NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
54.04 |
54.16 |
0.12 |
0.2% |
56.56 |
High |
54.22 |
54.90 |
0.68 |
1.3% |
57.19 |
Low |
52.96 |
53.08 |
0.12 |
0.2% |
54.98 |
Close |
53.98 |
53.44 |
-0.54 |
-1.0% |
55.42 |
Range |
1.26 |
1.82 |
0.56 |
44.4% |
2.21 |
ATR |
1.89 |
1.89 |
-0.01 |
-0.3% |
0.00 |
Volume |
22,379 |
29,363 |
6,984 |
31.2% |
155,809 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.27 |
58.17 |
54.44 |
|
R3 |
57.45 |
56.35 |
53.94 |
|
R2 |
55.63 |
55.63 |
53.77 |
|
R1 |
54.53 |
54.53 |
53.61 |
54.17 |
PP |
53.81 |
53.81 |
53.81 |
53.63 |
S1 |
52.71 |
52.71 |
53.27 |
52.35 |
S2 |
51.99 |
51.99 |
53.11 |
|
S3 |
50.17 |
50.89 |
52.94 |
|
S4 |
48.35 |
49.07 |
52.44 |
|
|
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 |
56.73 |
52.96 |
3.77 |
7.1% |
1.52 |
2.8% |
13% |
False |
False |
27,167 |
10 |
57.19 |
52.96 |
4.23 |
7.9% |
1.43 |
2.7% |
11% |
False |
False |
29,538 |
20 |
59.24 |
52.96 |
6.28 |
11.8% |
1.78 |
3.3% |
8% |
False |
False |
27,127 |
40 |
59.24 |
49.00 |
10.24 |
19.2% |
2.14 |
4.0% |
43% |
False |
False |
21,211 |
60 |
60.55 |
49.00 |
11.55 |
21.6% |
2.19 |
4.1% |
38% |
False |
False |
15,854 |
80 |
76.90 |
49.00 |
27.90 |
52.2% |
2.11 |
3.9% |
16% |
False |
False |
12,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.64 |
2.618 |
59.66 |
1.618 |
57.84 |
1.000 |
56.72 |
0.618 |
56.02 |
HIGH |
54.90 |
0.618 |
54.20 |
0.500 |
53.99 |
0.382 |
53.78 |
LOW |
53.08 |
0.618 |
51.96 |
1.000 |
51.26 |
1.618 |
50.14 |
2.618 |
48.32 |
4.250 |
45.35 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
53.99 |
54.11 |
PP |
53.81 |
53.88 |
S1 |
53.62 |
53.66 |
|