NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
48.44 |
46.93 |
-1.51 |
-3.1% |
49.60 |
High |
48.76 |
47.28 |
-1.48 |
-3.0% |
50.79 |
Low |
46.86 |
44.75 |
-2.11 |
-4.5% |
44.75 |
Close |
47.05 |
44.84 |
-2.21 |
-4.7% |
44.84 |
Range |
1.90 |
2.53 |
0.63 |
33.2% |
6.04 |
ATR |
2.36 |
2.37 |
0.01 |
0.5% |
0.00 |
Volume |
358,381 |
395,722 |
37,341 |
10.4% |
1,964,331 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.21 |
51.56 |
46.23 |
|
R3 |
50.68 |
49.03 |
45.54 |
|
R2 |
48.15 |
48.15 |
45.30 |
|
R1 |
46.50 |
46.50 |
45.07 |
46.06 |
PP |
45.62 |
45.62 |
45.62 |
45.41 |
S1 |
43.97 |
43.97 |
44.61 |
43.53 |
S2 |
43.09 |
43.09 |
44.38 |
|
S3 |
40.56 |
41.44 |
44.14 |
|
S4 |
38.03 |
38.91 |
43.45 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.91 |
60.92 |
48.16 |
|
R3 |
58.87 |
54.88 |
46.50 |
|
R2 |
52.83 |
52.83 |
45.95 |
|
R1 |
48.84 |
48.84 |
45.39 |
47.82 |
PP |
46.79 |
46.79 |
46.79 |
46.28 |
S1 |
42.80 |
42.80 |
44.29 |
41.78 |
S2 |
40.75 |
40.75 |
43.73 |
|
S3 |
34.71 |
36.76 |
43.18 |
|
S4 |
28.67 |
30.72 |
41.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.79 |
44.75 |
6.04 |
13.5% |
1.97 |
4.4% |
1% |
False |
True |
392,866 |
10 |
52.40 |
44.75 |
7.65 |
17.1% |
2.01 |
4.5% |
1% |
False |
True |
400,388 |
20 |
54.92 |
44.75 |
10.17 |
22.7% |
2.27 |
5.1% |
1% |
False |
True |
388,264 |
40 |
55.05 |
44.37 |
10.68 |
23.8% |
2.61 |
5.8% |
4% |
False |
False |
256,588 |
60 |
59.74 |
44.37 |
15.37 |
34.3% |
2.66 |
5.9% |
3% |
False |
False |
184,200 |
80 |
77.75 |
44.37 |
33.38 |
74.4% |
2.60 |
5.8% |
1% |
False |
False |
143,052 |
100 |
82.03 |
44.37 |
37.66 |
84.0% |
2.44 |
5.4% |
1% |
False |
False |
117,221 |
120 |
91.36 |
44.37 |
46.99 |
104.8% |
2.36 |
5.3% |
1% |
False |
False |
99,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.03 |
2.618 |
53.90 |
1.618 |
51.37 |
1.000 |
49.81 |
0.618 |
48.84 |
HIGH |
47.28 |
0.618 |
46.31 |
0.500 |
46.02 |
0.382 |
45.72 |
LOW |
44.75 |
0.618 |
43.19 |
1.000 |
42.22 |
1.618 |
40.66 |
2.618 |
38.13 |
4.250 |
34.00 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
46.02 |
46.90 |
PP |
45.62 |
46.21 |
S1 |
45.23 |
45.53 |
|