NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
51.55 |
51.57 |
0.02 |
0.0% |
51.45 |
| High |
52.67 |
53.26 |
0.59 |
1.1% |
52.41 |
| Low |
51.13 |
51.25 |
0.12 |
0.2% |
48.71 |
| Close |
51.55 |
52.98 |
1.43 |
2.8% |
51.30 |
| Range |
1.54 |
2.01 |
0.47 |
30.5% |
3.70 |
| ATR |
1.99 |
1.99 |
0.00 |
0.1% |
0.00 |
| Volume |
15,302 |
22,091 |
6,789 |
44.4% |
109,863 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.53 |
57.76 |
54.09 |
|
| R3 |
56.52 |
55.75 |
53.53 |
|
| R2 |
54.51 |
54.51 |
53.35 |
|
| R1 |
53.74 |
53.74 |
53.16 |
54.13 |
| PP |
52.50 |
52.50 |
52.50 |
52.69 |
| S1 |
51.73 |
51.73 |
52.80 |
52.12 |
| S2 |
50.49 |
50.49 |
52.61 |
|
| S3 |
48.48 |
49.72 |
52.43 |
|
| S4 |
46.47 |
47.71 |
51.87 |
|
|
| 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 |
53.26 |
49.46 |
3.80 |
7.2% |
1.89 |
3.6% |
93% |
True |
False |
21,039 |
| 10 |
54.90 |
48.71 |
6.19 |
11.7% |
2.11 |
4.0% |
69% |
False |
False |
22,588 |
| 20 |
57.19 |
48.71 |
8.48 |
16.0% |
1.79 |
3.4% |
50% |
False |
False |
26,364 |
| 40 |
59.24 |
48.71 |
10.53 |
19.9% |
2.13 |
4.0% |
41% |
False |
False |
23,483 |
| 60 |
59.24 |
48.71 |
10.53 |
19.9% |
2.10 |
4.0% |
41% |
False |
False |
18,390 |
| 80 |
73.65 |
48.71 |
24.94 |
47.1% |
2.21 |
4.2% |
17% |
False |
False |
14,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.80 |
|
2.618 |
58.52 |
|
1.618 |
56.51 |
|
1.000 |
55.27 |
|
0.618 |
54.50 |
|
HIGH |
53.26 |
|
0.618 |
52.49 |
|
0.500 |
52.26 |
|
0.382 |
52.02 |
|
LOW |
51.25 |
|
0.618 |
50.01 |
|
1.000 |
49.24 |
|
1.618 |
48.00 |
|
2.618 |
45.99 |
|
4.250 |
42.71 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.74 |
52.55 |
| PP |
52.50 |
52.12 |
| S1 |
52.26 |
51.69 |
|