NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
56.96 |
57.66 |
0.70 |
1.2% |
56.71 |
High |
58.01 |
57.98 |
-0.03 |
-0.1% |
58.18 |
Low |
56.93 |
56.74 |
-0.19 |
-0.3% |
55.46 |
Close |
57.94 |
57.76 |
-0.18 |
-0.3% |
57.91 |
Range |
1.08 |
1.24 |
0.16 |
14.8% |
2.72 |
ATR |
2.13 |
2.07 |
-0.06 |
-3.0% |
0.00 |
Volume |
34,235 |
25,199 |
-9,036 |
-26.4% |
144,122 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.21 |
60.73 |
58.44 |
|
R3 |
59.97 |
59.49 |
58.10 |
|
R2 |
58.73 |
58.73 |
57.99 |
|
R1 |
58.25 |
58.25 |
57.87 |
58.49 |
PP |
57.49 |
57.49 |
57.49 |
57.62 |
S1 |
57.01 |
57.01 |
57.65 |
57.25 |
S2 |
56.25 |
56.25 |
57.53 |
|
S3 |
55.01 |
55.77 |
57.42 |
|
S4 |
53.77 |
54.53 |
57.08 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.34 |
64.35 |
59.41 |
|
R3 |
62.62 |
61.63 |
58.66 |
|
R2 |
59.90 |
59.90 |
58.41 |
|
R1 |
58.91 |
58.91 |
58.16 |
59.41 |
PP |
57.18 |
57.18 |
57.18 |
57.43 |
S1 |
56.19 |
56.19 |
57.66 |
56.69 |
S2 |
54.46 |
54.46 |
57.41 |
|
S3 |
51.74 |
53.47 |
57.16 |
|
S4 |
49.02 |
50.75 |
56.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.18 |
55.88 |
2.30 |
4.0% |
1.52 |
2.6% |
82% |
False |
False |
30,571 |
10 |
58.18 |
55.46 |
2.72 |
4.7% |
1.67 |
2.9% |
85% |
False |
False |
28,028 |
20 |
59.95 |
54.57 |
5.38 |
9.3% |
2.05 |
3.5% |
59% |
False |
False |
31,019 |
40 |
59.95 |
49.90 |
10.05 |
17.4% |
2.12 |
3.7% |
78% |
False |
False |
25,429 |
60 |
67.97 |
49.90 |
18.07 |
31.3% |
2.16 |
3.7% |
43% |
False |
False |
19,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.25 |
2.618 |
61.23 |
1.618 |
59.99 |
1.000 |
59.22 |
0.618 |
58.75 |
HIGH |
57.98 |
0.618 |
57.51 |
0.500 |
57.36 |
0.382 |
57.21 |
LOW |
56.74 |
0.618 |
55.97 |
1.000 |
55.50 |
1.618 |
54.73 |
2.618 |
53.49 |
4.250 |
51.47 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
57.63 |
57.65 |
PP |
57.49 |
57.53 |
S1 |
57.36 |
57.42 |
|