NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 23-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
49.16 |
49.83 |
0.67 |
1.4% |
50.29 |
High |
50.53 |
50.72 |
0.19 |
0.4% |
51.13 |
Low |
48.20 |
48.79 |
0.59 |
1.2% |
47.46 |
Close |
50.01 |
50.59 |
0.58 |
1.2% |
50.01 |
Range |
2.33 |
1.93 |
-0.40 |
-17.2% |
3.67 |
ATR |
2.13 |
2.12 |
-0.01 |
-0.7% |
0.00 |
Volume |
31,251 |
35,383 |
4,132 |
13.2% |
223,795 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.82 |
55.14 |
51.65 |
|
R3 |
53.89 |
53.21 |
51.12 |
|
R2 |
51.96 |
51.96 |
50.94 |
|
R1 |
51.28 |
51.28 |
50.77 |
51.62 |
PP |
50.03 |
50.03 |
50.03 |
50.21 |
S1 |
49.35 |
49.35 |
50.41 |
49.69 |
S2 |
48.10 |
48.10 |
50.24 |
|
S3 |
46.17 |
47.42 |
50.06 |
|
S4 |
44.24 |
45.49 |
49.53 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.54 |
58.95 |
52.03 |
|
R3 |
56.87 |
55.28 |
51.02 |
|
R2 |
53.20 |
53.20 |
50.68 |
|
R1 |
51.61 |
51.61 |
50.35 |
50.57 |
PP |
49.53 |
49.53 |
49.53 |
49.02 |
S1 |
47.94 |
47.94 |
49.67 |
46.90 |
S2 |
45.86 |
45.86 |
49.34 |
|
S3 |
42.19 |
44.27 |
49.00 |
|
S4 |
38.52 |
40.60 |
47.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.13 |
47.46 |
3.67 |
7.3% |
2.32 |
4.6% |
85% |
False |
False |
41,180 |
10 |
54.28 |
47.46 |
6.82 |
13.5% |
2.08 |
4.1% |
46% |
False |
False |
45,777 |
20 |
56.20 |
47.46 |
8.74 |
17.3% |
1.88 |
3.7% |
36% |
False |
False |
49,383 |
40 |
58.37 |
47.46 |
10.91 |
21.6% |
2.22 |
4.4% |
29% |
False |
False |
41,391 |
60 |
58.82 |
47.46 |
11.36 |
22.5% |
2.23 |
4.4% |
28% |
False |
False |
32,443 |
80 |
76.70 |
47.46 |
29.24 |
57.8% |
2.36 |
4.7% |
11% |
False |
False |
26,299 |
100 |
81.61 |
47.46 |
34.15 |
67.5% |
2.20 |
4.3% |
9% |
False |
False |
21,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.92 |
2.618 |
55.77 |
1.618 |
53.84 |
1.000 |
52.65 |
0.618 |
51.91 |
HIGH |
50.72 |
0.618 |
49.98 |
0.500 |
49.76 |
0.382 |
49.53 |
LOW |
48.79 |
0.618 |
47.60 |
1.000 |
46.86 |
1.618 |
45.67 |
2.618 |
43.74 |
4.250 |
40.59 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
50.31 |
50.21 |
PP |
50.03 |
49.84 |
S1 |
49.76 |
49.46 |
|