NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
51.81 |
50.51 |
-1.30 |
-2.5% |
51.71 |
| High |
52.02 |
50.80 |
-1.22 |
-2.3% |
54.00 |
| Low |
49.97 |
49.17 |
-0.80 |
-1.6% |
50.80 |
| Close |
50.07 |
50.02 |
-0.05 |
-0.1% |
51.47 |
| Range |
2.05 |
1.63 |
-0.42 |
-20.5% |
3.20 |
| ATR |
2.31 |
2.26 |
-0.05 |
-2.1% |
0.00 |
| Volume |
216,582 |
210,675 |
-5,907 |
-2.7% |
751,417 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.89 |
54.08 |
50.92 |
|
| R3 |
53.26 |
52.45 |
50.47 |
|
| R2 |
51.63 |
51.63 |
50.32 |
|
| R1 |
50.82 |
50.82 |
50.17 |
50.41 |
| PP |
50.00 |
50.00 |
50.00 |
49.79 |
| S1 |
49.19 |
49.19 |
49.87 |
48.78 |
| S2 |
48.37 |
48.37 |
49.72 |
|
| S3 |
46.74 |
47.56 |
49.57 |
|
| S4 |
45.11 |
45.93 |
49.12 |
|
|
| 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 |
49.17 |
4.83 |
9.7% |
1.78 |
3.6% |
18% |
False |
True |
181,638 |
| 10 |
54.00 |
49.17 |
4.83 |
9.7% |
1.86 |
3.7% |
18% |
False |
True |
163,670 |
| 20 |
56.08 |
49.17 |
6.91 |
13.8% |
2.19 |
4.4% |
12% |
False |
True |
132,786 |
| 40 |
56.08 |
45.52 |
10.56 |
21.1% |
2.52 |
5.0% |
43% |
False |
False |
93,975 |
| 60 |
60.78 |
45.52 |
15.26 |
30.5% |
2.55 |
5.1% |
29% |
False |
False |
70,172 |
| 80 |
77.67 |
45.52 |
32.15 |
64.3% |
2.49 |
5.0% |
14% |
False |
False |
56,278 |
| 100 |
82.02 |
45.52 |
36.50 |
73.0% |
2.32 |
4.6% |
12% |
False |
False |
46,631 |
| 120 |
91.45 |
45.52 |
45.93 |
91.8% |
2.19 |
4.4% |
10% |
False |
False |
39,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.73 |
|
2.618 |
55.07 |
|
1.618 |
53.44 |
|
1.000 |
52.43 |
|
0.618 |
51.81 |
|
HIGH |
50.80 |
|
0.618 |
50.18 |
|
0.500 |
49.99 |
|
0.382 |
49.79 |
|
LOW |
49.17 |
|
0.618 |
48.16 |
|
1.000 |
47.54 |
|
1.618 |
46.53 |
|
2.618 |
44.90 |
|
4.250 |
42.24 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.01 |
50.81 |
| PP |
50.00 |
50.54 |
| S1 |
49.99 |
50.28 |
|