NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
53.03 |
52.91 |
-0.12 |
-0.2% |
53.61 |
High |
53.81 |
53.30 |
-0.51 |
-0.9% |
55.21 |
Low |
52.56 |
51.34 |
-1.22 |
-2.3% |
52.39 |
Close |
52.95 |
51.44 |
-1.51 |
-2.9% |
52.95 |
Range |
1.25 |
1.96 |
0.71 |
56.8% |
2.82 |
ATR |
2.25 |
2.23 |
-0.02 |
-0.9% |
0.00 |
Volume |
90,154 |
97,416 |
7,262 |
8.1% |
594,877 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.91 |
56.63 |
52.52 |
|
R3 |
55.95 |
54.67 |
51.98 |
|
R2 |
53.99 |
53.99 |
51.80 |
|
R1 |
52.71 |
52.71 |
51.62 |
52.37 |
PP |
52.03 |
52.03 |
52.03 |
51.86 |
S1 |
50.75 |
50.75 |
51.26 |
50.41 |
S2 |
50.07 |
50.07 |
51.08 |
|
S3 |
48.11 |
48.79 |
50.90 |
|
S4 |
46.15 |
46.83 |
50.36 |
|
|
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 |
51.34 |
3.87 |
7.5% |
1.71 |
3.3% |
3% |
False |
True |
111,071 |
10 |
55.21 |
51.34 |
3.87 |
7.5% |
1.88 |
3.7% |
3% |
False |
True |
108,558 |
20 |
57.27 |
51.34 |
5.93 |
11.5% |
2.14 |
4.2% |
2% |
False |
True |
106,298 |
40 |
57.27 |
46.68 |
10.59 |
20.6% |
2.49 |
4.8% |
45% |
False |
False |
94,213 |
60 |
62.96 |
46.68 |
16.28 |
31.6% |
2.54 |
4.9% |
29% |
False |
False |
77,825 |
80 |
77.91 |
46.68 |
31.23 |
60.7% |
2.50 |
4.9% |
15% |
False |
False |
67,574 |
100 |
82.17 |
46.68 |
35.49 |
69.0% |
2.37 |
4.6% |
13% |
False |
False |
61,163 |
120 |
91.63 |
46.68 |
44.95 |
87.4% |
2.25 |
4.4% |
11% |
False |
False |
55,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.63 |
2.618 |
58.43 |
1.618 |
56.47 |
1.000 |
55.26 |
0.618 |
54.51 |
HIGH |
53.30 |
0.618 |
52.55 |
0.500 |
52.32 |
0.382 |
52.09 |
LOW |
51.34 |
0.618 |
50.13 |
1.000 |
49.38 |
1.618 |
48.17 |
2.618 |
46.21 |
4.250 |
43.01 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
52.32 |
52.91 |
PP |
52.03 |
52.42 |
S1 |
51.73 |
51.93 |
|