NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
56.51 |
56.44 |
-0.07 |
-0.1% |
55.77 |
High |
57.03 |
57.15 |
0.12 |
0.2% |
57.19 |
Low |
55.70 |
56.11 |
0.41 |
0.7% |
54.44 |
Close |
56.83 |
56.34 |
-0.49 |
-0.9% |
56.82 |
Range |
1.33 |
1.04 |
-0.29 |
-21.8% |
2.75 |
ATR |
2.13 |
2.05 |
-0.08 |
-3.6% |
0.00 |
Volume |
28,522 |
43,244 |
14,722 |
51.6% |
145,196 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.65 |
59.04 |
56.91 |
|
R3 |
58.61 |
58.00 |
56.63 |
|
R2 |
57.57 |
57.57 |
56.53 |
|
R1 |
56.96 |
56.96 |
56.44 |
56.75 |
PP |
56.53 |
56.53 |
56.53 |
56.43 |
S1 |
55.92 |
55.92 |
56.24 |
55.71 |
S2 |
55.49 |
55.49 |
56.15 |
|
S3 |
54.45 |
54.88 |
56.05 |
|
S4 |
53.41 |
53.84 |
55.77 |
|
|
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 |
55.37 |
1.82 |
3.2% |
1.35 |
2.4% |
53% |
False |
False |
31,910 |
10 |
57.19 |
54.44 |
2.75 |
4.9% |
1.60 |
2.8% |
69% |
False |
False |
29,554 |
20 |
59.24 |
53.36 |
5.88 |
10.4% |
2.03 |
3.6% |
51% |
False |
False |
25,575 |
40 |
59.24 |
49.00 |
10.24 |
18.2% |
2.16 |
3.8% |
72% |
False |
False |
18,779 |
60 |
66.34 |
49.00 |
17.34 |
30.8% |
2.22 |
3.9% |
42% |
False |
False |
13,974 |
80 |
79.78 |
49.00 |
30.78 |
54.6% |
2.09 |
3.7% |
24% |
False |
False |
11,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.57 |
2.618 |
59.87 |
1.618 |
58.83 |
1.000 |
58.19 |
0.618 |
57.79 |
HIGH |
57.15 |
0.618 |
56.75 |
0.500 |
56.63 |
0.382 |
56.51 |
LOW |
56.11 |
0.618 |
55.47 |
1.000 |
55.07 |
1.618 |
54.43 |
2.618 |
53.39 |
4.250 |
51.69 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
56.63 |
56.43 |
PP |
56.53 |
56.40 |
S1 |
56.44 |
56.37 |
|