NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
55.51 |
55.08 |
-0.43 |
-0.8% |
56.56 |
High |
55.97 |
55.25 |
-0.72 |
-1.3% |
57.19 |
Low |
54.97 |
53.50 |
-1.47 |
-2.7% |
54.98 |
Close |
55.13 |
53.62 |
-1.51 |
-2.7% |
55.42 |
Range |
1.00 |
1.75 |
0.75 |
75.0% |
2.21 |
ATR |
1.95 |
1.94 |
-0.01 |
-0.7% |
0.00 |
Volume |
25,792 |
29,154 |
3,362 |
13.0% |
155,809 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.37 |
58.25 |
54.58 |
|
R3 |
57.62 |
56.50 |
54.10 |
|
R2 |
55.87 |
55.87 |
53.94 |
|
R1 |
54.75 |
54.75 |
53.78 |
54.44 |
PP |
54.12 |
54.12 |
54.12 |
53.97 |
S1 |
53.00 |
53.00 |
53.46 |
52.69 |
S2 |
52.37 |
52.37 |
53.30 |
|
S3 |
50.62 |
51.25 |
53.14 |
|
S4 |
48.87 |
49.50 |
52.66 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.49 |
61.17 |
56.64 |
|
R3 |
60.28 |
58.96 |
56.03 |
|
R2 |
58.07 |
58.07 |
55.83 |
|
R1 |
56.75 |
56.75 |
55.62 |
56.31 |
PP |
55.86 |
55.86 |
55.86 |
55.64 |
S1 |
54.54 |
54.54 |
55.22 |
54.10 |
S2 |
53.65 |
53.65 |
55.01 |
|
S3 |
51.44 |
52.33 |
54.81 |
|
S4 |
49.23 |
50.12 |
54.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.15 |
53.50 |
3.65 |
6.8% |
1.37 |
2.6% |
3% |
False |
True |
31,172 |
10 |
57.19 |
53.50 |
3.69 |
6.9% |
1.61 |
3.0% |
3% |
False |
True |
29,566 |
20 |
59.24 |
53.50 |
5.74 |
10.7% |
1.86 |
3.5% |
2% |
False |
True |
26,579 |
40 |
59.24 |
49.00 |
10.24 |
19.1% |
2.15 |
4.0% |
45% |
False |
False |
20,246 |
60 |
63.27 |
49.00 |
14.27 |
26.6% |
2.20 |
4.1% |
32% |
False |
False |
15,127 |
80 |
77.94 |
49.00 |
28.94 |
54.0% |
2.11 |
3.9% |
16% |
False |
False |
12,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.69 |
2.618 |
59.83 |
1.618 |
58.08 |
1.000 |
57.00 |
0.618 |
56.33 |
HIGH |
55.25 |
0.618 |
54.58 |
0.500 |
54.38 |
0.382 |
54.17 |
LOW |
53.50 |
0.618 |
52.42 |
1.000 |
51.75 |
1.618 |
50.67 |
2.618 |
48.92 |
4.250 |
46.06 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
54.38 |
55.12 |
PP |
54.12 |
54.62 |
S1 |
53.87 |
54.12 |
|