NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
54.11 |
54.46 |
0.35 |
0.6% |
53.34 |
High |
54.88 |
55.21 |
0.33 |
0.6% |
54.65 |
Low |
53.03 |
53.80 |
0.77 |
1.5% |
51.60 |
Close |
54.55 |
53.99 |
-0.56 |
-1.0% |
53.84 |
Range |
1.85 |
1.41 |
-0.44 |
-23.8% |
3.05 |
ATR |
2.42 |
2.35 |
-0.07 |
-3.0% |
0.00 |
Volume |
97,201 |
155,947 |
58,746 |
60.4% |
503,433 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.56 |
57.69 |
54.77 |
|
R3 |
57.15 |
56.28 |
54.38 |
|
R2 |
55.74 |
55.74 |
54.25 |
|
R1 |
54.87 |
54.87 |
54.12 |
54.60 |
PP |
54.33 |
54.33 |
54.33 |
54.20 |
S1 |
53.46 |
53.46 |
53.86 |
53.19 |
S2 |
52.92 |
52.92 |
53.73 |
|
S3 |
51.51 |
52.05 |
53.60 |
|
S4 |
50.10 |
50.64 |
53.21 |
|
|
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 |
55.21 |
52.50 |
2.71 |
5.0% |
1.53 |
2.8% |
55% |
True |
False |
122,636 |
10 |
55.21 |
51.60 |
3.61 |
6.7% |
1.87 |
3.5% |
66% |
True |
False |
108,987 |
20 |
57.27 |
50.70 |
6.57 |
12.2% |
2.31 |
4.3% |
50% |
False |
False |
108,153 |
40 |
57.27 |
46.68 |
10.59 |
19.6% |
2.50 |
4.6% |
69% |
False |
False |
91,630 |
60 |
66.29 |
46.68 |
19.61 |
36.3% |
2.57 |
4.8% |
37% |
False |
False |
74,877 |
80 |
79.86 |
46.68 |
33.18 |
61.5% |
2.49 |
4.6% |
22% |
False |
False |
65,032 |
100 |
84.00 |
46.68 |
37.32 |
69.1% |
2.40 |
4.4% |
20% |
False |
False |
59,081 |
120 |
91.94 |
46.68 |
45.26 |
83.8% |
2.24 |
4.2% |
16% |
False |
False |
53,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.20 |
2.618 |
58.90 |
1.618 |
57.49 |
1.000 |
56.62 |
0.618 |
56.08 |
HIGH |
55.21 |
0.618 |
54.67 |
0.500 |
54.51 |
0.382 |
54.34 |
LOW |
53.80 |
0.618 |
52.93 |
1.000 |
52.39 |
1.618 |
51.52 |
2.618 |
50.11 |
4.250 |
47.81 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
54.51 |
54.12 |
PP |
54.33 |
54.08 |
S1 |
54.16 |
54.03 |
|