NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
57.66 |
57.37 |
-0.29 |
-0.5% |
56.71 |
High |
57.98 |
57.97 |
-0.01 |
0.0% |
58.18 |
Low |
56.74 |
57.00 |
0.26 |
0.5% |
55.46 |
Close |
57.76 |
57.24 |
-0.52 |
-0.9% |
57.91 |
Range |
1.24 |
0.97 |
-0.27 |
-21.8% |
2.72 |
ATR |
2.07 |
1.99 |
-0.08 |
-3.8% |
0.00 |
Volume |
25,199 |
50,966 |
25,767 |
102.3% |
144,122 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.31 |
59.75 |
57.77 |
|
R3 |
59.34 |
58.78 |
57.51 |
|
R2 |
58.37 |
58.37 |
57.42 |
|
R1 |
57.81 |
57.81 |
57.33 |
57.61 |
PP |
57.40 |
57.40 |
57.40 |
57.30 |
S1 |
56.84 |
56.84 |
57.15 |
56.64 |
S2 |
56.43 |
56.43 |
57.06 |
|
S3 |
55.46 |
55.87 |
56.97 |
|
S4 |
54.49 |
54.90 |
56.71 |
|
|
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 |
56.50 |
1.68 |
2.9% |
1.27 |
2.2% |
44% |
False |
False |
33,364 |
10 |
58.18 |
55.46 |
2.72 |
4.8% |
1.52 |
2.7% |
65% |
False |
False |
30,979 |
20 |
59.95 |
54.57 |
5.38 |
9.4% |
1.91 |
3.3% |
50% |
False |
False |
31,567 |
40 |
59.95 |
49.90 |
10.05 |
17.6% |
2.08 |
3.6% |
73% |
False |
False |
26,497 |
60 |
66.51 |
49.90 |
16.61 |
29.0% |
2.15 |
3.8% |
44% |
False |
False |
20,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.09 |
2.618 |
60.51 |
1.618 |
59.54 |
1.000 |
58.94 |
0.618 |
58.57 |
HIGH |
57.97 |
0.618 |
57.60 |
0.500 |
57.49 |
0.382 |
57.37 |
LOW |
57.00 |
0.618 |
56.40 |
1.000 |
56.03 |
1.618 |
55.43 |
2.618 |
54.46 |
4.250 |
52.88 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
57.49 |
57.38 |
PP |
57.40 |
57.33 |
S1 |
57.32 |
57.29 |
|