NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.71 |
51.76 |
0.05 |
0.1% |
51.92 |
High |
53.01 |
52.75 |
-0.26 |
-0.5% |
53.04 |
Low |
50.99 |
51.54 |
0.55 |
1.1% |
50.03 |
Close |
51.52 |
52.50 |
0.98 |
1.9% |
52.14 |
Range |
2.02 |
1.21 |
-0.81 |
-40.1% |
3.01 |
ATR |
2.61 |
2.51 |
-0.10 |
-3.8% |
0.00 |
Volume |
131,294 |
174,360 |
43,066 |
32.8% |
593,669 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.89 |
55.41 |
53.17 |
|
R3 |
54.68 |
54.20 |
52.83 |
|
R2 |
53.47 |
53.47 |
52.72 |
|
R1 |
52.99 |
52.99 |
52.61 |
53.23 |
PP |
52.26 |
52.26 |
52.26 |
52.39 |
S1 |
51.78 |
51.78 |
52.39 |
52.02 |
S2 |
51.05 |
51.05 |
52.28 |
|
S3 |
49.84 |
50.57 |
52.17 |
|
S4 |
48.63 |
49.36 |
51.83 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.77 |
59.46 |
53.80 |
|
R3 |
57.76 |
56.45 |
52.97 |
|
R2 |
54.75 |
54.75 |
52.69 |
|
R1 |
53.44 |
53.44 |
52.42 |
54.10 |
PP |
51.74 |
51.74 |
51.74 |
52.06 |
S1 |
50.43 |
50.43 |
51.86 |
51.09 |
S2 |
48.73 |
48.73 |
51.59 |
|
S3 |
45.72 |
47.42 |
51.31 |
|
S4 |
42.71 |
44.41 |
50.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.04 |
50.03 |
3.01 |
5.7% |
2.14 |
4.1% |
82% |
False |
False |
133,767 |
10 |
55.44 |
50.03 |
5.41 |
10.3% |
2.22 |
4.2% |
46% |
False |
False |
119,721 |
20 |
56.08 |
49.49 |
6.59 |
12.6% |
2.65 |
5.1% |
46% |
False |
False |
104,965 |
40 |
56.08 |
45.52 |
10.56 |
20.1% |
2.59 |
4.9% |
66% |
False |
False |
72,687 |
60 |
68.67 |
45.52 |
23.15 |
44.1% |
2.58 |
4.9% |
30% |
False |
False |
54,820 |
80 |
79.76 |
45.52 |
34.24 |
65.2% |
2.47 |
4.7% |
20% |
False |
False |
44,054 |
100 |
85.91 |
45.52 |
40.39 |
76.9% |
2.34 |
4.5% |
17% |
False |
False |
36,760 |
120 |
91.81 |
45.52 |
46.29 |
88.2% |
2.16 |
4.1% |
15% |
False |
False |
31,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.89 |
2.618 |
55.92 |
1.618 |
54.71 |
1.000 |
53.96 |
0.618 |
53.50 |
HIGH |
52.75 |
0.618 |
52.29 |
0.500 |
52.15 |
0.382 |
52.00 |
LOW |
51.54 |
0.618 |
50.79 |
1.000 |
50.33 |
1.618 |
49.58 |
2.618 |
48.37 |
4.250 |
46.40 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
52.38 |
52.30 |
PP |
52.26 |
52.11 |
S1 |
52.15 |
51.91 |
|