NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
50.23 |
49.05 |
-1.18 |
-2.3% |
51.40 |
High |
50.69 |
49.47 |
-1.22 |
-2.4% |
52.44 |
Low |
48.88 |
46.97 |
-1.91 |
-3.9% |
46.97 |
Close |
49.13 |
47.06 |
-2.07 |
-4.2% |
47.06 |
Range |
1.81 |
2.50 |
0.69 |
38.1% |
5.47 |
ATR |
2.23 |
2.25 |
0.02 |
0.9% |
0.00 |
Volume |
193,855 |
247,322 |
53,467 |
27.6% |
1,030,404 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.33 |
53.70 |
48.44 |
|
R3 |
52.83 |
51.20 |
47.75 |
|
R2 |
50.33 |
50.33 |
47.52 |
|
R1 |
48.70 |
48.70 |
47.29 |
48.27 |
PP |
47.83 |
47.83 |
47.83 |
47.62 |
S1 |
46.20 |
46.20 |
46.83 |
45.77 |
S2 |
45.33 |
45.33 |
46.60 |
|
S3 |
42.83 |
43.70 |
46.37 |
|
S4 |
40.33 |
41.20 |
45.69 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.23 |
61.62 |
50.07 |
|
R3 |
59.76 |
56.15 |
48.56 |
|
R2 |
54.29 |
54.29 |
48.06 |
|
R1 |
50.68 |
50.68 |
47.56 |
49.75 |
PP |
48.82 |
48.82 |
48.82 |
48.36 |
S1 |
45.21 |
45.21 |
46.56 |
44.28 |
S2 |
43.35 |
43.35 |
46.06 |
|
S3 |
37.88 |
39.74 |
45.56 |
|
S4 |
32.41 |
34.27 |
44.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.44 |
46.97 |
5.47 |
11.6% |
1.87 |
4.0% |
2% |
False |
True |
206,080 |
10 |
54.00 |
46.97 |
7.03 |
14.9% |
1.85 |
3.9% |
1% |
False |
True |
178,182 |
20 |
56.08 |
46.97 |
9.11 |
19.4% |
2.14 |
4.6% |
1% |
False |
True |
144,318 |
40 |
56.08 |
45.52 |
10.56 |
22.4% |
2.48 |
5.3% |
15% |
False |
False |
102,921 |
60 |
59.99 |
45.52 |
14.47 |
30.7% |
2.54 |
5.4% |
11% |
False |
False |
76,745 |
80 |
77.67 |
45.52 |
32.15 |
68.3% |
2.48 |
5.3% |
5% |
False |
False |
61,554 |
100 |
81.93 |
45.52 |
36.41 |
77.4% |
2.31 |
4.9% |
4% |
False |
False |
50,851 |
120 |
90.94 |
45.52 |
45.42 |
96.5% |
2.21 |
4.7% |
3% |
False |
False |
43,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.10 |
2.618 |
56.02 |
1.618 |
53.52 |
1.000 |
51.97 |
0.618 |
51.02 |
HIGH |
49.47 |
0.618 |
48.52 |
0.500 |
48.22 |
0.382 |
47.93 |
LOW |
46.97 |
0.618 |
45.43 |
1.000 |
44.47 |
1.618 |
42.93 |
2.618 |
40.43 |
4.250 |
36.35 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
48.22 |
48.89 |
PP |
47.83 |
48.28 |
S1 |
47.45 |
47.67 |
|