NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
48.77 |
48.44 |
-0.33 |
-0.7% |
49.45 |
High |
49.05 |
48.76 |
-0.29 |
-0.6% |
52.40 |
Low |
47.33 |
46.86 |
-0.47 |
-1.0% |
48.71 |
Close |
48.17 |
47.05 |
-1.12 |
-2.3% |
49.61 |
Range |
1.72 |
1.90 |
0.18 |
10.5% |
3.69 |
ATR |
2.39 |
2.36 |
-0.04 |
-1.5% |
0.00 |
Volume |
404,590 |
358,381 |
-46,209 |
-11.4% |
2,039,556 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.26 |
52.05 |
48.10 |
|
R3 |
51.36 |
50.15 |
47.57 |
|
R2 |
49.46 |
49.46 |
47.40 |
|
R1 |
48.25 |
48.25 |
47.22 |
47.91 |
PP |
47.56 |
47.56 |
47.56 |
47.38 |
S1 |
46.35 |
46.35 |
46.88 |
46.01 |
S2 |
45.66 |
45.66 |
46.70 |
|
S3 |
43.76 |
44.45 |
46.53 |
|
S4 |
41.86 |
42.55 |
46.01 |
|
|
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 |
51.22 |
46.86 |
4.36 |
9.3% |
1.93 |
4.1% |
4% |
False |
True |
395,089 |
10 |
52.40 |
46.86 |
5.54 |
11.8% |
1.90 |
4.0% |
3% |
False |
True |
400,765 |
20 |
54.92 |
46.86 |
8.06 |
17.1% |
2.26 |
4.8% |
2% |
False |
True |
381,988 |
40 |
55.05 |
44.37 |
10.68 |
22.7% |
2.64 |
5.6% |
25% |
False |
False |
248,545 |
60 |
59.74 |
44.37 |
15.37 |
32.7% |
2.67 |
5.7% |
17% |
False |
False |
178,097 |
80 |
77.75 |
44.37 |
33.38 |
70.9% |
2.61 |
5.5% |
8% |
False |
False |
138,316 |
100 |
82.03 |
44.37 |
37.66 |
80.0% |
2.43 |
5.2% |
7% |
False |
False |
113,410 |
120 |
91.36 |
44.37 |
46.99 |
99.9% |
2.34 |
5.0% |
6% |
False |
False |
96,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.84 |
2.618 |
53.73 |
1.618 |
51.83 |
1.000 |
50.66 |
0.618 |
49.93 |
HIGH |
48.76 |
0.618 |
48.03 |
0.500 |
47.81 |
0.382 |
47.59 |
LOW |
46.86 |
0.618 |
45.69 |
1.000 |
44.96 |
1.618 |
43.79 |
2.618 |
41.89 |
4.250 |
38.79 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
47.81 |
48.61 |
PP |
47.56 |
48.09 |
S1 |
47.30 |
47.57 |
|