NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 30-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
53.97 |
51.20 |
-2.77 |
-5.1% |
49.83 |
High |
54.25 |
52.12 |
-2.13 |
-3.9% |
55.09 |
Low |
51.23 |
50.71 |
-0.52 |
-1.0% |
48.79 |
Close |
51.87 |
51.81 |
-0.06 |
-0.1% |
51.87 |
Range |
3.02 |
1.41 |
-1.61 |
-53.3% |
6.30 |
ATR |
2.26 |
2.20 |
-0.06 |
-2.7% |
0.00 |
Volume |
66,201 |
38,487 |
-27,714 |
-41.9% |
222,984 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.78 |
55.20 |
52.59 |
|
R3 |
54.37 |
53.79 |
52.20 |
|
R2 |
52.96 |
52.96 |
52.07 |
|
R1 |
52.38 |
52.38 |
51.94 |
52.67 |
PP |
51.55 |
51.55 |
51.55 |
51.69 |
S1 |
50.97 |
50.97 |
51.68 |
51.26 |
S2 |
50.14 |
50.14 |
51.55 |
|
S3 |
48.73 |
49.56 |
51.42 |
|
S4 |
47.32 |
48.15 |
51.03 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.82 |
67.64 |
55.34 |
|
R3 |
64.52 |
61.34 |
53.60 |
|
R2 |
58.22 |
58.22 |
53.03 |
|
R1 |
55.04 |
55.04 |
52.45 |
56.63 |
PP |
51.92 |
51.92 |
51.92 |
52.71 |
S1 |
48.74 |
48.74 |
51.29 |
50.33 |
S2 |
45.62 |
45.62 |
50.72 |
|
S3 |
39.32 |
42.44 |
50.14 |
|
S4 |
33.02 |
36.14 |
48.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.09 |
49.96 |
5.13 |
9.9% |
2.36 |
4.6% |
36% |
False |
False |
45,217 |
10 |
55.09 |
47.46 |
7.63 |
14.7% |
2.34 |
4.5% |
57% |
False |
False |
43,199 |
20 |
56.20 |
47.46 |
8.74 |
16.9% |
1.97 |
3.8% |
50% |
False |
False |
47,940 |
40 |
58.37 |
47.46 |
10.91 |
21.1% |
2.28 |
4.4% |
40% |
False |
False |
44,528 |
60 |
58.37 |
47.46 |
10.91 |
21.1% |
2.28 |
4.4% |
40% |
False |
False |
35,775 |
80 |
69.01 |
47.46 |
21.55 |
41.6% |
2.29 |
4.4% |
20% |
False |
False |
28,727 |
100 |
79.75 |
47.46 |
32.29 |
62.3% |
2.25 |
4.3% |
13% |
False |
False |
23,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.11 |
2.618 |
55.81 |
1.618 |
54.40 |
1.000 |
53.53 |
0.618 |
52.99 |
HIGH |
52.12 |
0.618 |
51.58 |
0.500 |
51.42 |
0.382 |
51.25 |
LOW |
50.71 |
0.618 |
49.84 |
1.000 |
49.30 |
1.618 |
48.43 |
2.618 |
47.02 |
4.250 |
44.72 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
51.68 |
52.90 |
PP |
51.55 |
52.54 |
S1 |
51.42 |
52.17 |
|