NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
50.08 |
48.77 |
-1.31 |
-2.6% |
49.45 |
High |
50.36 |
49.05 |
-1.31 |
-2.6% |
52.40 |
Low |
48.20 |
47.33 |
-0.87 |
-1.8% |
48.71 |
Close |
48.29 |
48.17 |
-0.12 |
-0.2% |
49.61 |
Range |
2.16 |
1.72 |
-0.44 |
-20.4% |
3.69 |
ATR |
2.44 |
2.39 |
-0.05 |
-2.1% |
0.00 |
Volume |
395,761 |
404,590 |
8,829 |
2.2% |
2,039,556 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.34 |
52.48 |
49.12 |
|
R3 |
51.62 |
50.76 |
48.64 |
|
R2 |
49.90 |
49.90 |
48.49 |
|
R1 |
49.04 |
49.04 |
48.33 |
48.61 |
PP |
48.18 |
48.18 |
48.18 |
47.97 |
S1 |
47.32 |
47.32 |
48.01 |
46.89 |
S2 |
46.46 |
46.46 |
47.85 |
|
S3 |
44.74 |
45.60 |
47.70 |
|
S4 |
43.02 |
43.88 |
47.22 |
|
|
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 |
47.33 |
5.07 |
10.5% |
1.91 |
4.0% |
17% |
False |
True |
397,604 |
10 |
52.40 |
47.33 |
5.07 |
10.5% |
2.06 |
4.3% |
17% |
False |
True |
410,886 |
20 |
54.92 |
47.33 |
7.59 |
15.8% |
2.32 |
4.8% |
11% |
False |
True |
375,624 |
40 |
55.05 |
44.37 |
10.68 |
22.2% |
2.65 |
5.5% |
36% |
False |
False |
241,272 |
60 |
60.33 |
44.37 |
15.96 |
33.1% |
2.67 |
5.6% |
24% |
False |
False |
172,520 |
80 |
77.75 |
44.37 |
33.38 |
69.3% |
2.62 |
5.4% |
11% |
False |
False |
134,038 |
100 |
82.27 |
44.37 |
37.90 |
78.7% |
2.46 |
5.1% |
10% |
False |
False |
109,967 |
120 |
91.54 |
44.37 |
47.17 |
97.9% |
2.34 |
4.9% |
8% |
False |
False |
93,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.36 |
2.618 |
53.55 |
1.618 |
51.83 |
1.000 |
50.77 |
0.618 |
50.11 |
HIGH |
49.05 |
0.618 |
48.39 |
0.500 |
48.19 |
0.382 |
47.99 |
LOW |
47.33 |
0.618 |
46.27 |
1.000 |
45.61 |
1.618 |
44.55 |
2.618 |
42.83 |
4.250 |
40.02 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
48.19 |
49.06 |
PP |
48.18 |
48.76 |
S1 |
48.18 |
48.47 |
|