.02 |
-0.6% |
0.00 |
Volume |
370,953 |
406,840 |
35,887 |
9.7% |
2,039,556 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.92 |
55.61 |
50.90 |
|
R3 |
54.58 |
53.27 |
50.25 |
|
R2 |
52.24 |
52.24 |
50.04 |
|
R1 |
50.93 |
50.93 |
49.82 |
50.42 |
PP |
49.90 |
49.90 |
49.90 |
49.65 |
S1 |
48.59 |
48.59 |
49.40 |
48.08 |
S2 |
47.56 |
47.56 |
49.18 |
|
S3 |
45.22 |
46.25 |
48.97 |
|
S4 |
42.88 |
43.91 |
48.32 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.31 |
59.15 |
51.64 |
|
R3 |
57.62 |
55.46 |
50.62 |
|
R2 |
53.93 |
53.93 |
50.29 |
|
R1 |
51.77 |
51.77 |
49.95 |
52.85 |
PP |
50.24 |
50.24 |
50.24 |
50.78 |
S1 |
48.08 |
48.08 |
49.27 |
49.16 |
S2 |
46.55 |
46.55 |
48.93 |
|
S3 |
42.86 |
44.39 |
48.60 |
|
S4 |
39.17 |
40.70 |
47.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.40 |
48.71 |
3.69 |
7.4% |
2.05 |
4.1% |
24% |
False |
False |
407,911 |
10 |
52.40 |
47.80 |
4.60 |
9.3% |
2.20 |
4.4% |
39% |
False |
False |
409,664 |
20 |
54.92 |
47.80 |
7.12 |
14.4% |
2.42 |
4.9% |
25% |
False |
False |
347,985 |
40 |
55.05 |
44.37 |
10.68 |
21.5% |
2.68 |
5.4% |
49% |
False |
False |
215,828 |
60 |
64.75 |
44.37 |
20.38 |
41.1% |
2.70 |
5.4% |
26% |
False |
False |
153,658 |
80 |
79.70 |
44.37 |
35.33 |
71.2% |
2.61 |
5.3% |
15% |
False |
False |
119,555 |
100 |
83.90 |
44.37 |
39.53 |
79.7% |
2.47 |
5.0% |
13% |
False |
False |
98,259 |
120 |
92.17 |
44.37 |
47.80 |
96.4% |
2.33 |
4.7% |
11% |
False |
False |
83,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.17 |
2.618 |
57.35 |
1.618 |
55.01 |
1.000 |
53.56 |
0.618 |
52.67 |
HIGH |
51.22 |
0.618 |
50.33 |
0.500 |
50.05 |
0.382 |
49.77 |
LOW |
48.88 |
0.618 |
47.43 |
1.000 |
46.54 |
1.618 |
45.09 |
2.618 |
42.75 |
4.250 |
38.94 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
50.05 |
50.64 |
PP |
49.90 |
50.30 |
S1 |
49.76 |
49.95 |
|