NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
43.84 |
42.51 |
-1.33 |
-3.0% |
49.60 |
High |
44.20 |
45.34 |
1.14 |
2.6% |
50.79 |
Low |
42.41 |
42.03 |
-0.38 |
-0.9% |
44.75 |
Close |
43.46 |
44.66 |
1.20 |
2.8% |
44.84 |
Range |
1.79 |
3.31 |
1.52 |
84.9% |
6.04 |
ATR |
2.31 |
2.38 |
0.07 |
3.1% |
0.00 |
Volume |
346,310 |
220,638 |
-125,672 |
-36.3% |
1,964,331 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.94 |
52.61 |
46.48 |
|
R3 |
50.63 |
49.30 |
45.57 |
|
R2 |
47.32 |
47.32 |
45.27 |
|
R1 |
45.99 |
45.99 |
44.96 |
46.66 |
PP |
44.01 |
44.01 |
44.01 |
44.34 |
S1 |
42.68 |
42.68 |
44.36 |
43.35 |
S2 |
40.70 |
40.70 |
44.05 |
|
S3 |
37.39 |
39.37 |
43.75 |
|
S4 |
34.08 |
36.06 |
42.84 |
|
|
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 |
48.76 |
42.03 |
6.73 |
15.1% |
2.34 |
5.2% |
39% |
False |
True |
337,730 |
10 |
52.40 |
42.03 |
10.37 |
23.2% |
2.12 |
4.8% |
25% |
False |
True |
367,667 |
20 |
52.72 |
42.03 |
10.69 |
23.9% |
2.19 |
4.9% |
25% |
False |
True |
395,798 |
40 |
55.05 |
42.03 |
13.02 |
29.2% |
2.53 |
5.7% |
20% |
False |
True |
274,293 |
60 |
59.21 |
42.03 |
17.18 |
38.5% |
2.57 |
5.8% |
15% |
False |
True |
198,254 |
80 |
77.75 |
42.03 |
35.72 |
80.0% |
2.64 |
5.9% |
7% |
False |
True |
154,279 |
100 |
82.03 |
42.03 |
40.00 |
89.6% |
2.46 |
5.5% |
7% |
False |
True |
126,271 |
120 |
91.36 |
42.03 |
49.33 |
110.5% |
2.39 |
5.4% |
5% |
False |
True |
107,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.41 |
2.618 |
54.01 |
1.618 |
50.70 |
1.000 |
48.65 |
0.618 |
47.39 |
HIGH |
45.34 |
0.618 |
44.08 |
0.500 |
43.69 |
0.382 |
43.29 |
LOW |
42.03 |
0.618 |
39.98 |
1.000 |
38.72 |
1.618 |
36.67 |
2.618 |
33.36 |
4.250 |
27.96 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
44.34 |
44.34 |
PP |
44.01 |
44.01 |
S1 |
43.69 |
43.69 |
|