NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.20 |
51.78 |
0.58 |
1.1% |
49.83 |
High |
52.12 |
51.79 |
-0.33 |
-0.6% |
55.09 |
Low |
50.71 |
50.46 |
-0.25 |
-0.5% |
48.79 |
Close |
51.81 |
50.78 |
-1.03 |
-2.0% |
51.87 |
Range |
1.41 |
1.33 |
-0.08 |
-5.7% |
6.30 |
ATR |
2.20 |
2.14 |
-0.06 |
-2.8% |
0.00 |
Volume |
38,487 |
35,676 |
-2,811 |
-7.3% |
222,984 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.00 |
54.22 |
51.51 |
|
R3 |
53.67 |
52.89 |
51.15 |
|
R2 |
52.34 |
52.34 |
51.02 |
|
R1 |
51.56 |
51.56 |
50.90 |
51.29 |
PP |
51.01 |
51.01 |
51.01 |
50.87 |
S1 |
50.23 |
50.23 |
50.66 |
49.96 |
S2 |
49.68 |
49.68 |
50.54 |
|
S3 |
48.35 |
48.90 |
50.41 |
|
S4 |
47.02 |
47.57 |
50.05 |
|
|
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 |
50.00 |
5.09 |
10.0% |
2.32 |
4.6% |
15% |
False |
False |
46,164 |
10 |
55.09 |
47.46 |
7.63 |
15.0% |
2.30 |
4.5% |
44% |
False |
False |
42,903 |
20 |
56.20 |
47.46 |
8.74 |
17.2% |
1.99 |
3.9% |
38% |
False |
False |
46,746 |
40 |
58.37 |
47.46 |
10.91 |
21.5% |
2.22 |
4.4% |
30% |
False |
False |
44,819 |
60 |
58.37 |
47.46 |
10.91 |
21.5% |
2.27 |
4.5% |
30% |
False |
False |
36,261 |
80 |
68.94 |
47.46 |
21.48 |
42.3% |
2.29 |
4.5% |
15% |
False |
False |
29,116 |
100 |
79.75 |
47.46 |
32.29 |
63.6% |
2.25 |
4.4% |
10% |
False |
False |
24,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.44 |
2.618 |
55.27 |
1.618 |
53.94 |
1.000 |
53.12 |
0.618 |
52.61 |
HIGH |
51.79 |
0.618 |
51.28 |
0.500 |
51.13 |
0.382 |
50.97 |
LOW |
50.46 |
0.618 |
49.64 |
1.000 |
49.13 |
1.618 |
48.31 |
2.618 |
46.98 |
4.250 |
44.81 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
51.13 |
52.36 |
PP |
51.01 |
51.83 |
S1 |
50.90 |
51.31 |
|