NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 30-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
55.05 |
51.98 |
-3.07 |
-5.6% |
51.07 |
High |
55.05 |
53.08 |
-1.97 |
-3.6% |
55.95 |
Low |
52.30 |
51.74 |
-0.56 |
-1.1% |
50.12 |
Close |
52.87 |
52.84 |
-0.03 |
-0.1% |
52.87 |
Range |
2.75 |
1.34 |
-1.41 |
-51.3% |
5.83 |
ATR |
2.15 |
2.09 |
-0.06 |
-2.7% |
0.00 |
Volume |
40,614 |
22,560 |
-18,054 |
-44.5% |
125,621 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.57 |
56.05 |
53.58 |
|
R3 |
55.23 |
54.71 |
53.21 |
|
R2 |
53.89 |
53.89 |
53.09 |
|
R1 |
53.37 |
53.37 |
52.96 |
53.63 |
PP |
52.55 |
52.55 |
52.55 |
52.69 |
S1 |
52.03 |
52.03 |
52.72 |
52.29 |
S2 |
51.21 |
51.21 |
52.59 |
|
S3 |
49.87 |
50.69 |
52.47 |
|
S4 |
48.53 |
49.35 |
52.10 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.47 |
67.50 |
56.08 |
|
R3 |
64.64 |
61.67 |
54.47 |
|
R2 |
58.81 |
58.81 |
53.94 |
|
R1 |
55.84 |
55.84 |
53.40 |
57.33 |
PP |
52.98 |
52.98 |
52.98 |
53.72 |
S1 |
50.01 |
50.01 |
52.34 |
51.50 |
S2 |
47.15 |
47.15 |
51.80 |
|
S3 |
41.32 |
44.18 |
51.27 |
|
S4 |
35.49 |
38.35 |
49.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.95 |
51.13 |
4.82 |
9.1% |
2.19 |
4.1% |
35% |
False |
False |
25,352 |
10 |
55.95 |
48.71 |
7.24 |
13.7% |
2.22 |
4.2% |
57% |
False |
False |
23,472 |
20 |
57.15 |
48.71 |
8.44 |
16.0% |
1.89 |
3.6% |
49% |
False |
False |
26,287 |
40 |
59.24 |
48.71 |
10.53 |
19.9% |
2.16 |
4.1% |
39% |
False |
False |
24,811 |
60 |
59.24 |
48.71 |
10.53 |
19.9% |
2.13 |
4.0% |
39% |
False |
False |
19,745 |
80 |
69.14 |
48.71 |
20.43 |
38.7% |
2.15 |
4.1% |
20% |
False |
False |
15,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.78 |
2.618 |
56.59 |
1.618 |
55.25 |
1.000 |
54.42 |
0.618 |
53.91 |
HIGH |
53.08 |
0.618 |
52.57 |
0.500 |
52.41 |
0.382 |
52.25 |
LOW |
51.74 |
0.618 |
50.91 |
1.000 |
50.40 |
1.618 |
49.57 |
2.618 |
48.23 |
4.250 |
46.05 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
52.70 |
53.85 |
PP |
52.55 |
53.51 |
S1 |
52.41 |
53.18 |
|