NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
52.71 |
51.40 |
-1.31 |
-2.5% |
51.71 |
High |
53.04 |
52.44 |
-0.60 |
-1.1% |
54.00 |
Low |
50.80 |
51.06 |
0.26 |
0.5% |
50.80 |
Close |
51.47 |
51.66 |
0.19 |
0.4% |
51.47 |
Range |
2.24 |
1.38 |
-0.86 |
-38.4% |
3.20 |
ATR |
2.40 |
2.33 |
-0.07 |
-3.0% |
0.00 |
Volume |
124,814 |
161,970 |
37,156 |
29.8% |
751,417 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.86 |
55.14 |
52.42 |
|
R3 |
54.48 |
53.76 |
52.04 |
|
R2 |
53.10 |
53.10 |
51.91 |
|
R1 |
52.38 |
52.38 |
51.79 |
52.74 |
PP |
51.72 |
51.72 |
51.72 |
51.90 |
S1 |
51.00 |
51.00 |
51.53 |
51.36 |
S2 |
50.34 |
50.34 |
51.41 |
|
S3 |
48.96 |
49.62 |
51.28 |
|
S4 |
47.58 |
48.24 |
50.90 |
|
|
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% |
1.69 |
3.3% |
27% |
False |
False |
156,418 |
10 |
54.00 |
50.03 |
3.97 |
7.7% |
1.95 |
3.8% |
41% |
False |
False |
142,045 |
20 |
56.08 |
50.03 |
6.05 |
11.7% |
2.24 |
4.3% |
27% |
False |
False |
121,301 |
40 |
56.08 |
45.52 |
10.56 |
20.4% |
2.54 |
4.9% |
58% |
False |
False |
84,961 |
60 |
64.06 |
45.52 |
18.54 |
35.9% |
2.57 |
5.0% |
33% |
False |
False |
63,763 |
80 |
78.08 |
45.52 |
32.56 |
63.0% |
2.47 |
4.8% |
19% |
False |
False |
51,144 |
100 |
83.21 |
45.52 |
37.69 |
73.0% |
2.34 |
4.5% |
16% |
False |
False |
42,526 |
120 |
91.81 |
45.52 |
46.29 |
89.6% |
2.18 |
4.2% |
13% |
False |
False |
36,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.31 |
2.618 |
56.05 |
1.618 |
54.67 |
1.000 |
53.82 |
0.618 |
53.29 |
HIGH |
52.44 |
0.618 |
51.91 |
0.500 |
51.75 |
0.382 |
51.59 |
LOW |
51.06 |
0.618 |
50.21 |
1.000 |
49.68 |
1.618 |
48.83 |
2.618 |
47.45 |
4.250 |
45.20 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
51.75 |
52.40 |
PP |
51.72 |
52.15 |
S1 |
51.69 |
51.91 |
|