NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
51.07 |
51.55 |
0.48 |
0.9% |
51.45 |
| High |
51.84 |
52.67 |
0.83 |
1.6% |
52.41 |
| Low |
50.12 |
51.13 |
1.01 |
2.0% |
48.71 |
| Close |
51.79 |
51.55 |
-0.24 |
-0.5% |
51.30 |
| Range |
1.72 |
1.54 |
-0.18 |
-10.5% |
3.70 |
| ATR |
2.03 |
1.99 |
-0.03 |
-1.7% |
0.00 |
| Volume |
21,419 |
15,302 |
-6,117 |
-28.6% |
109,863 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.40 |
55.52 |
52.40 |
|
| R3 |
54.86 |
53.98 |
51.97 |
|
| R2 |
53.32 |
53.32 |
51.83 |
|
| R1 |
52.44 |
52.44 |
51.69 |
52.32 |
| PP |
51.78 |
51.78 |
51.78 |
51.73 |
| S1 |
50.90 |
50.90 |
51.41 |
50.78 |
| S2 |
50.24 |
50.24 |
51.27 |
|
| S3 |
48.70 |
49.36 |
51.13 |
|
| S4 |
47.16 |
47.82 |
50.70 |
|
|
| 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 |
52.67 |
48.71 |
3.96 |
7.7% |
2.23 |
4.3% |
72% |
True |
False |
20,575 |
| 10 |
54.90 |
48.71 |
6.19 |
12.0% |
2.04 |
4.0% |
46% |
False |
False |
22,617 |
| 20 |
57.19 |
48.71 |
8.48 |
16.5% |
1.82 |
3.5% |
33% |
False |
False |
26,092 |
| 40 |
59.24 |
48.71 |
10.53 |
20.4% |
2.11 |
4.1% |
27% |
False |
False |
23,178 |
| 60 |
59.24 |
48.71 |
10.53 |
20.4% |
2.09 |
4.1% |
27% |
False |
False |
18,055 |
| 80 |
74.69 |
48.71 |
25.98 |
50.4% |
2.19 |
4.3% |
11% |
False |
False |
14,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.22 |
|
2.618 |
56.70 |
|
1.618 |
55.16 |
|
1.000 |
54.21 |
|
0.618 |
53.62 |
|
HIGH |
52.67 |
|
0.618 |
52.08 |
|
0.500 |
51.90 |
|
0.382 |
51.72 |
|
LOW |
51.13 |
|
0.618 |
50.18 |
|
1.000 |
49.59 |
|
1.618 |
48.64 |
|
2.618 |
47.10 |
|
4.250 |
44.59 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.90 |
51.39 |
| PP |
51.78 |
51.23 |
| S1 |
51.67 |
51.07 |
|