NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
47.63 |
46.21 |
-1.42 |
-3.0% |
53.03 |
High |
48.08 |
49.50 |
1.42 |
3.0% |
53.81 |
Low |
46.30 |
45.93 |
-0.37 |
-0.8% |
48.76 |
Close |
47.06 |
48.69 |
1.63 |
3.5% |
48.84 |
Range |
1.78 |
3.57 |
1.79 |
100.6% |
5.05 |
ATR |
2.13 |
2.24 |
0.10 |
4.8% |
0.00 |
Volume |
106,738 |
123,129 |
16,391 |
15.4% |
495,776 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.75 |
57.29 |
50.65 |
|
R3 |
55.18 |
53.72 |
49.67 |
|
R2 |
51.61 |
51.61 |
49.34 |
|
R1 |
50.15 |
50.15 |
49.02 |
50.88 |
PP |
48.04 |
48.04 |
48.04 |
48.41 |
S1 |
46.58 |
46.58 |
48.36 |
47.31 |
S2 |
44.47 |
44.47 |
48.04 |
|
S3 |
40.90 |
43.01 |
47.71 |
|
S4 |
37.33 |
39.44 |
46.73 |
|
|
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 |
45.93 |
6.40 |
13.1% |
2.33 |
4.8% |
43% |
False |
True |
110,924 |
10 |
55.21 |
45.93 |
9.28 |
19.1% |
1.98 |
4.1% |
30% |
False |
True |
111,035 |
20 |
55.21 |
45.93 |
9.28 |
19.1% |
1.99 |
4.1% |
30% |
False |
True |
106,586 |
40 |
57.27 |
45.93 |
11.34 |
23.3% |
2.34 |
4.8% |
24% |
False |
True |
99,170 |
60 |
59.98 |
45.93 |
14.05 |
28.9% |
2.43 |
5.0% |
20% |
False |
True |
83,043 |
80 |
77.70 |
45.93 |
31.77 |
65.2% |
2.52 |
5.2% |
9% |
False |
True |
73,306 |
100 |
81.92 |
45.93 |
35.99 |
73.9% |
2.36 |
4.9% |
8% |
False |
True |
65,307 |
120 |
90.62 |
45.93 |
44.69 |
91.8% |
2.31 |
4.7% |
6% |
False |
True |
60,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.67 |
2.618 |
58.85 |
1.618 |
55.28 |
1.000 |
53.07 |
0.618 |
51.71 |
HIGH |
49.50 |
0.618 |
48.14 |
0.500 |
47.72 |
0.382 |
47.29 |
LOW |
45.93 |
0.618 |
43.72 |
1.000 |
42.36 |
1.618 |
40.15 |
2.618 |
36.58 |
4.250 |
30.76 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
48.37 |
48.37 |
PP |
48.04 |
48.04 |
S1 |
47.72 |
47.72 |
|