NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
52.37 |
50.29 |
-2.08 |
-4.0% |
54.34 |
High |
52.60 |
50.35 |
-2.25 |
-4.3% |
54.97 |
Low |
50.21 |
48.31 |
-1.90 |
-3.8% |
50.21 |
Close |
50.29 |
49.45 |
-0.84 |
-1.7% |
50.29 |
Range |
2.39 |
2.04 |
-0.35 |
-14.6% |
4.76 |
ATR |
2.04 |
2.04 |
0.00 |
0.0% |
0.00 |
Volume |
48,375 |
53,276 |
4,901 |
10.1% |
242,298 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.49 |
54.51 |
50.57 |
|
R3 |
53.45 |
52.47 |
50.01 |
|
R2 |
51.41 |
51.41 |
49.82 |
|
R1 |
50.43 |
50.43 |
49.64 |
49.90 |
PP |
49.37 |
49.37 |
49.37 |
49.11 |
S1 |
48.39 |
48.39 |
49.26 |
47.86 |
S2 |
47.33 |
47.33 |
49.08 |
|
S3 |
45.29 |
46.35 |
48.89 |
|
S4 |
43.25 |
44.31 |
48.33 |
|
|
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 |
54.28 |
48.31 |
5.97 |
12.1% |
1.85 |
3.7% |
19% |
False |
True |
50,373 |
10 |
56.20 |
48.31 |
7.89 |
16.0% |
1.61 |
3.3% |
14% |
False |
True |
52,681 |
20 |
58.37 |
48.31 |
10.06 |
20.3% |
1.90 |
3.8% |
11% |
False |
True |
47,902 |
40 |
58.37 |
47.87 |
10.50 |
21.2% |
2.22 |
4.5% |
15% |
False |
False |
39,254 |
60 |
60.41 |
47.87 |
12.54 |
25.4% |
2.32 |
4.7% |
13% |
False |
False |
29,836 |
80 |
77.60 |
47.87 |
29.73 |
60.1% |
2.31 |
4.7% |
5% |
False |
False |
24,045 |
100 |
81.61 |
47.87 |
33.74 |
68.2% |
2.15 |
4.4% |
5% |
False |
False |
19,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.02 |
2.618 |
55.69 |
1.618 |
53.65 |
1.000 |
52.39 |
0.618 |
51.61 |
HIGH |
50.35 |
0.618 |
49.57 |
0.500 |
49.33 |
0.382 |
49.09 |
LOW |
48.31 |
0.618 |
47.05 |
1.000 |
46.27 |
1.618 |
45.01 |
2.618 |
42.97 |
4.250 |
39.64 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
49.41 |
51.03 |
PP |
49.37 |
50.50 |
S1 |
49.33 |
49.98 |
|