NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.73 |
50.66 |
-1.07 |
-2.1% |
53.03 |
High |
52.33 |
51.23 |
-1.10 |
-2.1% |
53.81 |
Low |
50.59 |
48.76 |
-1.83 |
-3.6% |
48.76 |
Close |
50.87 |
48.84 |
-2.03 |
-4.0% |
48.84 |
Range |
1.74 |
2.47 |
0.73 |
42.0% |
5.05 |
ATR |
2.14 |
2.16 |
0.02 |
1.1% |
0.00 |
Volume |
108,975 |
101,660 |
-7,315 |
-6.7% |
495,776 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.02 |
55.40 |
50.20 |
|
R3 |
54.55 |
52.93 |
49.52 |
|
R2 |
52.08 |
52.08 |
49.29 |
|
R1 |
50.46 |
50.46 |
49.07 |
50.04 |
PP |
49.61 |
49.61 |
49.61 |
49.40 |
S1 |
47.99 |
47.99 |
48.61 |
47.57 |
S2 |
47.14 |
47.14 |
48.39 |
|
S3 |
44.67 |
45.52 |
48.16 |
|
S4 |
42.20 |
43.05 |
47.48 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.62 |
62.28 |
51.62 |
|
R3 |
60.57 |
57.23 |
50.23 |
|
R2 |
55.52 |
55.52 |
49.77 |
|
R1 |
52.18 |
52.18 |
49.30 |
51.33 |
PP |
50.47 |
50.47 |
50.47 |
50.04 |
S1 |
47.13 |
47.13 |
48.38 |
46.28 |
S2 |
45.42 |
45.42 |
47.91 |
|
S3 |
40.37 |
42.08 |
47.45 |
|
S4 |
35.32 |
37.03 |
46.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.81 |
48.76 |
5.05 |
10.3% |
1.77 |
3.6% |
2% |
False |
True |
99,155 |
10 |
55.21 |
48.76 |
6.45 |
13.2% |
1.71 |
3.5% |
1% |
False |
True |
109,065 |
20 |
57.27 |
48.76 |
8.51 |
17.4% |
2.04 |
4.2% |
1% |
False |
True |
106,476 |
40 |
57.27 |
46.68 |
10.59 |
21.7% |
2.41 |
4.9% |
20% |
False |
False |
96,930 |
60 |
60.31 |
46.68 |
13.63 |
27.9% |
2.51 |
5.1% |
16% |
False |
False |
80,558 |
80 |
77.70 |
46.68 |
31.02 |
63.5% |
2.48 |
5.1% |
7% |
False |
False |
70,201 |
100 |
81.92 |
46.68 |
35.24 |
72.2% |
2.34 |
4.8% |
6% |
False |
False |
62,667 |
120 |
90.62 |
46.68 |
43.94 |
90.0% |
2.27 |
4.7% |
5% |
False |
False |
57,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.73 |
2.618 |
57.70 |
1.618 |
55.23 |
1.000 |
53.70 |
0.618 |
52.76 |
HIGH |
51.23 |
0.618 |
50.29 |
0.500 |
50.00 |
0.382 |
49.70 |
LOW |
48.76 |
0.618 |
47.23 |
1.000 |
46.29 |
1.618 |
44.76 |
2.618 |
42.29 |
4.250 |
38.26 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
50.00 |
50.55 |
PP |
49.61 |
49.98 |
S1 |
49.23 |
49.41 |
|