NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
50.37 |
51.07 |
0.70 |
1.4% |
51.45 |
| High |
51.72 |
51.84 |
0.12 |
0.2% |
52.41 |
| Low |
49.46 |
50.12 |
0.66 |
1.3% |
48.71 |
| Close |
51.30 |
51.79 |
0.49 |
1.0% |
51.30 |
| Range |
2.26 |
1.72 |
-0.54 |
-23.9% |
3.70 |
| ATR |
2.05 |
2.03 |
-0.02 |
-1.2% |
0.00 |
| Volume |
17,774 |
21,419 |
3,645 |
20.5% |
109,863 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.41 |
55.82 |
52.74 |
|
| R3 |
54.69 |
54.10 |
52.26 |
|
| R2 |
52.97 |
52.97 |
52.11 |
|
| R1 |
52.38 |
52.38 |
51.95 |
52.68 |
| PP |
51.25 |
51.25 |
51.25 |
51.40 |
| S1 |
50.66 |
50.66 |
51.63 |
50.96 |
| S2 |
49.53 |
49.53 |
51.47 |
|
| S3 |
47.81 |
48.94 |
51.32 |
|
| S4 |
46.09 |
47.22 |
50.84 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.91 |
60.30 |
53.34 |
|
| R3 |
58.21 |
56.60 |
52.32 |
|
| R2 |
54.51 |
54.51 |
51.98 |
|
| R1 |
52.90 |
52.90 |
51.64 |
51.86 |
| PP |
50.81 |
50.81 |
50.81 |
50.28 |
| S1 |
49.20 |
49.20 |
50.96 |
48.16 |
| S2 |
47.11 |
47.11 |
50.62 |
|
| S3 |
43.41 |
45.50 |
50.28 |
|
| S4 |
39.71 |
41.80 |
49.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.41 |
48.71 |
3.70 |
7.1% |
2.26 |
4.4% |
83% |
False |
False |
21,592 |
| 10 |
55.25 |
48.71 |
6.54 |
12.6% |
2.06 |
4.0% |
47% |
False |
False |
24,002 |
| 20 |
57.19 |
48.71 |
8.48 |
16.4% |
1.81 |
3.5% |
36% |
False |
False |
27,221 |
| 40 |
59.24 |
48.71 |
10.53 |
20.3% |
2.11 |
4.1% |
29% |
False |
False |
23,135 |
| 60 |
59.24 |
48.71 |
10.53 |
20.3% |
2.09 |
4.0% |
29% |
False |
False |
17,858 |
| 80 |
76.63 |
48.71 |
27.92 |
53.9% |
2.20 |
4.3% |
11% |
False |
False |
14,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.15 |
|
2.618 |
56.34 |
|
1.618 |
54.62 |
|
1.000 |
53.56 |
|
0.618 |
52.90 |
|
HIGH |
51.84 |
|
0.618 |
51.18 |
|
0.500 |
50.98 |
|
0.382 |
50.78 |
|
LOW |
50.12 |
|
0.618 |
49.06 |
|
1.000 |
48.40 |
|
1.618 |
47.34 |
|
2.618 |
45.62 |
|
4.250 |
42.81 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.52 |
51.41 |
| PP |
51.25 |
51.03 |
| S1 |
50.98 |
50.65 |
|