NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
52.55 |
53.28 |
0.73 |
1.4% |
51.92 |
| High |
53.56 |
54.00 |
0.44 |
0.8% |
53.04 |
| Low |
51.52 |
52.40 |
0.88 |
1.7% |
50.03 |
| Close |
53.23 |
52.55 |
-0.68 |
-1.3% |
52.14 |
| Range |
2.04 |
1.60 |
-0.44 |
-21.6% |
3.01 |
| ATR |
2.48 |
2.42 |
-0.06 |
-2.5% |
0.00 |
| Volume |
126,797 |
194,152 |
67,355 |
53.1% |
593,669 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.78 |
56.77 |
53.43 |
|
| R3 |
56.18 |
55.17 |
52.99 |
|
| R2 |
54.58 |
54.58 |
52.84 |
|
| R1 |
53.57 |
53.57 |
52.70 |
53.28 |
| PP |
52.98 |
52.98 |
52.98 |
52.84 |
| S1 |
51.97 |
51.97 |
52.40 |
51.68 |
| S2 |
51.38 |
51.38 |
52.26 |
|
| S3 |
49.78 |
50.37 |
52.11 |
|
| S4 |
48.18 |
48.77 |
51.67 |
|
|
| 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 |
54.00 |
50.81 |
3.19 |
6.1% |
1.67 |
3.2% |
55% |
True |
False |
158,530 |
| 10 |
54.00 |
50.03 |
3.97 |
7.6% |
1.98 |
3.8% |
63% |
True |
False |
132,944 |
| 20 |
56.08 |
49.49 |
6.59 |
12.5% |
2.40 |
4.6% |
46% |
False |
False |
114,501 |
| 40 |
56.08 |
45.52 |
10.56 |
20.1% |
2.54 |
4.8% |
67% |
False |
False |
79,651 |
| 60 |
66.09 |
45.52 |
20.57 |
39.1% |
2.58 |
4.9% |
34% |
False |
False |
59,721 |
| 80 |
79.76 |
45.52 |
34.24 |
65.2% |
2.48 |
4.7% |
21% |
False |
False |
47,751 |
| 100 |
83.92 |
45.52 |
38.40 |
73.1% |
2.34 |
4.4% |
18% |
False |
False |
39,786 |
| 120 |
91.81 |
45.52 |
46.29 |
88.1% |
2.16 |
4.1% |
15% |
False |
False |
34,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.80 |
|
2.618 |
58.19 |
|
1.618 |
56.59 |
|
1.000 |
55.60 |
|
0.618 |
54.99 |
|
HIGH |
54.00 |
|
0.618 |
53.39 |
|
0.500 |
53.20 |
|
0.382 |
53.01 |
|
LOW |
52.40 |
|
0.618 |
51.41 |
|
1.000 |
50.80 |
|
1.618 |
49.81 |
|
2.618 |
48.21 |
|
4.250 |
45.60 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
53.20 |
52.76 |
| PP |
52.98 |
52.69 |
| S1 |
52.77 |
52.62 |
|