NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.40 |
51.81 |
0.41 |
0.8% |
51.71 |
High |
52.44 |
52.02 |
-0.42 |
-0.8% |
54.00 |
Low |
51.06 |
49.97 |
-1.09 |
-2.1% |
50.80 |
Close |
51.66 |
50.07 |
-1.59 |
-3.1% |
51.47 |
Range |
1.38 |
2.05 |
0.67 |
48.6% |
3.20 |
ATR |
2.33 |
2.31 |
-0.02 |
-0.9% |
0.00 |
Volume |
161,970 |
216,582 |
54,612 |
33.7% |
751,417 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.84 |
55.50 |
51.20 |
|
R3 |
54.79 |
53.45 |
50.63 |
|
R2 |
52.74 |
52.74 |
50.45 |
|
R1 |
51.40 |
51.40 |
50.26 |
51.05 |
PP |
50.69 |
50.69 |
50.69 |
50.51 |
S1 |
49.35 |
49.35 |
49.88 |
49.00 |
S2 |
48.64 |
48.64 |
49.69 |
|
S3 |
46.59 |
47.30 |
49.51 |
|
S4 |
44.54 |
45.25 |
48.94 |
|
|
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 |
49.97 |
4.03 |
8.0% |
1.86 |
3.7% |
2% |
False |
True |
164,863 |
10 |
54.00 |
49.97 |
4.03 |
8.0% |
2.00 |
4.0% |
2% |
False |
True |
149,315 |
20 |
56.08 |
49.97 |
6.11 |
12.2% |
2.24 |
4.5% |
2% |
False |
True |
127,991 |
40 |
56.08 |
45.52 |
10.56 |
21.1% |
2.54 |
5.1% |
43% |
False |
False |
89,460 |
60 |
62.67 |
45.52 |
17.15 |
34.3% |
2.56 |
5.1% |
27% |
False |
False |
67,082 |
80 |
77.82 |
45.52 |
32.30 |
64.5% |
2.48 |
5.0% |
14% |
False |
False |
53,738 |
100 |
82.02 |
45.52 |
36.50 |
72.9% |
2.33 |
4.6% |
12% |
False |
False |
44,611 |
120 |
91.81 |
45.52 |
46.29 |
92.5% |
2.18 |
4.4% |
10% |
False |
False |
38,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.73 |
2.618 |
57.39 |
1.618 |
55.34 |
1.000 |
54.07 |
0.618 |
53.29 |
HIGH |
52.02 |
0.618 |
51.24 |
0.500 |
51.00 |
0.382 |
50.75 |
LOW |
49.97 |
0.618 |
48.70 |
1.000 |
47.92 |
1.618 |
46.65 |
2.618 |
44.60 |
4.250 |
41.26 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
51.00 |
51.51 |
PP |
50.69 |
51.03 |
S1 |
50.38 |
50.55 |
|