NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
47.89 |
50.36 |
2.47 |
5.2% |
54.34 |
High |
51.13 |
50.37 |
-0.76 |
-1.5% |
54.97 |
Low |
47.46 |
48.40 |
0.94 |
2.0% |
50.21 |
Close |
50.36 |
48.97 |
-1.39 |
-2.8% |
50.29 |
Range |
3.67 |
1.97 |
-1.70 |
-46.3% |
4.76 |
ATR |
2.13 |
2.12 |
-0.01 |
-0.5% |
0.00 |
Volume |
47,144 |
53,493 |
6,349 |
13.5% |
242,298 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.16 |
54.03 |
50.05 |
|
R3 |
53.19 |
52.06 |
49.51 |
|
R2 |
51.22 |
51.22 |
49.33 |
|
R1 |
50.09 |
50.09 |
49.15 |
49.67 |
PP |
49.25 |
49.25 |
49.25 |
49.04 |
S1 |
48.12 |
48.12 |
48.79 |
47.70 |
S2 |
47.28 |
47.28 |
48.61 |
|
S3 |
45.31 |
46.15 |
48.43 |
|
S4 |
43.34 |
44.18 |
47.89 |
|
|
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 |
52.60 |
47.46 |
5.14 |
10.5% |
2.35 |
4.8% |
29% |
False |
False |
48,183 |
10 |
55.67 |
47.46 |
8.21 |
16.8% |
1.96 |
4.0% |
18% |
False |
False |
49,340 |
20 |
56.20 |
47.46 |
8.74 |
17.8% |
1.83 |
3.7% |
17% |
False |
False |
49,851 |
40 |
58.37 |
47.46 |
10.91 |
22.3% |
2.24 |
4.6% |
14% |
False |
False |
41,185 |
60 |
59.92 |
47.46 |
12.46 |
25.4% |
2.24 |
4.6% |
12% |
False |
False |
31,607 |
80 |
77.60 |
47.46 |
30.14 |
61.5% |
2.34 |
4.8% |
5% |
False |
False |
25,595 |
100 |
81.61 |
47.46 |
34.15 |
69.7% |
2.18 |
4.4% |
4% |
False |
False |
21,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.74 |
2.618 |
55.53 |
1.618 |
53.56 |
1.000 |
52.34 |
0.618 |
51.59 |
HIGH |
50.37 |
0.618 |
49.62 |
0.500 |
49.39 |
0.382 |
49.15 |
LOW |
48.40 |
0.618 |
47.18 |
1.000 |
46.43 |
1.618 |
45.21 |
2.618 |
43.24 |
4.250 |
40.03 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
49.39 |
49.30 |
PP |
49.25 |
49.19 |
S1 |
49.11 |
49.08 |
|