NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
52.99 |
53.09 |
0.10 |
0.2% |
55.09 |
High |
53.18 |
53.74 |
0.56 |
1.1% |
56.20 |
Low |
51.94 |
51.94 |
0.00 |
0.0% |
53.75 |
Close |
52.88 |
52.27 |
-0.61 |
-1.2% |
54.24 |
Range |
1.24 |
1.80 |
0.56 |
45.2% |
2.45 |
ATR |
2.03 |
2.01 |
-0.02 |
-0.8% |
0.00 |
Volume |
41,501 |
52,911 |
11,410 |
27.5% |
271,410 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.05 |
56.96 |
53.26 |
|
R3 |
56.25 |
55.16 |
52.77 |
|
R2 |
54.45 |
54.45 |
52.60 |
|
R1 |
53.36 |
53.36 |
52.44 |
53.01 |
PP |
52.65 |
52.65 |
52.65 |
52.47 |
S1 |
51.56 |
51.56 |
52.11 |
51.21 |
S2 |
50.85 |
50.85 |
51.94 |
|
S3 |
49.05 |
49.76 |
51.78 |
|
S4 |
47.25 |
47.96 |
51.28 |
|
|
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 |
55.67 |
51.94 |
3.73 |
7.1% |
1.57 |
3.0% |
9% |
False |
True |
50,497 |
10 |
56.20 |
51.94 |
4.26 |
8.1% |
1.47 |
2.8% |
8% |
False |
True |
53,259 |
20 |
58.37 |
51.94 |
6.43 |
12.3% |
1.90 |
3.6% |
5% |
False |
True |
47,766 |
40 |
58.37 |
47.87 |
10.50 |
20.1% |
2.30 |
4.4% |
42% |
False |
False |
37,716 |
60 |
60.51 |
47.87 |
12.64 |
24.2% |
2.34 |
4.5% |
35% |
False |
False |
28,502 |
80 |
77.60 |
47.87 |
29.73 |
56.9% |
2.30 |
4.4% |
15% |
False |
False |
22,868 |
100 |
81.61 |
47.87 |
33.74 |
64.5% |
2.14 |
4.1% |
13% |
False |
False |
19,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.39 |
2.618 |
58.45 |
1.618 |
56.65 |
1.000 |
55.54 |
0.618 |
54.85 |
HIGH |
53.74 |
0.618 |
53.05 |
0.500 |
52.84 |
0.382 |
52.63 |
LOW |
51.94 |
0.618 |
50.83 |
1.000 |
50.14 |
1.618 |
49.03 |
2.618 |
47.23 |
4.250 |
44.29 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
52.84 |
53.11 |
PP |
52.65 |
52.83 |
S1 |
52.46 |
52.55 |
|