NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
57.56 |
56.41 |
-1.15 |
-2.0% |
57.72 |
High |
57.70 |
56.86 |
-0.84 |
-1.5% |
58.18 |
Low |
56.04 |
55.86 |
-0.18 |
-0.3% |
56.04 |
Close |
56.39 |
56.01 |
-0.38 |
-0.7% |
56.39 |
Range |
1.66 |
1.00 |
-0.66 |
-39.8% |
2.14 |
ATR |
1.96 |
1.90 |
-0.07 |
-3.5% |
0.00 |
Volume |
36,126 |
24,722 |
-11,404 |
-31.6% |
169,990 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.24 |
58.63 |
56.56 |
|
R3 |
58.24 |
57.63 |
56.29 |
|
R2 |
57.24 |
57.24 |
56.19 |
|
R1 |
56.63 |
56.63 |
56.10 |
56.44 |
PP |
56.24 |
56.24 |
56.24 |
56.15 |
S1 |
55.63 |
55.63 |
55.92 |
55.44 |
S2 |
55.24 |
55.24 |
55.83 |
|
S3 |
54.24 |
54.63 |
55.74 |
|
S4 |
53.24 |
53.63 |
55.46 |
|
|
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 |
58.01 |
55.86 |
2.15 |
3.8% |
1.19 |
2.1% |
7% |
False |
True |
34,249 |
10 |
58.18 |
55.71 |
2.47 |
4.4% |
1.50 |
2.7% |
12% |
False |
False |
31,614 |
20 |
59.95 |
55.28 |
4.67 |
8.3% |
1.77 |
3.2% |
16% |
False |
False |
31,617 |
40 |
59.95 |
49.90 |
10.05 |
17.9% |
2.08 |
3.7% |
61% |
False |
False |
27,230 |
60 |
64.74 |
49.90 |
14.84 |
26.5% |
2.14 |
3.8% |
41% |
False |
False |
21,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.11 |
2.618 |
59.48 |
1.618 |
58.48 |
1.000 |
57.86 |
0.618 |
57.48 |
HIGH |
56.86 |
0.618 |
56.48 |
0.500 |
56.36 |
0.382 |
56.24 |
LOW |
55.86 |
0.618 |
55.24 |
1.000 |
54.86 |
1.618 |
54.24 |
2.618 |
53.24 |
4.250 |
51.61 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
56.36 |
56.92 |
PP |
56.24 |
56.61 |
S1 |
56.13 |
56.31 |
|