NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
53.61 |
53.21 |
-0.40 |
-0.7% |
53.34 |
High |
54.55 |
54.22 |
-0.33 |
-0.6% |
54.65 |
Low |
52.72 |
53.15 |
0.43 |
0.8% |
51.60 |
Close |
52.98 |
54.07 |
1.09 |
2.1% |
53.84 |
Range |
1.83 |
1.07 |
-0.76 |
-41.5% |
3.05 |
ATR |
2.56 |
2.46 |
-0.09 |
-3.7% |
0.00 |
Volume |
97,038 |
130,052 |
33,014 |
34.0% |
503,433 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.02 |
56.62 |
54.66 |
|
R3 |
55.95 |
55.55 |
54.36 |
|
R2 |
54.88 |
54.88 |
54.27 |
|
R1 |
54.48 |
54.48 |
54.17 |
54.68 |
PP |
53.81 |
53.81 |
53.81 |
53.92 |
S1 |
53.41 |
53.41 |
53.97 |
53.61 |
S2 |
52.74 |
52.74 |
53.87 |
|
S3 |
51.67 |
52.34 |
53.78 |
|
S4 |
50.60 |
51.27 |
53.48 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.51 |
61.23 |
55.52 |
|
R3 |
59.46 |
58.18 |
54.68 |
|
R2 |
56.41 |
56.41 |
54.40 |
|
R1 |
55.13 |
55.13 |
54.12 |
55.77 |
PP |
53.36 |
53.36 |
53.36 |
53.69 |
S1 |
52.08 |
52.08 |
53.56 |
52.72 |
S2 |
50.31 |
50.31 |
53.28 |
|
S3 |
47.26 |
49.03 |
53.00 |
|
S4 |
44.21 |
45.98 |
52.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.65 |
51.61 |
3.04 |
5.6% |
2.04 |
3.8% |
81% |
False |
False |
106,045 |
10 |
56.67 |
51.60 |
5.07 |
9.4% |
2.14 |
4.0% |
49% |
False |
False |
105,333 |
20 |
57.27 |
50.70 |
6.57 |
12.2% |
2.58 |
4.8% |
51% |
False |
False |
106,905 |
40 |
57.27 |
46.68 |
10.59 |
19.6% |
2.56 |
4.7% |
70% |
False |
False |
87,103 |
60 |
68.95 |
46.68 |
22.27 |
41.2% |
2.58 |
4.8% |
33% |
False |
False |
71,789 |
80 |
79.86 |
46.68 |
33.18 |
61.4% |
2.50 |
4.6% |
22% |
False |
False |
63,183 |
100 |
85.73 |
46.68 |
39.05 |
72.2% |
2.41 |
4.5% |
19% |
False |
False |
57,384 |
120 |
91.94 |
46.68 |
45.26 |
83.7% |
2.24 |
4.1% |
16% |
False |
False |
52,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.77 |
2.618 |
57.02 |
1.618 |
55.95 |
1.000 |
55.29 |
0.618 |
54.88 |
HIGH |
54.22 |
0.618 |
53.81 |
0.500 |
53.69 |
0.382 |
53.56 |
LOW |
53.15 |
0.618 |
52.49 |
1.000 |
52.08 |
1.618 |
51.42 |
2.618 |
50.35 |
4.250 |
48.60 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
53.94 |
53.89 |
PP |
53.81 |
53.71 |
S1 |
53.69 |
53.53 |
|