NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
57.37 |
57.56 |
0.19 |
0.3% |
57.72 |
High |
57.97 |
57.70 |
-0.27 |
-0.5% |
58.18 |
Low |
57.00 |
56.04 |
-0.96 |
-1.7% |
56.04 |
Close |
57.24 |
56.39 |
-0.85 |
-1.5% |
56.39 |
Range |
0.97 |
1.66 |
0.69 |
71.1% |
2.14 |
ATR |
1.99 |
1.96 |
-0.02 |
-1.2% |
0.00 |
Volume |
50,966 |
36,126 |
-14,840 |
-29.1% |
169,990 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.69 |
60.70 |
57.30 |
|
R3 |
60.03 |
59.04 |
56.85 |
|
R2 |
58.37 |
58.37 |
56.69 |
|
R1 |
57.38 |
57.38 |
56.54 |
57.05 |
PP |
56.71 |
56.71 |
56.71 |
56.54 |
S1 |
55.72 |
55.72 |
56.24 |
55.39 |
S2 |
55.05 |
55.05 |
56.09 |
|
S3 |
53.39 |
54.06 |
55.93 |
|
S4 |
51.73 |
52.40 |
55.48 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.29 |
61.98 |
57.57 |
|
R3 |
61.15 |
59.84 |
56.98 |
|
R2 |
59.01 |
59.01 |
56.78 |
|
R1 |
57.70 |
57.70 |
56.59 |
57.29 |
PP |
56.87 |
56.87 |
56.87 |
56.66 |
S1 |
55.56 |
55.56 |
56.19 |
55.15 |
S2 |
54.73 |
54.73 |
56.00 |
|
S3 |
52.59 |
53.42 |
55.80 |
|
S4 |
50.45 |
51.28 |
55.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.18 |
56.04 |
2.14 |
3.8% |
1.29 |
2.3% |
16% |
False |
True |
33,998 |
10 |
58.18 |
55.46 |
2.72 |
4.8% |
1.58 |
2.8% |
34% |
False |
False |
31,411 |
20 |
59.95 |
55.28 |
4.67 |
8.3% |
1.81 |
3.2% |
24% |
False |
False |
32,049 |
40 |
59.95 |
49.90 |
10.05 |
17.8% |
2.08 |
3.7% |
65% |
False |
False |
26,946 |
60 |
65.37 |
49.90 |
15.47 |
27.4% |
2.14 |
3.8% |
42% |
False |
False |
21,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.76 |
2.618 |
62.05 |
1.618 |
60.39 |
1.000 |
59.36 |
0.618 |
58.73 |
HIGH |
57.70 |
0.618 |
57.07 |
0.500 |
56.87 |
0.382 |
56.67 |
LOW |
56.04 |
0.618 |
55.01 |
1.000 |
54.38 |
1.618 |
53.35 |
2.618 |
51.69 |
4.250 |
48.99 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
56.87 |
57.01 |
PP |
56.71 |
56.80 |
S1 |
56.55 |
56.60 |
|