NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
48.84 |
47.63 |
-1.21 |
-2.5% |
53.03 |
High |
48.97 |
48.08 |
-0.89 |
-1.8% |
53.81 |
Low |
46.88 |
46.30 |
-0.58 |
-1.2% |
48.76 |
Close |
47.98 |
47.06 |
-0.92 |
-1.9% |
48.84 |
Range |
2.09 |
1.78 |
-0.31 |
-14.8% |
5.05 |
ATR |
2.16 |
2.13 |
-0.03 |
-1.3% |
0.00 |
Volume |
114,122 |
106,738 |
-7,384 |
-6.5% |
495,776 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.49 |
51.55 |
48.04 |
|
R3 |
50.71 |
49.77 |
47.55 |
|
R2 |
48.93 |
48.93 |
47.39 |
|
R1 |
47.99 |
47.99 |
47.22 |
47.57 |
PP |
47.15 |
47.15 |
47.15 |
46.94 |
S1 |
46.21 |
46.21 |
46.90 |
45.79 |
S2 |
45.37 |
45.37 |
46.73 |
|
S3 |
43.59 |
44.43 |
46.57 |
|
S4 |
41.81 |
42.65 |
46.08 |
|
|
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 |
52.33 |
46.30 |
6.03 |
12.8% |
1.90 |
4.0% |
13% |
False |
True |
105,813 |
10 |
55.21 |
46.30 |
8.91 |
18.9% |
1.81 |
3.8% |
9% |
False |
True |
108,442 |
20 |
56.67 |
46.30 |
10.37 |
22.0% |
1.97 |
4.2% |
7% |
False |
True |
106,888 |
40 |
57.27 |
46.30 |
10.97 |
23.3% |
2.32 |
4.9% |
7% |
False |
True |
97,524 |
60 |
60.23 |
46.30 |
13.93 |
29.6% |
2.45 |
5.2% |
5% |
False |
True |
82,030 |
80 |
77.70 |
46.30 |
31.40 |
66.7% |
2.49 |
5.3% |
2% |
False |
True |
72,127 |
100 |
81.92 |
46.30 |
35.62 |
75.7% |
2.35 |
5.0% |
2% |
False |
True |
64,356 |
120 |
90.62 |
46.30 |
44.32 |
94.2% |
2.29 |
4.9% |
2% |
False |
True |
59,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.65 |
2.618 |
52.74 |
1.618 |
50.96 |
1.000 |
49.86 |
0.618 |
49.18 |
HIGH |
48.08 |
0.618 |
47.40 |
0.500 |
47.19 |
0.382 |
46.98 |
LOW |
46.30 |
0.618 |
45.20 |
1.000 |
44.52 |
1.618 |
43.42 |
2.618 |
41.64 |
4.250 |
38.74 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
47.19 |
48.77 |
PP |
47.15 |
48.20 |
S1 |
47.10 |
47.63 |
|