NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
55.08 |
54.04 |
-1.04 |
-1.9% |
56.56 |
High |
55.25 |
54.22 |
-1.03 |
-1.9% |
57.19 |
Low |
53.50 |
52.96 |
-0.54 |
-1.0% |
54.98 |
Close |
53.62 |
53.98 |
0.36 |
0.7% |
55.42 |
Range |
1.75 |
1.26 |
-0.49 |
-28.0% |
2.21 |
ATR |
1.94 |
1.89 |
-0.05 |
-2.5% |
0.00 |
Volume |
29,154 |
22,379 |
-6,775 |
-23.2% |
155,809 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.50 |
57.00 |
54.67 |
|
R3 |
56.24 |
55.74 |
54.33 |
|
R2 |
54.98 |
54.98 |
54.21 |
|
R1 |
54.48 |
54.48 |
54.10 |
54.10 |
PP |
53.72 |
53.72 |
53.72 |
53.53 |
S1 |
53.22 |
53.22 |
53.86 |
52.84 |
S2 |
52.46 |
52.46 |
53.75 |
|
S3 |
51.20 |
51.96 |
53.63 |
|
S4 |
49.94 |
50.70 |
53.29 |
|
|
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 |
52.96 |
4.19 |
7.8% |
1.36 |
2.5% |
24% |
False |
True |
29,943 |
10 |
57.19 |
52.96 |
4.23 |
7.8% |
1.48 |
2.7% |
24% |
False |
True |
30,140 |
20 |
59.24 |
52.96 |
6.28 |
11.6% |
1.81 |
3.4% |
16% |
False |
True |
26,468 |
40 |
59.24 |
49.00 |
10.24 |
19.0% |
2.14 |
4.0% |
49% |
False |
False |
20,613 |
60 |
61.43 |
49.00 |
12.43 |
23.0% |
2.19 |
4.1% |
40% |
False |
False |
15,422 |
80 |
77.06 |
49.00 |
28.06 |
52.0% |
2.12 |
3.9% |
18% |
False |
False |
12,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.58 |
2.618 |
57.52 |
1.618 |
56.26 |
1.000 |
55.48 |
0.618 |
55.00 |
HIGH |
54.22 |
0.618 |
53.74 |
0.500 |
53.59 |
0.382 |
53.44 |
LOW |
52.96 |
0.618 |
52.18 |
1.000 |
51.70 |
1.618 |
50.92 |
2.618 |
49.66 |
4.250 |
47.61 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
53.85 |
54.47 |
PP |
53.72 |
54.30 |
S1 |
53.59 |
54.14 |
|