NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
50.52 |
50.52 |
0.00 |
0.0% |
50.29 |
| High |
51.51 |
52.28 |
0.77 |
1.5% |
51.13 |
| Low |
49.96 |
50.00 |
0.04 |
0.1% |
47.46 |
| Close |
50.46 |
52.01 |
1.55 |
3.1% |
50.01 |
| Range |
1.55 |
2.28 |
0.73 |
47.1% |
3.67 |
| ATR |
2.08 |
2.09 |
0.01 |
0.7% |
0.00 |
| Volume |
30,943 |
40,827 |
9,884 |
31.9% |
223,795 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.27 |
57.42 |
53.26 |
|
| R3 |
55.99 |
55.14 |
52.64 |
|
| R2 |
53.71 |
53.71 |
52.43 |
|
| R1 |
52.86 |
52.86 |
52.22 |
53.29 |
| PP |
51.43 |
51.43 |
51.43 |
51.64 |
| S1 |
50.58 |
50.58 |
51.80 |
51.01 |
| S2 |
49.15 |
49.15 |
51.59 |
|
| S3 |
46.87 |
48.30 |
51.38 |
|
| S4 |
44.59 |
46.02 |
50.76 |
|
|
| 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 |
52.28 |
48.20 |
4.08 |
7.8% |
2.01 |
3.9% |
93% |
True |
False |
38,379 |
| 10 |
53.74 |
47.46 |
6.28 |
12.1% |
2.16 |
4.2% |
72% |
False |
False |
43,223 |
| 20 |
56.20 |
47.46 |
8.74 |
16.8% |
1.86 |
3.6% |
52% |
False |
False |
48,173 |
| 40 |
58.37 |
47.46 |
10.91 |
21.0% |
2.24 |
4.3% |
42% |
False |
False |
42,148 |
| 60 |
58.37 |
47.46 |
10.91 |
21.0% |
2.24 |
4.3% |
42% |
False |
False |
33,475 |
| 80 |
73.63 |
47.46 |
26.17 |
50.3% |
2.36 |
4.5% |
17% |
False |
False |
27,055 |
| 100 |
80.99 |
47.46 |
33.53 |
64.5% |
2.22 |
4.3% |
14% |
False |
False |
22,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.97 |
|
2.618 |
58.25 |
|
1.618 |
55.97 |
|
1.000 |
54.56 |
|
0.618 |
53.69 |
|
HIGH |
52.28 |
|
0.618 |
51.41 |
|
0.500 |
51.14 |
|
0.382 |
50.87 |
|
LOW |
50.00 |
|
0.618 |
48.59 |
|
1.000 |
47.72 |
|
1.618 |
46.31 |
|
2.618 |
44.03 |
|
4.250 |
40.31 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.72 |
51.52 |
| PP |
51.43 |
51.03 |
| S1 |
51.14 |
50.54 |
|