NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
49.38 |
47.89 |
-1.49 |
-3.0% |
54.34 |
High |
49.56 |
51.13 |
1.57 |
3.2% |
54.97 |
Low |
47.88 |
47.46 |
-0.42 |
-0.9% |
50.21 |
Close |
48.48 |
50.36 |
1.88 |
3.9% |
50.29 |
Range |
1.68 |
3.67 |
1.99 |
118.5% |
4.76 |
ATR |
2.01 |
2.13 |
0.12 |
5.9% |
0.00 |
Volume |
38,631 |
47,144 |
8,513 |
22.0% |
242,298 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.66 |
59.18 |
52.38 |
|
R3 |
56.99 |
55.51 |
51.37 |
|
R2 |
53.32 |
53.32 |
51.03 |
|
R1 |
51.84 |
51.84 |
50.70 |
52.58 |
PP |
49.65 |
49.65 |
49.65 |
50.02 |
S1 |
48.17 |
48.17 |
50.02 |
48.91 |
S2 |
45.98 |
45.98 |
49.69 |
|
S3 |
42.31 |
44.50 |
49.35 |
|
S4 |
38.64 |
40.83 |
48.34 |
|
|
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 |
53.74 |
47.46 |
6.28 |
12.5% |
2.32 |
4.6% |
46% |
False |
True |
48,067 |
10 |
56.20 |
47.46 |
8.74 |
17.4% |
1.88 |
3.7% |
33% |
False |
True |
51,115 |
20 |
56.25 |
47.46 |
8.79 |
17.5% |
1.87 |
3.7% |
33% |
False |
True |
48,374 |
40 |
58.37 |
47.46 |
10.91 |
21.7% |
2.23 |
4.4% |
27% |
False |
True |
40,530 |
60 |
59.92 |
47.46 |
12.46 |
24.7% |
2.27 |
4.5% |
23% |
False |
True |
30,876 |
80 |
77.60 |
47.46 |
30.14 |
59.8% |
2.34 |
4.6% |
10% |
False |
True |
25,032 |
100 |
81.61 |
47.46 |
34.15 |
67.8% |
2.18 |
4.3% |
8% |
False |
True |
20,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.73 |
2.618 |
60.74 |
1.618 |
57.07 |
1.000 |
54.80 |
0.618 |
53.40 |
HIGH |
51.13 |
0.618 |
49.73 |
0.500 |
49.30 |
0.382 |
48.86 |
LOW |
47.46 |
0.618 |
45.19 |
1.000 |
43.79 |
1.618 |
41.52 |
2.618 |
37.85 |
4.250 |
31.86 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
50.01 |
50.01 |
PP |
49.65 |
49.65 |
S1 |
49.30 |
49.30 |
|