NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
53.09 |
52.37 |
-0.72 |
-1.4% |
54.34 |
| High |
53.74 |
52.60 |
-1.14 |
-2.1% |
54.97 |
| Low |
51.94 |
50.21 |
-1.73 |
-3.3% |
50.21 |
| Close |
52.27 |
50.29 |
-1.98 |
-3.8% |
50.29 |
| Range |
1.80 |
2.39 |
0.59 |
32.8% |
4.76 |
| ATR |
2.01 |
2.04 |
0.03 |
1.4% |
0.00 |
| Volume |
52,911 |
48,375 |
-4,536 |
-8.6% |
242,298 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.20 |
56.64 |
51.60 |
|
| R3 |
55.81 |
54.25 |
50.95 |
|
| R2 |
53.42 |
53.42 |
50.73 |
|
| R1 |
51.86 |
51.86 |
50.51 |
51.45 |
| PP |
51.03 |
51.03 |
51.03 |
50.83 |
| S1 |
49.47 |
49.47 |
50.07 |
49.06 |
| S2 |
48.64 |
48.64 |
49.85 |
|
| S3 |
46.25 |
47.08 |
49.63 |
|
| S4 |
43.86 |
44.69 |
48.98 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.10 |
62.96 |
52.91 |
|
| R3 |
61.34 |
58.20 |
51.60 |
|
| R2 |
56.58 |
56.58 |
51.16 |
|
| R1 |
53.44 |
53.44 |
50.73 |
52.63 |
| PP |
51.82 |
51.82 |
51.82 |
51.42 |
| S1 |
48.68 |
48.68 |
49.85 |
47.87 |
| S2 |
47.06 |
47.06 |
49.42 |
|
| S3 |
42.30 |
43.92 |
48.98 |
|
| S4 |
37.54 |
39.16 |
47.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.97 |
50.21 |
4.76 |
9.5% |
1.66 |
3.3% |
2% |
False |
True |
48,459 |
| 10 |
56.20 |
50.21 |
5.99 |
11.9% |
1.58 |
3.1% |
1% |
False |
True |
51,370 |
| 20 |
58.37 |
50.21 |
8.16 |
16.2% |
1.90 |
3.8% |
1% |
False |
True |
47,986 |
| 40 |
58.37 |
47.87 |
10.50 |
20.9% |
2.28 |
4.5% |
23% |
False |
False |
38,455 |
| 60 |
60.41 |
47.87 |
12.54 |
24.9% |
2.33 |
4.6% |
19% |
False |
False |
29,165 |
| 80 |
77.60 |
47.87 |
29.73 |
59.1% |
2.30 |
4.6% |
8% |
False |
False |
23,432 |
| 100 |
81.61 |
47.87 |
33.74 |
67.1% |
2.15 |
4.3% |
7% |
False |
False |
19,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.76 |
|
2.618 |
58.86 |
|
1.618 |
56.47 |
|
1.000 |
54.99 |
|
0.618 |
54.08 |
|
HIGH |
52.60 |
|
0.618 |
51.69 |
|
0.500 |
51.41 |
|
0.382 |
51.12 |
|
LOW |
50.21 |
|
0.618 |
48.73 |
|
1.000 |
47.82 |
|
1.618 |
46.34 |
|
2.618 |
43.95 |
|
4.250 |
40.05 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.41 |
51.98 |
| PP |
51.03 |
51.41 |
| S1 |
50.66 |
50.85 |
|