NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 26-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.57 |
52.65 |
1.08 |
2.1% |
51.45 |
High |
53.26 |
55.95 |
2.69 |
5.1% |
52.41 |
Low |
51.25 |
52.64 |
1.39 |
2.7% |
48.71 |
Close |
52.98 |
55.23 |
2.25 |
4.2% |
51.30 |
Range |
2.01 |
3.31 |
1.30 |
64.7% |
3.70 |
ATR |
1.99 |
2.09 |
0.09 |
4.7% |
0.00 |
Volume |
22,091 |
26,195 |
4,104 |
18.6% |
109,863 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.54 |
63.19 |
57.05 |
|
R3 |
61.23 |
59.88 |
56.14 |
|
R2 |
57.92 |
57.92 |
55.84 |
|
R1 |
56.57 |
56.57 |
55.53 |
57.25 |
PP |
54.61 |
54.61 |
54.61 |
54.94 |
S1 |
53.26 |
53.26 |
54.93 |
53.94 |
S2 |
51.30 |
51.30 |
54.62 |
|
S3 |
47.99 |
49.95 |
54.32 |
|
S4 |
44.68 |
46.64 |
53.41 |
|
|
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 |
55.95 |
49.46 |
6.49 |
11.8% |
2.17 |
3.9% |
89% |
True |
False |
20,556 |
10 |
55.95 |
48.71 |
7.24 |
13.1% |
2.26 |
4.1% |
90% |
True |
False |
22,271 |
20 |
57.19 |
48.71 |
8.48 |
15.4% |
1.85 |
3.3% |
77% |
False |
False |
25,905 |
40 |
59.24 |
48.71 |
10.53 |
19.1% |
2.18 |
4.0% |
62% |
False |
False |
23,908 |
60 |
59.24 |
48.71 |
10.53 |
19.1% |
2.12 |
3.8% |
62% |
False |
False |
18,804 |
80 |
70.13 |
48.71 |
21.42 |
38.8% |
2.17 |
3.9% |
30% |
False |
False |
15,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.02 |
2.618 |
64.62 |
1.618 |
61.31 |
1.000 |
59.26 |
0.618 |
58.00 |
HIGH |
55.95 |
0.618 |
54.69 |
0.500 |
54.30 |
0.382 |
53.90 |
LOW |
52.64 |
0.618 |
50.59 |
1.000 |
49.33 |
1.618 |
47.28 |
2.618 |
43.97 |
4.250 |
38.57 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
54.92 |
54.67 |
PP |
54.61 |
54.10 |
S1 |
54.30 |
53.54 |
|