NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.76 |
52.55 |
0.79 |
1.5% |
51.92 |
High |
52.75 |
53.56 |
0.81 |
1.5% |
53.04 |
Low |
51.54 |
51.52 |
-0.02 |
0.0% |
50.03 |
Close |
52.50 |
53.23 |
0.73 |
1.4% |
52.14 |
Range |
1.21 |
2.04 |
0.83 |
68.6% |
3.01 |
ATR |
2.51 |
2.48 |
-0.03 |
-1.3% |
0.00 |
Volume |
174,360 |
126,797 |
-47,563 |
-27.3% |
593,669 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.89 |
58.10 |
54.35 |
|
R3 |
56.85 |
56.06 |
53.79 |
|
R2 |
54.81 |
54.81 |
53.60 |
|
R1 |
54.02 |
54.02 |
53.42 |
54.42 |
PP |
52.77 |
52.77 |
52.77 |
52.97 |
S1 |
51.98 |
51.98 |
53.04 |
52.38 |
S2 |
50.73 |
50.73 |
52.86 |
|
S3 |
48.69 |
49.94 |
52.67 |
|
S4 |
46.65 |
47.90 |
52.11 |
|
|
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 |
53.56 |
50.03 |
3.53 |
6.6% |
1.95 |
3.7% |
91% |
True |
False |
145,703 |
10 |
53.86 |
50.03 |
3.83 |
7.2% |
2.10 |
4.0% |
84% |
False |
False |
121,676 |
20 |
56.08 |
49.49 |
6.59 |
12.4% |
2.54 |
4.8% |
57% |
False |
False |
108,238 |
40 |
56.08 |
45.52 |
10.56 |
19.8% |
2.57 |
4.8% |
73% |
False |
False |
75,467 |
60 |
67.44 |
45.52 |
21.92 |
41.2% |
2.58 |
4.9% |
35% |
False |
False |
56,731 |
80 |
79.76 |
45.52 |
34.24 |
64.3% |
2.47 |
4.6% |
23% |
False |
False |
45,468 |
100 |
85.40 |
45.52 |
39.88 |
74.9% |
2.35 |
4.4% |
19% |
False |
False |
37,935 |
120 |
91.81 |
45.52 |
46.29 |
87.0% |
2.17 |
4.1% |
17% |
False |
False |
32,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.23 |
2.618 |
58.90 |
1.618 |
56.86 |
1.000 |
55.60 |
0.618 |
54.82 |
HIGH |
53.56 |
0.618 |
52.78 |
0.500 |
52.54 |
0.382 |
52.30 |
LOW |
51.52 |
0.618 |
50.26 |
1.000 |
49.48 |
1.618 |
48.22 |
2.618 |
46.18 |
4.250 |
42.85 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
53.00 |
52.91 |
PP |
52.77 |
52.59 |
S1 |
52.54 |
52.28 |
|