NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
50.66 |
48.84 |
-1.82 |
-3.6% |
53.03 |
| High |
51.23 |
48.97 |
-2.26 |
-4.4% |
53.81 |
| Low |
48.76 |
46.88 |
-1.88 |
-3.9% |
48.76 |
| Close |
48.84 |
47.98 |
-0.86 |
-1.8% |
48.84 |
| Range |
2.47 |
2.09 |
-0.38 |
-15.4% |
5.05 |
| ATR |
2.16 |
2.16 |
-0.01 |
-0.2% |
0.00 |
| Volume |
101,660 |
114,122 |
12,462 |
12.3% |
495,776 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.21 |
53.19 |
49.13 |
|
| R3 |
52.12 |
51.10 |
48.55 |
|
| R2 |
50.03 |
50.03 |
48.36 |
|
| R1 |
49.01 |
49.01 |
48.17 |
48.48 |
| PP |
47.94 |
47.94 |
47.94 |
47.68 |
| S1 |
46.92 |
46.92 |
47.79 |
46.39 |
| S2 |
45.85 |
45.85 |
47.60 |
|
| S3 |
43.76 |
44.83 |
47.41 |
|
| S4 |
41.67 |
42.74 |
46.83 |
|
|
| 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 |
53.30 |
46.88 |
6.42 |
13.4% |
1.93 |
4.0% |
17% |
False |
True |
103,948 |
| 10 |
55.21 |
46.88 |
8.33 |
17.4% |
1.73 |
3.6% |
13% |
False |
True |
110,773 |
| 20 |
57.27 |
46.88 |
10.39 |
21.7% |
2.03 |
4.2% |
11% |
False |
True |
106,227 |
| 40 |
57.27 |
46.68 |
10.59 |
22.1% |
2.34 |
4.9% |
12% |
False |
False |
97,636 |
| 60 |
60.31 |
46.68 |
13.63 |
28.4% |
2.49 |
5.2% |
10% |
False |
False |
81,548 |
| 80 |
77.70 |
46.68 |
31.02 |
64.7% |
2.49 |
5.2% |
4% |
False |
False |
71,188 |
| 100 |
81.92 |
46.68 |
35.24 |
73.4% |
2.34 |
4.9% |
4% |
False |
False |
63,549 |
| 120 |
90.62 |
46.68 |
43.94 |
91.6% |
2.28 |
4.8% |
3% |
False |
False |
58,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.85 |
|
2.618 |
54.44 |
|
1.618 |
52.35 |
|
1.000 |
51.06 |
|
0.618 |
50.26 |
|
HIGH |
48.97 |
|
0.618 |
48.17 |
|
0.500 |
47.93 |
|
0.382 |
47.68 |
|
LOW |
46.88 |
|
0.618 |
45.59 |
|
1.000 |
44.79 |
|
1.618 |
43.50 |
|
2.618 |
41.41 |
|
4.250 |
38.00 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.96 |
49.61 |
| PP |
47.94 |
49.06 |
| S1 |
47.93 |
48.52 |
|