NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
54.46 |
54.27 |
-0.19 |
-0.3% |
53.61 |
High |
55.21 |
54.48 |
-0.73 |
-1.3% |
55.21 |
Low |
53.80 |
52.39 |
-1.41 |
-2.6% |
52.39 |
Close |
53.99 |
52.95 |
-1.04 |
-1.9% |
52.95 |
Range |
1.41 |
2.09 |
0.68 |
48.2% |
2.82 |
ATR |
2.35 |
2.33 |
-0.02 |
-0.8% |
0.00 |
Volume |
155,947 |
114,639 |
-41,308 |
-26.5% |
594,877 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.54 |
58.34 |
54.10 |
|
R3 |
57.45 |
56.25 |
53.52 |
|
R2 |
55.36 |
55.36 |
53.33 |
|
R1 |
54.16 |
54.16 |
53.14 |
53.72 |
PP |
53.27 |
53.27 |
53.27 |
53.05 |
S1 |
52.07 |
52.07 |
52.76 |
51.63 |
S2 |
51.18 |
51.18 |
52.57 |
|
S3 |
49.09 |
49.98 |
52.38 |
|
S4 |
47.00 |
47.89 |
51.80 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.98 |
60.28 |
54.50 |
|
R3 |
59.16 |
57.46 |
53.73 |
|
R2 |
56.34 |
56.34 |
53.47 |
|
R1 |
54.64 |
54.64 |
53.21 |
54.08 |
PP |
53.52 |
53.52 |
53.52 |
53.24 |
S1 |
51.82 |
51.82 |
52.69 |
51.26 |
S2 |
50.70 |
50.70 |
52.43 |
|
S3 |
47.88 |
49.00 |
52.17 |
|
S4 |
45.06 |
46.18 |
51.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.21 |
52.39 |
2.82 |
5.3% |
1.65 |
3.1% |
20% |
False |
True |
118,975 |
10 |
55.21 |
51.60 |
3.61 |
6.8% |
1.92 |
3.6% |
37% |
False |
False |
109,831 |
20 |
57.27 |
51.50 |
5.77 |
10.9% |
2.19 |
4.1% |
25% |
False |
False |
108,538 |
40 |
57.27 |
46.68 |
10.59 |
20.0% |
2.50 |
4.7% |
59% |
False |
False |
92,626 |
60 |
65.15 |
46.68 |
18.47 |
34.9% |
2.56 |
4.8% |
34% |
False |
False |
76,308 |
80 |
79.86 |
46.68 |
33.18 |
62.7% |
2.50 |
4.7% |
19% |
False |
False |
66,125 |
100 |
83.72 |
46.68 |
37.04 |
70.0% |
2.39 |
4.5% |
17% |
False |
False |
59,875 |
120 |
91.94 |
46.68 |
45.26 |
85.5% |
2.25 |
4.3% |
14% |
False |
False |
54,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.36 |
2.618 |
59.95 |
1.618 |
57.86 |
1.000 |
56.57 |
0.618 |
55.77 |
HIGH |
54.48 |
0.618 |
53.68 |
0.500 |
53.44 |
0.382 |
53.19 |
LOW |
52.39 |
0.618 |
51.10 |
1.000 |
50.30 |
1.618 |
49.01 |
2.618 |
46.92 |
4.250 |
43.51 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
53.44 |
53.80 |
PP |
53.27 |
53.52 |
S1 |
53.11 |
53.23 |
|