NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
50.27 |
50.32 |
0.05 |
0.1% |
48.19 |
High |
50.81 |
50.45 |
-0.36 |
-0.7% |
53.96 |
Low |
49.33 |
49.03 |
-0.30 |
-0.6% |
47.19 |
Close |
50.41 |
49.34 |
-1.07 |
-2.1% |
50.50 |
Range |
1.48 |
1.42 |
-0.06 |
-4.1% |
6.77 |
ATR |
2.31 |
2.24 |
-0.06 |
-2.7% |
0.00 |
Volume |
88,806 |
85,710 |
-3,096 |
-3.5% |
511,328 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.87 |
53.02 |
50.12 |
|
R3 |
52.45 |
51.60 |
49.73 |
|
R2 |
51.03 |
51.03 |
49.60 |
|
R1 |
50.18 |
50.18 |
49.47 |
49.90 |
PP |
49.61 |
49.61 |
49.61 |
49.46 |
S1 |
48.76 |
48.76 |
49.21 |
48.48 |
S2 |
48.19 |
48.19 |
49.08 |
|
S3 |
46.77 |
47.34 |
48.95 |
|
S4 |
45.35 |
45.92 |
48.56 |
|
|
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 |
48.65 |
5.31 |
10.8% |
2.41 |
4.9% |
13% |
False |
False |
103,198 |
10 |
53.96 |
45.93 |
8.03 |
16.3% |
2.39 |
4.9% |
42% |
False |
False |
102,268 |
20 |
55.21 |
45.93 |
9.28 |
18.8% |
2.10 |
4.3% |
37% |
False |
False |
105,355 |
40 |
57.27 |
45.93 |
11.34 |
23.0% |
2.34 |
4.7% |
30% |
False |
False |
106,130 |
60 |
57.27 |
45.93 |
11.34 |
23.0% |
2.40 |
4.9% |
30% |
False |
False |
93,187 |
80 |
68.95 |
45.93 |
23.02 |
46.7% |
2.46 |
5.0% |
15% |
False |
False |
80,180 |
100 |
79.86 |
45.93 |
33.93 |
68.8% |
2.42 |
4.9% |
10% |
False |
False |
71,618 |
120 |
85.73 |
45.93 |
39.80 |
80.7% |
2.36 |
4.8% |
9% |
False |
False |
65,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.49 |
2.618 |
54.17 |
1.618 |
52.75 |
1.000 |
51.87 |
0.618 |
51.33 |
HIGH |
50.45 |
0.618 |
49.91 |
0.500 |
49.74 |
0.382 |
49.57 |
LOW |
49.03 |
0.618 |
48.15 |
1.000 |
47.61 |
1.618 |
46.73 |
2.618 |
45.31 |
4.250 |
43.00 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
49.74 |
51.02 |
PP |
49.61 |
50.46 |
S1 |
49.47 |
49.90 |
|