NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
46.93 |
44.81 |
-2.12 |
-4.5% |
49.60 |
High |
47.28 |
45.00 |
-2.28 |
-4.8% |
50.79 |
Low |
44.75 |
42.85 |
-1.90 |
-4.2% |
44.75 |
Close |
44.84 |
43.88 |
-0.96 |
-2.1% |
44.84 |
Range |
2.53 |
2.15 |
-0.38 |
-15.0% |
6.04 |
ATR |
2.37 |
2.35 |
-0.02 |
-0.7% |
0.00 |
Volume |
395,722 |
367,600 |
-28,122 |
-7.1% |
1,964,331 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.36 |
49.27 |
45.06 |
|
R3 |
48.21 |
47.12 |
44.47 |
|
R2 |
46.06 |
46.06 |
44.27 |
|
R1 |
44.97 |
44.97 |
44.08 |
44.44 |
PP |
43.91 |
43.91 |
43.91 |
43.65 |
S1 |
42.82 |
42.82 |
43.68 |
42.29 |
S2 |
41.76 |
41.76 |
43.49 |
|
S3 |
39.61 |
40.67 |
43.29 |
|
S4 |
37.46 |
38.52 |
42.70 |
|
|
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 |
50.36 |
42.85 |
7.51 |
17.1% |
2.09 |
4.8% |
14% |
False |
True |
384,410 |
10 |
52.40 |
42.85 |
9.55 |
21.8% |
1.99 |
4.5% |
11% |
False |
True |
394,431 |
20 |
54.92 |
42.85 |
12.07 |
27.5% |
2.26 |
5.1% |
9% |
False |
True |
395,386 |
40 |
55.05 |
42.85 |
12.20 |
27.8% |
2.54 |
5.8% |
8% |
False |
True |
263,997 |
60 |
59.74 |
42.85 |
16.89 |
38.5% |
2.64 |
6.0% |
6% |
False |
True |
189,860 |
80 |
77.75 |
42.85 |
34.90 |
79.5% |
2.61 |
6.0% |
3% |
False |
True |
147,464 |
100 |
82.03 |
42.85 |
39.18 |
89.3% |
2.45 |
5.6% |
3% |
False |
True |
120,804 |
120 |
91.36 |
42.85 |
48.51 |
110.6% |
2.37 |
5.4% |
2% |
False |
True |
102,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.14 |
2.618 |
50.63 |
1.618 |
48.48 |
1.000 |
47.15 |
0.618 |
46.33 |
HIGH |
45.00 |
0.618 |
44.18 |
0.500 |
43.93 |
0.382 |
43.67 |
LOW |
42.85 |
0.618 |
41.52 |
1.000 |
40.70 |
1.618 |
39.37 |
2.618 |
37.22 |
4.250 |
33.71 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
43.93 |
45.81 |
PP |
43.91 |
45.16 |
S1 |
43.90 |
44.52 |
|