NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
47.44 |
48.19 |
0.75 |
1.6% |
48.84 |
| High |
49.18 |
49.31 |
0.13 |
0.3% |
49.50 |
| Low |
46.67 |
47.19 |
0.52 |
1.1% |
45.93 |
| Close |
48.43 |
49.15 |
0.72 |
1.5% |
48.43 |
| Range |
2.51 |
2.12 |
-0.39 |
-15.5% |
3.57 |
| ATR |
2.24 |
2.23 |
-0.01 |
-0.4% |
0.00 |
| Volume |
77,759 |
98,349 |
20,590 |
26.5% |
557,696 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.91 |
54.15 |
50.32 |
|
| R3 |
52.79 |
52.03 |
49.73 |
|
| R2 |
50.67 |
50.67 |
49.54 |
|
| R1 |
49.91 |
49.91 |
49.34 |
50.29 |
| PP |
48.55 |
48.55 |
48.55 |
48.74 |
| S1 |
47.79 |
47.79 |
48.96 |
48.17 |
| S2 |
46.43 |
46.43 |
48.76 |
|
| S3 |
44.31 |
45.67 |
48.57 |
|
| S4 |
42.19 |
43.55 |
47.98 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.66 |
57.12 |
50.39 |
|
| R3 |
55.09 |
53.55 |
49.41 |
|
| R2 |
51.52 |
51.52 |
49.08 |
|
| R1 |
49.98 |
49.98 |
48.76 |
48.97 |
| PP |
47.95 |
47.95 |
47.95 |
47.45 |
| S1 |
46.41 |
46.41 |
48.10 |
45.40 |
| S2 |
44.38 |
44.38 |
47.78 |
|
| S3 |
40.81 |
42.84 |
47.45 |
|
| S4 |
37.24 |
39.27 |
46.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.50 |
45.93 |
3.57 |
7.3% |
2.40 |
4.9% |
90% |
False |
False |
108,384 |
| 10 |
53.30 |
45.93 |
7.37 |
15.0% |
2.17 |
4.4% |
44% |
False |
False |
106,166 |
| 20 |
55.21 |
45.93 |
9.28 |
18.9% |
2.00 |
4.1% |
35% |
False |
False |
108,718 |
| 40 |
57.27 |
45.93 |
11.34 |
23.1% |
2.34 |
4.8% |
28% |
False |
False |
101,244 |
| 60 |
58.73 |
45.93 |
12.80 |
26.0% |
2.39 |
4.9% |
25% |
False |
False |
85,903 |
| 80 |
76.75 |
45.93 |
30.82 |
62.7% |
2.53 |
5.1% |
10% |
False |
False |
75,772 |
| 100 |
81.92 |
45.93 |
35.99 |
73.2% |
2.38 |
4.8% |
9% |
False |
False |
67,327 |
| 120 |
90.62 |
45.93 |
44.69 |
90.9% |
2.34 |
4.8% |
7% |
False |
False |
62,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.32 |
|
2.618 |
54.86 |
|
1.618 |
52.74 |
|
1.000 |
51.43 |
|
0.618 |
50.62 |
|
HIGH |
49.31 |
|
0.618 |
48.50 |
|
0.500 |
48.25 |
|
0.382 |
48.00 |
|
LOW |
47.19 |
|
0.618 |
45.88 |
|
1.000 |
45.07 |
|
1.618 |
43.76 |
|
2.618 |
41.64 |
|
4.250 |
38.18 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.85 |
48.76 |
| PP |
48.55 |
48.38 |
| S1 |
48.25 |
47.99 |
|