NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
53.59 |
51.45 |
-2.14 |
-4.0% |
55.51 |
| High |
53.81 |
51.61 |
-2.20 |
-4.1% |
55.97 |
| Low |
51.45 |
49.51 |
-1.94 |
-3.8% |
51.45 |
| Close |
51.52 |
50.67 |
-0.85 |
-1.6% |
51.52 |
| Range |
2.36 |
2.10 |
-0.26 |
-11.0% |
4.52 |
| ATR |
1.92 |
1.93 |
0.01 |
0.7% |
0.00 |
| Volume |
27,847 |
23,321 |
-4,526 |
-16.3% |
134,535 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.90 |
55.88 |
51.83 |
|
| R3 |
54.80 |
53.78 |
51.25 |
|
| R2 |
52.70 |
52.70 |
51.06 |
|
| R1 |
51.68 |
51.68 |
50.86 |
51.14 |
| PP |
50.60 |
50.60 |
50.60 |
50.33 |
| S1 |
49.58 |
49.58 |
50.48 |
49.04 |
| S2 |
48.50 |
48.50 |
50.29 |
|
| S3 |
46.40 |
47.48 |
50.09 |
|
| S4 |
44.30 |
45.38 |
49.52 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.54 |
63.55 |
54.01 |
|
| R3 |
62.02 |
59.03 |
52.76 |
|
| R2 |
57.50 |
57.50 |
52.35 |
|
| R1 |
54.51 |
54.51 |
51.93 |
53.75 |
| PP |
52.98 |
52.98 |
52.98 |
52.60 |
| S1 |
49.99 |
49.99 |
51.11 |
49.23 |
| S2 |
48.46 |
48.46 |
50.69 |
|
| S3 |
43.94 |
45.47 |
50.28 |
|
| S4 |
39.42 |
40.95 |
49.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.25 |
49.51 |
5.74 |
11.3% |
1.86 |
3.7% |
20% |
False |
True |
26,412 |
| 10 |
57.15 |
49.51 |
7.64 |
15.1% |
1.56 |
3.1% |
15% |
False |
True |
29,103 |
| 20 |
59.24 |
49.51 |
9.73 |
19.2% |
1.80 |
3.5% |
12% |
False |
True |
27,246 |
| 40 |
59.24 |
49.00 |
10.24 |
20.2% |
2.08 |
4.1% |
16% |
False |
False |
22,069 |
| 60 |
60.55 |
49.00 |
11.55 |
22.8% |
2.18 |
4.3% |
14% |
False |
False |
16,529 |
| 80 |
76.90 |
49.00 |
27.90 |
55.1% |
2.12 |
4.2% |
6% |
False |
False |
13,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.54 |
|
2.618 |
57.11 |
|
1.618 |
55.01 |
|
1.000 |
53.71 |
|
0.618 |
52.91 |
|
HIGH |
51.61 |
|
0.618 |
50.81 |
|
0.500 |
50.56 |
|
0.382 |
50.31 |
|
LOW |
49.51 |
|
0.618 |
48.21 |
|
1.000 |
47.41 |
|
1.618 |
46.11 |
|
2.618 |
44.01 |
|
4.250 |
40.59 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.63 |
52.21 |
| PP |
50.60 |
51.69 |
| S1 |
50.56 |
51.18 |
|