NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
50.89 |
49.60 |
-1.29 |
-2.5% |
49.45 |
High |
51.22 |
50.79 |
-0.43 |
-0.8% |
52.40 |
Low |
48.88 |
49.25 |
0.37 |
0.8% |
48.71 |
Close |
49.61 |
50.00 |
0.39 |
0.8% |
49.61 |
Range |
2.34 |
1.54 |
-0.80 |
-34.2% |
3.69 |
ATR |
2.54 |
2.46 |
-0.07 |
-2.8% |
0.00 |
Volume |
406,840 |
409,877 |
3,037 |
0.7% |
2,039,556 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.63 |
53.86 |
50.85 |
|
R3 |
53.09 |
52.32 |
50.42 |
|
R2 |
51.55 |
51.55 |
50.28 |
|
R1 |
50.78 |
50.78 |
50.14 |
51.17 |
PP |
50.01 |
50.01 |
50.01 |
50.21 |
S1 |
49.24 |
49.24 |
49.86 |
49.63 |
S2 |
48.47 |
48.47 |
49.72 |
|
S3 |
46.93 |
47.70 |
49.58 |
|
S4 |
45.39 |
46.16 |
49.15 |
|
|
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 |
48.88 |
3.52 |
7.0% |
1.89 |
3.8% |
32% |
False |
False |
404,451 |
10 |
52.40 |
47.80 |
4.60 |
9.2% |
2.12 |
4.2% |
48% |
False |
False |
403,113 |
20 |
54.92 |
47.80 |
7.12 |
14.2% |
2.38 |
4.8% |
31% |
False |
False |
359,024 |
40 |
55.05 |
44.37 |
10.68 |
21.4% |
2.68 |
5.4% |
53% |
False |
False |
224,463 |
60 |
63.78 |
44.37 |
19.41 |
38.8% |
2.70 |
5.4% |
29% |
False |
False |
160,012 |
80 |
77.96 |
44.37 |
33.59 |
67.2% |
2.60 |
5.2% |
17% |
False |
False |
124,443 |
100 |
83.28 |
44.37 |
38.91 |
77.8% |
2.48 |
5.0% |
14% |
False |
False |
102,244 |
120 |
92.17 |
44.37 |
47.80 |
95.6% |
2.33 |
4.7% |
12% |
False |
False |
86,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.34 |
2.618 |
54.82 |
1.618 |
53.28 |
1.000 |
52.33 |
0.618 |
51.74 |
HIGH |
50.79 |
0.618 |
50.20 |
0.500 |
50.02 |
0.382 |
49.84 |
LOW |
49.25 |
0.618 |
48.30 |
1.000 |
47.71 |
1.618 |
46.76 |
2.618 |
45.22 |
4.250 |
42.71 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
50.02 |
50.64 |
PP |
50.01 |
50.43 |
S1 |
50.01 |
50.21 |
|