NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
56.41 |
55.94 |
-0.47 |
-0.8% |
57.72 |
High |
56.86 |
56.20 |
-0.66 |
-1.2% |
58.18 |
Low |
55.86 |
54.42 |
-1.44 |
-2.6% |
56.04 |
Close |
56.01 |
54.49 |
-1.52 |
-2.7% |
56.39 |
Range |
1.00 |
1.78 |
0.78 |
78.0% |
2.14 |
ATR |
1.90 |
1.89 |
-0.01 |
-0.4% |
0.00 |
Volume |
24,722 |
30,775 |
6,053 |
24.5% |
169,990 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.38 |
59.21 |
55.47 |
|
R3 |
58.60 |
57.43 |
54.98 |
|
R2 |
56.82 |
56.82 |
54.82 |
|
R1 |
55.65 |
55.65 |
54.65 |
55.35 |
PP |
55.04 |
55.04 |
55.04 |
54.88 |
S1 |
53.87 |
53.87 |
54.33 |
53.57 |
S2 |
53.26 |
53.26 |
54.16 |
|
S3 |
51.48 |
52.09 |
54.00 |
|
S4 |
49.70 |
50.31 |
53.51 |
|
|
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 |
57.98 |
54.42 |
3.56 |
6.5% |
1.33 |
2.4% |
2% |
False |
True |
33,557 |
10 |
58.18 |
54.42 |
3.76 |
6.9% |
1.55 |
2.8% |
2% |
False |
True |
31,169 |
20 |
59.95 |
54.42 |
5.53 |
10.1% |
1.77 |
3.2% |
1% |
False |
True |
31,708 |
40 |
59.95 |
49.90 |
10.05 |
18.4% |
2.07 |
3.8% |
46% |
False |
False |
27,779 |
60 |
63.50 |
49.90 |
13.60 |
25.0% |
2.13 |
3.9% |
34% |
False |
False |
21,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.77 |
2.618 |
60.86 |
1.618 |
59.08 |
1.000 |
57.98 |
0.618 |
57.30 |
HIGH |
56.20 |
0.618 |
55.52 |
0.500 |
55.31 |
0.382 |
55.10 |
LOW |
54.42 |
0.618 |
53.32 |
1.000 |
52.64 |
1.618 |
51.54 |
2.618 |
49.76 |
4.250 |
46.86 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
55.31 |
56.06 |
PP |
55.04 |
55.54 |
S1 |
54.76 |
55.01 |
|