NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.98 |
52.56 |
0.58 |
1.1% |
51.07 |
High |
53.08 |
52.63 |
-0.45 |
-0.8% |
55.95 |
Low |
51.74 |
51.50 |
-0.24 |
-0.5% |
50.12 |
Close |
52.84 |
51.83 |
-1.01 |
-1.9% |
52.87 |
Range |
1.34 |
1.13 |
-0.21 |
-15.7% |
5.83 |
ATR |
2.09 |
2.04 |
-0.05 |
-2.6% |
0.00 |
Volume |
22,560 |
19,021 |
-3,539 |
-15.7% |
125,621 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.38 |
54.73 |
52.45 |
|
R3 |
54.25 |
53.60 |
52.14 |
|
R2 |
53.12 |
53.12 |
52.04 |
|
R1 |
52.47 |
52.47 |
51.93 |
52.23 |
PP |
51.99 |
51.99 |
51.99 |
51.87 |
S1 |
51.34 |
51.34 |
51.73 |
51.10 |
S2 |
50.86 |
50.86 |
51.62 |
|
S3 |
49.73 |
50.21 |
51.52 |
|
S4 |
48.60 |
49.08 |
51.21 |
|
|
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 |
51.25 |
4.70 |
9.1% |
2.11 |
4.1% |
12% |
False |
False |
26,096 |
10 |
55.95 |
48.71 |
7.24 |
14.0% |
2.17 |
4.2% |
43% |
False |
False |
23,335 |
20 |
57.15 |
48.71 |
8.44 |
16.3% |
1.89 |
3.6% |
37% |
False |
False |
25,625 |
40 |
59.24 |
48.71 |
10.53 |
20.3% |
2.10 |
4.1% |
30% |
False |
False |
25,016 |
60 |
59.24 |
48.71 |
10.53 |
20.3% |
2.11 |
4.1% |
30% |
False |
False |
19,995 |
80 |
69.11 |
48.71 |
20.40 |
39.4% |
2.15 |
4.1% |
15% |
False |
False |
16,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.43 |
2.618 |
55.59 |
1.618 |
54.46 |
1.000 |
53.76 |
0.618 |
53.33 |
HIGH |
52.63 |
0.618 |
52.20 |
0.500 |
52.07 |
0.382 |
51.93 |
LOW |
51.50 |
0.618 |
50.80 |
1.000 |
50.37 |
1.618 |
49.67 |
2.618 |
48.54 |
4.250 |
46.70 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
52.07 |
53.28 |
PP |
51.99 |
52.79 |
S1 |
51.91 |
52.31 |
|