NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
53.28 |
52.71 |
-0.57 |
-1.1% |
51.71 |
High |
54.00 |
53.04 |
-0.96 |
-1.8% |
54.00 |
Low |
52.40 |
50.80 |
-1.60 |
-3.1% |
50.80 |
Close |
52.55 |
51.47 |
-1.08 |
-2.1% |
51.47 |
Range |
1.60 |
2.24 |
0.64 |
40.0% |
3.20 |
ATR |
2.42 |
2.40 |
-0.01 |
-0.5% |
0.00 |
Volume |
194,152 |
124,814 |
-69,338 |
-35.7% |
751,417 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.49 |
57.22 |
52.70 |
|
R3 |
56.25 |
54.98 |
52.09 |
|
R2 |
54.01 |
54.01 |
51.88 |
|
R1 |
52.74 |
52.74 |
51.68 |
52.26 |
PP |
51.77 |
51.77 |
51.77 |
51.53 |
S1 |
50.50 |
50.50 |
51.26 |
50.02 |
S2 |
49.53 |
49.53 |
51.06 |
|
S3 |
47.29 |
48.26 |
50.85 |
|
S4 |
45.05 |
46.02 |
50.24 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.69 |
59.78 |
53.23 |
|
R3 |
58.49 |
56.58 |
52.35 |
|
R2 |
55.29 |
55.29 |
52.06 |
|
R1 |
53.38 |
53.38 |
51.76 |
52.74 |
PP |
52.09 |
52.09 |
52.09 |
51.77 |
S1 |
50.18 |
50.18 |
51.18 |
49.54 |
S2 |
48.89 |
48.89 |
50.88 |
|
S3 |
45.69 |
46.98 |
50.59 |
|
S4 |
42.49 |
43.78 |
49.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.00 |
50.80 |
3.20 |
6.2% |
1.82 |
3.5% |
21% |
False |
True |
150,283 |
10 |
54.00 |
50.03 |
3.97 |
7.7% |
2.04 |
4.0% |
36% |
False |
False |
134,508 |
20 |
56.08 |
50.03 |
6.05 |
11.8% |
2.28 |
4.4% |
24% |
False |
False |
117,163 |
40 |
56.08 |
45.52 |
10.56 |
20.5% |
2.54 |
4.9% |
56% |
False |
False |
81,640 |
60 |
64.72 |
45.52 |
19.20 |
37.3% |
2.58 |
5.0% |
31% |
False |
False |
61,523 |
80 |
79.76 |
45.52 |
34.24 |
66.5% |
2.48 |
4.8% |
17% |
False |
False |
49,246 |
100 |
83.71 |
45.52 |
38.19 |
74.2% |
2.34 |
4.5% |
16% |
False |
False |
40,964 |
120 |
91.81 |
45.52 |
46.29 |
89.9% |
2.17 |
4.2% |
13% |
False |
False |
35,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.56 |
2.618 |
58.90 |
1.618 |
56.66 |
1.000 |
55.28 |
0.618 |
54.42 |
HIGH |
53.04 |
0.618 |
52.18 |
0.500 |
51.92 |
0.382 |
51.66 |
LOW |
50.80 |
0.618 |
49.42 |
1.000 |
48.56 |
1.618 |
47.18 |
2.618 |
44.94 |
4.250 |
41.28 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
51.92 |
52.40 |
PP |
51.77 |
52.09 |
S1 |
51.62 |
51.78 |
|