NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
51.45 |
50.52 |
-0.93 |
-1.8% |
55.51 |
| High |
51.61 |
50.75 |
-0.86 |
-1.7% |
55.97 |
| Low |
49.51 |
49.08 |
-0.43 |
-0.9% |
51.45 |
| Close |
50.67 |
49.65 |
-1.02 |
-2.0% |
51.52 |
| Range |
2.10 |
1.67 |
-0.43 |
-20.5% |
4.52 |
| ATR |
1.93 |
1.91 |
-0.02 |
-1.0% |
0.00 |
| Volume |
23,321 |
20,388 |
-2,933 |
-12.6% |
134,535 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.84 |
53.91 |
50.57 |
|
| R3 |
53.17 |
52.24 |
50.11 |
|
| R2 |
51.50 |
51.50 |
49.96 |
|
| R1 |
50.57 |
50.57 |
49.80 |
50.20 |
| PP |
49.83 |
49.83 |
49.83 |
49.64 |
| S1 |
48.90 |
48.90 |
49.50 |
48.53 |
| S2 |
48.16 |
48.16 |
49.34 |
|
| S3 |
46.49 |
47.23 |
49.19 |
|
| S4 |
44.82 |
45.56 |
48.73 |
|
|
| 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 |
54.90 |
49.08 |
5.82 |
11.7% |
1.84 |
3.7% |
10% |
False |
True |
24,659 |
| 10 |
57.15 |
49.08 |
8.07 |
16.3% |
1.61 |
3.2% |
7% |
False |
True |
27,915 |
| 20 |
58.89 |
49.08 |
9.81 |
19.8% |
1.76 |
3.5% |
6% |
False |
True |
27,335 |
| 40 |
59.24 |
49.00 |
10.24 |
20.6% |
2.05 |
4.1% |
6% |
False |
False |
22,298 |
| 60 |
60.55 |
49.00 |
11.55 |
23.3% |
2.14 |
4.3% |
6% |
False |
False |
16,778 |
| 80 |
76.90 |
49.00 |
27.90 |
56.2% |
2.13 |
4.3% |
2% |
False |
False |
13,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.85 |
|
2.618 |
55.12 |
|
1.618 |
53.45 |
|
1.000 |
52.42 |
|
0.618 |
51.78 |
|
HIGH |
50.75 |
|
0.618 |
50.11 |
|
0.500 |
49.92 |
|
0.382 |
49.72 |
|
LOW |
49.08 |
|
0.618 |
48.05 |
|
1.000 |
47.41 |
|
1.618 |
46.38 |
|
2.618 |
44.71 |
|
4.250 |
41.98 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.92 |
51.45 |
| PP |
49.83 |
50.85 |
| S1 |
49.74 |
50.25 |
|