NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
44.81 |
43.84 |
-0.97 |
-2.2% |
49.60 |
High |
45.00 |
44.20 |
-0.80 |
-1.8% |
50.79 |
Low |
42.85 |
42.41 |
-0.44 |
-1.0% |
44.75 |
Close |
43.88 |
43.46 |
-0.42 |
-1.0% |
44.84 |
Range |
2.15 |
1.79 |
-0.36 |
-16.7% |
6.04 |
ATR |
2.35 |
2.31 |
-0.04 |
-1.7% |
0.00 |
Volume |
367,600 |
346,310 |
-21,290 |
-5.8% |
1,964,331 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.73 |
47.88 |
44.44 |
|
R3 |
46.94 |
46.09 |
43.95 |
|
R2 |
45.15 |
45.15 |
43.79 |
|
R1 |
44.30 |
44.30 |
43.62 |
43.83 |
PP |
43.36 |
43.36 |
43.36 |
43.12 |
S1 |
42.51 |
42.51 |
43.30 |
42.04 |
S2 |
41.57 |
41.57 |
43.13 |
|
S3 |
39.78 |
40.72 |
42.97 |
|
S4 |
37.99 |
38.93 |
42.48 |
|
|
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 |
49.05 |
42.41 |
6.64 |
15.3% |
2.02 |
4.6% |
16% |
False |
True |
374,520 |
10 |
52.40 |
42.41 |
9.99 |
23.0% |
2.03 |
4.7% |
11% |
False |
True |
392,002 |
20 |
54.22 |
42.41 |
11.81 |
27.2% |
2.18 |
5.0% |
9% |
False |
True |
398,782 |
40 |
55.05 |
42.41 |
12.64 |
29.1% |
2.51 |
5.8% |
8% |
False |
True |
270,463 |
60 |
59.62 |
42.41 |
17.21 |
39.6% |
2.60 |
6.0% |
6% |
False |
True |
195,115 |
80 |
77.75 |
42.41 |
35.34 |
81.3% |
2.61 |
6.0% |
3% |
False |
True |
151,651 |
100 |
82.03 |
42.41 |
39.62 |
91.2% |
2.45 |
5.6% |
3% |
False |
True |
124,166 |
120 |
91.36 |
42.41 |
48.95 |
112.6% |
2.37 |
5.5% |
2% |
False |
True |
105,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.81 |
2.618 |
48.89 |
1.618 |
47.10 |
1.000 |
45.99 |
0.618 |
45.31 |
HIGH |
44.20 |
0.618 |
43.52 |
0.500 |
43.31 |
0.382 |
43.09 |
LOW |
42.41 |
0.618 |
41.30 |
1.000 |
40.62 |
1.618 |
39.51 |
2.618 |
37.72 |
4.250 |
34.80 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
43.41 |
44.85 |
PP |
43.36 |
44.38 |
S1 |
43.31 |
43.92 |
|