NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
55.78 |
56.51 |
0.73 |
1.3% |
55.77 |
High |
56.96 |
57.03 |
0.07 |
0.1% |
57.19 |
Low |
55.78 |
55.70 |
-0.08 |
-0.1% |
54.44 |
Close |
56.85 |
56.83 |
-0.02 |
0.0% |
56.82 |
Range |
1.18 |
1.33 |
0.15 |
12.7% |
2.75 |
ATR |
2.19 |
2.13 |
-0.06 |
-2.8% |
0.00 |
Volume |
32,261 |
28,522 |
-3,739 |
-11.6% |
145,196 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.51 |
60.00 |
57.56 |
|
R3 |
59.18 |
58.67 |
57.20 |
|
R2 |
57.85 |
57.85 |
57.07 |
|
R1 |
57.34 |
57.34 |
56.95 |
57.60 |
PP |
56.52 |
56.52 |
56.52 |
56.65 |
S1 |
56.01 |
56.01 |
56.71 |
56.27 |
S2 |
55.19 |
55.19 |
56.59 |
|
S3 |
53.86 |
54.68 |
56.46 |
|
S4 |
52.53 |
53.35 |
56.10 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.40 |
63.36 |
58.33 |
|
R3 |
61.65 |
60.61 |
57.58 |
|
R2 |
58.90 |
58.90 |
57.32 |
|
R1 |
57.86 |
57.86 |
57.07 |
58.38 |
PP |
56.15 |
56.15 |
56.15 |
56.41 |
S1 |
55.11 |
55.11 |
56.57 |
55.63 |
S2 |
53.40 |
53.40 |
56.32 |
|
S3 |
50.65 |
52.36 |
56.06 |
|
S4 |
47.90 |
49.61 |
55.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.19 |
54.74 |
2.45 |
4.3% |
1.59 |
2.8% |
85% |
False |
False |
30,338 |
10 |
57.25 |
54.44 |
2.81 |
4.9% |
1.75 |
3.1% |
85% |
False |
False |
26,675 |
20 |
59.24 |
53.36 |
5.88 |
10.3% |
2.17 |
3.8% |
59% |
False |
False |
24,562 |
40 |
59.24 |
49.00 |
10.24 |
18.0% |
2.20 |
3.9% |
76% |
False |
False |
17,831 |
60 |
67.65 |
49.00 |
18.65 |
32.8% |
2.23 |
3.9% |
42% |
False |
False |
13,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.68 |
2.618 |
60.51 |
1.618 |
59.18 |
1.000 |
58.36 |
0.618 |
57.85 |
HIGH |
57.03 |
0.618 |
56.52 |
0.500 |
56.37 |
0.382 |
56.21 |
LOW |
55.70 |
0.618 |
54.88 |
1.000 |
54.37 |
1.618 |
53.55 |
2.618 |
52.22 |
4.250 |
50.05 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
56.68 |
56.68 |
PP |
56.52 |
56.53 |
S1 |
56.37 |
56.39 |
|