NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
49.05 |
47.11 |
-1.94 |
-4.0% |
51.40 |
High |
49.47 |
47.28 |
-2.19 |
-4.4% |
52.44 |
Low |
46.97 |
45.08 |
-1.89 |
-4.0% |
46.97 |
Close |
47.06 |
46.13 |
-0.93 |
-2.0% |
47.06 |
Range |
2.50 |
2.20 |
-0.30 |
-12.0% |
5.47 |
ATR |
2.25 |
2.25 |
0.00 |
-0.2% |
0.00 |
Volume |
247,322 |
224,567 |
-22,755 |
-9.2% |
1,030,404 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.76 |
51.65 |
47.34 |
|
R3 |
50.56 |
49.45 |
46.74 |
|
R2 |
48.36 |
48.36 |
46.53 |
|
R1 |
47.25 |
47.25 |
46.33 |
46.71 |
PP |
46.16 |
46.16 |
46.16 |
45.89 |
S1 |
45.05 |
45.05 |
45.93 |
44.51 |
S2 |
43.96 |
43.96 |
45.73 |
|
S3 |
41.76 |
42.85 |
45.53 |
|
S4 |
39.56 |
40.65 |
44.92 |
|
|
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 |
52.02 |
45.08 |
6.94 |
15.0% |
2.04 |
4.4% |
15% |
False |
True |
218,600 |
10 |
54.00 |
45.08 |
8.92 |
19.3% |
1.87 |
4.0% |
12% |
False |
True |
187,509 |
20 |
56.08 |
45.08 |
11.00 |
23.8% |
2.14 |
4.6% |
10% |
False |
True |
149,488 |
40 |
56.08 |
45.08 |
11.00 |
23.8% |
2.41 |
5.2% |
10% |
False |
True |
107,545 |
60 |
59.99 |
45.08 |
14.91 |
32.3% |
2.52 |
5.5% |
7% |
False |
True |
80,078 |
80 |
77.67 |
45.08 |
32.59 |
70.6% |
2.49 |
5.4% |
3% |
False |
True |
64,255 |
100 |
81.93 |
45.08 |
36.85 |
79.9% |
2.31 |
5.0% |
3% |
False |
True |
53,048 |
120 |
90.94 |
45.08 |
45.86 |
99.4% |
2.22 |
4.8% |
2% |
False |
True |
45,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.63 |
2.618 |
53.04 |
1.618 |
50.84 |
1.000 |
49.48 |
0.618 |
48.64 |
HIGH |
47.28 |
0.618 |
46.44 |
0.500 |
46.18 |
0.382 |
45.92 |
LOW |
45.08 |
0.618 |
43.72 |
1.000 |
42.88 |
1.618 |
41.52 |
2.618 |
39.32 |
4.250 |
35.73 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
46.18 |
47.89 |
PP |
46.16 |
47.30 |
S1 |
46.15 |
46.72 |
|