NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
55.27 |
55.50 |
0.23 |
0.4% |
54.70 |
High |
56.04 |
56.20 |
0.16 |
0.3% |
56.12 |
Low |
54.45 |
55.03 |
0.58 |
1.1% |
53.09 |
Close |
55.74 |
55.25 |
-0.49 |
-0.9% |
55.44 |
Range |
1.59 |
1.17 |
-0.42 |
-26.4% |
3.03 |
ATR |
2.29 |
2.21 |
-0.08 |
-3.5% |
0.00 |
Volume |
41,892 |
71,238 |
29,346 |
70.1% |
249,836 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.00 |
58.30 |
55.89 |
|
R3 |
57.83 |
57.13 |
55.57 |
|
R2 |
56.66 |
56.66 |
55.46 |
|
R1 |
55.96 |
55.96 |
55.36 |
55.73 |
PP |
55.49 |
55.49 |
55.49 |
55.38 |
S1 |
54.79 |
54.79 |
55.14 |
54.56 |
S2 |
54.32 |
54.32 |
55.04 |
|
S3 |
53.15 |
53.62 |
54.93 |
|
S4 |
51.98 |
52.45 |
54.61 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.97 |
62.74 |
57.11 |
|
R3 |
60.94 |
59.71 |
56.27 |
|
R2 |
57.91 |
57.91 |
56.00 |
|
R1 |
56.68 |
56.68 |
55.72 |
57.30 |
PP |
54.88 |
54.88 |
54.88 |
55.19 |
S1 |
53.65 |
53.65 |
55.16 |
54.27 |
S2 |
51.85 |
51.85 |
54.88 |
|
S3 |
48.82 |
50.62 |
54.61 |
|
S4 |
45.79 |
47.59 |
53.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.20 |
54.20 |
2.00 |
3.6% |
1.37 |
2.5% |
53% |
True |
False |
56,022 |
10 |
56.20 |
53.09 |
3.11 |
5.6% |
1.71 |
3.1% |
69% |
True |
False |
50,363 |
20 |
58.37 |
52.16 |
6.21 |
11.2% |
2.18 |
3.9% |
50% |
False |
False |
44,627 |
40 |
58.37 |
47.87 |
10.50 |
19.0% |
2.35 |
4.3% |
70% |
False |
False |
33,361 |
60 |
66.37 |
47.87 |
18.50 |
33.5% |
2.39 |
4.3% |
40% |
False |
False |
24,997 |
80 |
79.75 |
47.87 |
31.88 |
57.7% |
2.30 |
4.2% |
23% |
False |
False |
19,968 |
100 |
83.79 |
47.87 |
35.92 |
65.0% |
2.19 |
4.0% |
21% |
False |
False |
16,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.17 |
2.618 |
59.26 |
1.618 |
58.09 |
1.000 |
57.37 |
0.618 |
56.92 |
HIGH |
56.20 |
0.618 |
55.75 |
0.500 |
55.62 |
0.382 |
55.48 |
LOW |
55.03 |
0.618 |
54.31 |
1.000 |
53.86 |
1.618 |
53.14 |
2.618 |
51.97 |
4.250 |
50.06 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
55.62 |
55.33 |
PP |
55.49 |
55.30 |
S1 |
55.37 |
55.28 |
|