NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
54.34 |
54.06 |
-0.28 |
-0.5% |
55.09 |
High |
54.97 |
54.28 |
-0.69 |
-1.3% |
56.20 |
Low |
53.88 |
52.49 |
-1.39 |
-2.6% |
53.75 |
Close |
54.09 |
52.59 |
-1.50 |
-2.8% |
54.24 |
Range |
1.09 |
1.79 |
0.70 |
64.2% |
2.45 |
ATR |
2.11 |
2.09 |
-0.02 |
-1.1% |
0.00 |
Volume |
43,706 |
55,805 |
12,099 |
27.7% |
271,410 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.49 |
57.33 |
53.57 |
|
R3 |
56.70 |
55.54 |
53.08 |
|
R2 |
54.91 |
54.91 |
52.92 |
|
R1 |
53.75 |
53.75 |
52.75 |
53.44 |
PP |
53.12 |
53.12 |
53.12 |
52.96 |
S1 |
51.96 |
51.96 |
52.43 |
51.65 |
S2 |
51.33 |
51.33 |
52.26 |
|
S3 |
49.54 |
50.17 |
52.10 |
|
S4 |
47.75 |
48.38 |
51.61 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.08 |
60.61 |
55.59 |
|
R3 |
59.63 |
58.16 |
54.91 |
|
R2 |
57.18 |
57.18 |
54.69 |
|
R1 |
55.71 |
55.71 |
54.46 |
55.22 |
PP |
54.73 |
54.73 |
54.73 |
54.49 |
S1 |
53.26 |
53.26 |
54.02 |
52.77 |
S2 |
52.28 |
52.28 |
53.79 |
|
S3 |
49.83 |
50.81 |
53.57 |
|
S4 |
47.38 |
48.36 |
52.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.20 |
52.49 |
3.71 |
7.1% |
1.51 |
2.9% |
3% |
False |
True |
54,241 |
10 |
56.20 |
52.49 |
3.71 |
7.1% |
1.73 |
3.3% |
3% |
False |
True |
51,786 |
20 |
58.37 |
52.49 |
5.88 |
11.2% |
2.00 |
3.8% |
2% |
False |
True |
46,985 |
40 |
58.37 |
47.87 |
10.50 |
20.0% |
2.34 |
4.4% |
45% |
False |
False |
35,959 |
60 |
63.05 |
47.87 |
15.18 |
28.9% |
2.35 |
4.5% |
31% |
False |
False |
27,189 |
80 |
77.94 |
47.87 |
30.07 |
57.2% |
2.31 |
4.4% |
16% |
False |
False |
21,795 |
100 |
81.63 |
47.87 |
33.76 |
64.2% |
2.17 |
4.1% |
14% |
False |
False |
18,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.89 |
2.618 |
58.97 |
1.618 |
57.18 |
1.000 |
56.07 |
0.618 |
55.39 |
HIGH |
54.28 |
0.618 |
53.60 |
0.500 |
53.39 |
0.382 |
53.17 |
LOW |
52.49 |
0.618 |
51.38 |
1.000 |
50.70 |
1.618 |
49.59 |
2.618 |
47.80 |
4.250 |
44.88 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
53.39 |
54.08 |
PP |
53.12 |
53.58 |
S1 |
52.86 |
53.09 |
|