NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 30-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
52.68 |
50.27 |
-2.41 |
-4.6% |
48.19 |
High |
53.00 |
50.81 |
-2.19 |
-4.1% |
53.96 |
Low |
49.87 |
49.33 |
-0.54 |
-1.1% |
47.19 |
Close |
50.50 |
50.41 |
-0.09 |
-0.2% |
50.50 |
Range |
3.13 |
1.48 |
-1.65 |
-52.7% |
6.77 |
ATR |
2.37 |
2.31 |
-0.06 |
-2.7% |
0.00 |
Volume |
152,548 |
88,806 |
-63,742 |
-41.8% |
511,328 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.62 |
54.00 |
51.22 |
|
R3 |
53.14 |
52.52 |
50.82 |
|
R2 |
51.66 |
51.66 |
50.68 |
|
R1 |
51.04 |
51.04 |
50.55 |
51.35 |
PP |
50.18 |
50.18 |
50.18 |
50.34 |
S1 |
49.56 |
49.56 |
50.27 |
49.87 |
S2 |
48.70 |
48.70 |
50.14 |
|
S3 |
47.22 |
48.08 |
50.00 |
|
S4 |
45.74 |
46.60 |
49.60 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.86 |
67.45 |
54.22 |
|
R3 |
64.09 |
60.68 |
52.36 |
|
R2 |
57.32 |
57.32 |
51.74 |
|
R1 |
53.91 |
53.91 |
51.12 |
55.62 |
PP |
50.55 |
50.55 |
50.55 |
51.40 |
S1 |
47.14 |
47.14 |
49.88 |
48.85 |
S2 |
43.78 |
43.78 |
49.26 |
|
S3 |
37.01 |
40.37 |
48.64 |
|
S4 |
30.24 |
33.60 |
46.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.96 |
48.41 |
5.55 |
11.0% |
2.46 |
4.9% |
36% |
False |
False |
100,357 |
10 |
53.96 |
45.93 |
8.03 |
15.9% |
2.43 |
4.8% |
56% |
False |
False |
104,370 |
20 |
55.21 |
45.93 |
9.28 |
18.4% |
2.08 |
4.1% |
48% |
False |
False |
107,572 |
40 |
57.27 |
45.93 |
11.34 |
22.5% |
2.40 |
4.8% |
40% |
False |
False |
105,846 |
60 |
57.47 |
45.93 |
11.54 |
22.9% |
2.43 |
4.8% |
39% |
False |
False |
92,252 |
80 |
69.00 |
45.93 |
23.07 |
45.8% |
2.46 |
4.9% |
19% |
False |
False |
79,556 |
100 |
79.86 |
45.93 |
33.93 |
67.3% |
2.43 |
4.8% |
13% |
False |
False |
71,096 |
120 |
86.60 |
45.93 |
40.67 |
80.7% |
2.35 |
4.7% |
11% |
False |
False |
64,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.10 |
2.618 |
54.68 |
1.618 |
53.20 |
1.000 |
52.29 |
0.618 |
51.72 |
HIGH |
50.81 |
0.618 |
50.24 |
0.500 |
50.07 |
0.382 |
49.90 |
LOW |
49.33 |
0.618 |
48.42 |
1.000 |
47.85 |
1.618 |
46.94 |
2.618 |
45.46 |
4.250 |
43.04 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
50.30 |
51.65 |
PP |
50.18 |
51.23 |
S1 |
50.07 |
50.82 |
|