NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.84 |
51.73 |
-0.11 |
-0.2% |
53.61 |
High |
52.10 |
52.33 |
0.23 |
0.4% |
55.21 |
Low |
50.69 |
50.59 |
-0.10 |
-0.2% |
52.39 |
Close |
51.59 |
50.87 |
-0.72 |
-1.4% |
52.95 |
Range |
1.41 |
1.74 |
0.33 |
23.4% |
2.82 |
ATR |
2.17 |
2.14 |
-0.03 |
-1.4% |
0.00 |
Volume |
97,571 |
108,975 |
11,404 |
11.7% |
594,877 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.48 |
55.42 |
51.83 |
|
R3 |
54.74 |
53.68 |
51.35 |
|
R2 |
53.00 |
53.00 |
51.19 |
|
R1 |
51.94 |
51.94 |
51.03 |
51.60 |
PP |
51.26 |
51.26 |
51.26 |
51.10 |
S1 |
50.20 |
50.20 |
50.71 |
49.86 |
S2 |
49.52 |
49.52 |
50.55 |
|
S3 |
47.78 |
48.46 |
50.39 |
|
S4 |
46.04 |
46.72 |
49.91 |
|
|
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 |
54.48 |
50.59 |
3.89 |
7.6% |
1.69 |
3.3% |
7% |
False |
True |
101,751 |
10 |
55.21 |
50.59 |
4.62 |
9.1% |
1.61 |
3.2% |
6% |
False |
True |
112,193 |
20 |
57.27 |
50.59 |
6.68 |
13.1% |
2.04 |
4.0% |
4% |
False |
True |
105,654 |
40 |
57.27 |
46.68 |
10.59 |
20.8% |
2.44 |
4.8% |
40% |
False |
False |
96,340 |
60 |
60.32 |
46.68 |
13.64 |
26.8% |
2.52 |
5.0% |
31% |
False |
False |
79,678 |
80 |
77.70 |
46.68 |
31.02 |
61.0% |
2.49 |
4.9% |
14% |
False |
False |
69,397 |
100 |
81.92 |
46.68 |
35.24 |
69.3% |
2.33 |
4.6% |
12% |
False |
False |
62,189 |
120 |
90.62 |
46.68 |
43.94 |
86.4% |
2.26 |
4.4% |
10% |
False |
False |
57,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.73 |
2.618 |
56.89 |
1.618 |
55.15 |
1.000 |
54.07 |
0.618 |
53.41 |
HIGH |
52.33 |
0.618 |
51.67 |
0.500 |
51.46 |
0.382 |
51.25 |
LOW |
50.59 |
0.618 |
49.51 |
1.000 |
48.85 |
1.618 |
47.77 |
2.618 |
46.03 |
4.250 |
43.20 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
51.46 |
51.95 |
PP |
51.26 |
51.59 |
S1 |
51.07 |
51.23 |
|