NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 24-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
49.83 |
50.52 |
0.69 |
1.4% |
50.29 |
High |
50.72 |
51.51 |
0.79 |
1.6% |
51.13 |
Low |
48.79 |
49.96 |
1.17 |
2.4% |
47.46 |
Close |
50.59 |
50.46 |
-0.13 |
-0.3% |
50.01 |
Range |
1.93 |
1.55 |
-0.38 |
-19.7% |
3.67 |
ATR |
2.12 |
2.08 |
-0.04 |
-1.9% |
0.00 |
Volume |
35,383 |
30,943 |
-4,440 |
-12.5% |
223,795 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.29 |
54.43 |
51.31 |
|
R3 |
53.74 |
52.88 |
50.89 |
|
R2 |
52.19 |
52.19 |
50.74 |
|
R1 |
51.33 |
51.33 |
50.60 |
50.99 |
PP |
50.64 |
50.64 |
50.64 |
50.47 |
S1 |
49.78 |
49.78 |
50.32 |
49.44 |
S2 |
49.09 |
49.09 |
50.18 |
|
S3 |
47.54 |
48.23 |
50.03 |
|
S4 |
45.99 |
46.68 |
49.61 |
|
|
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 |
51.51 |
47.46 |
4.05 |
8.0% |
2.29 |
4.5% |
74% |
True |
False |
39,642 |
10 |
53.74 |
47.46 |
6.28 |
12.4% |
2.06 |
4.1% |
48% |
False |
False |
43,290 |
20 |
56.20 |
47.46 |
8.74 |
17.3% |
1.89 |
3.8% |
34% |
False |
False |
47,538 |
40 |
58.37 |
47.46 |
10.91 |
21.6% |
2.22 |
4.4% |
27% |
False |
False |
41,544 |
60 |
58.60 |
47.46 |
11.14 |
22.1% |
2.23 |
4.4% |
27% |
False |
False |
32,866 |
80 |
74.90 |
47.46 |
27.44 |
54.4% |
2.35 |
4.6% |
11% |
False |
False |
26,616 |
100 |
81.61 |
47.46 |
34.15 |
67.7% |
2.20 |
4.4% |
9% |
False |
False |
22,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.10 |
2.618 |
55.57 |
1.618 |
54.02 |
1.000 |
53.06 |
0.618 |
52.47 |
HIGH |
51.51 |
0.618 |
50.92 |
0.500 |
50.74 |
0.382 |
50.55 |
LOW |
49.96 |
0.618 |
49.00 |
1.000 |
48.41 |
1.618 |
47.45 |
2.618 |
45.90 |
4.250 |
43.37 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
50.74 |
50.26 |
PP |
50.64 |
50.06 |
S1 |
50.55 |
49.86 |
|