NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
49.20 |
51.67 |
2.47 |
5.0% |
55.51 |
High |
52.41 |
51.67 |
-0.74 |
-1.4% |
55.97 |
Low |
48.71 |
49.73 |
1.02 |
2.1% |
51.45 |
Close |
51.69 |
50.23 |
-1.46 |
-2.8% |
51.52 |
Range |
3.70 |
1.94 |
-1.76 |
-47.6% |
4.52 |
ATR |
2.04 |
2.04 |
-0.01 |
-0.3% |
0.00 |
Volume |
19,771 |
28,609 |
8,838 |
44.7% |
134,535 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.36 |
55.24 |
51.30 |
|
R3 |
54.42 |
53.30 |
50.76 |
|
R2 |
52.48 |
52.48 |
50.59 |
|
R1 |
51.36 |
51.36 |
50.41 |
50.95 |
PP |
50.54 |
50.54 |
50.54 |
50.34 |
S1 |
49.42 |
49.42 |
50.05 |
49.01 |
S2 |
48.60 |
48.60 |
49.87 |
|
S3 |
46.66 |
47.48 |
49.70 |
|
S4 |
44.72 |
45.54 |
49.16 |
|
|
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 |
53.81 |
48.71 |
5.10 |
10.2% |
2.35 |
4.7% |
30% |
False |
False |
23,987 |
10 |
56.73 |
48.71 |
8.02 |
16.0% |
1.94 |
3.9% |
19% |
False |
False |
25,577 |
20 |
57.19 |
48.71 |
8.48 |
16.9% |
1.77 |
3.5% |
18% |
False |
False |
27,565 |
40 |
59.24 |
48.71 |
10.53 |
21.0% |
2.11 |
4.2% |
14% |
False |
False |
22,942 |
60 |
60.55 |
48.71 |
11.84 |
23.6% |
2.11 |
4.2% |
13% |
False |
False |
17,393 |
80 |
76.90 |
48.71 |
28.19 |
56.1% |
2.17 |
4.3% |
5% |
False |
False |
14,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.92 |
2.618 |
56.75 |
1.618 |
54.81 |
1.000 |
53.61 |
0.618 |
52.87 |
HIGH |
51.67 |
0.618 |
50.93 |
0.500 |
50.70 |
0.382 |
50.47 |
LOW |
49.73 |
0.618 |
48.53 |
1.000 |
47.79 |
1.618 |
46.59 |
2.618 |
44.65 |
4.250 |
41.49 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
50.70 |
50.56 |
PP |
50.54 |
50.45 |
S1 |
50.39 |
50.34 |
|