NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
54.92 |
54.49 |
-0.43 |
-0.8% |
56.41 |
High |
55.69 |
54.74 |
-0.95 |
-1.7% |
56.86 |
Low |
53.97 |
52.42 |
-1.55 |
-2.9% |
52.42 |
Close |
54.36 |
52.50 |
-1.86 |
-3.4% |
52.50 |
Range |
1.72 |
2.32 |
0.60 |
34.9% |
4.44 |
ATR |
1.83 |
1.86 |
0.04 |
1.9% |
0.00 |
Volume |
28,810 |
26,849 |
-1,961 |
-6.8% |
137,431 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.18 |
58.66 |
53.78 |
|
R3 |
57.86 |
56.34 |
53.14 |
|
R2 |
55.54 |
55.54 |
52.93 |
|
R1 |
54.02 |
54.02 |
52.71 |
53.62 |
PP |
53.22 |
53.22 |
53.22 |
53.02 |
S1 |
51.70 |
51.70 |
52.29 |
51.30 |
S2 |
50.90 |
50.90 |
52.07 |
|
S3 |
48.58 |
49.38 |
51.86 |
|
S4 |
46.26 |
47.06 |
51.22 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.25 |
64.31 |
54.94 |
|
R3 |
62.81 |
59.87 |
53.72 |
|
R2 |
58.37 |
58.37 |
53.31 |
|
R1 |
55.43 |
55.43 |
52.91 |
54.68 |
PP |
53.93 |
53.93 |
53.93 |
53.55 |
S1 |
50.99 |
50.99 |
52.09 |
50.24 |
S2 |
49.49 |
49.49 |
51.69 |
|
S3 |
45.05 |
46.55 |
51.28 |
|
S4 |
40.61 |
42.11 |
50.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.86 |
52.42 |
4.44 |
8.5% |
1.60 |
3.1% |
2% |
False |
True |
27,486 |
10 |
58.18 |
52.42 |
5.76 |
11.0% |
1.45 |
2.8% |
1% |
False |
True |
30,742 |
20 |
59.95 |
52.42 |
7.53 |
14.3% |
1.71 |
3.3% |
1% |
False |
True |
31,581 |
40 |
59.95 |
50.03 |
9.92 |
18.9% |
2.03 |
3.9% |
25% |
False |
False |
28,405 |
60 |
60.97 |
49.90 |
11.07 |
21.1% |
2.11 |
4.0% |
23% |
False |
False |
22,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.60 |
2.618 |
60.81 |
1.618 |
58.49 |
1.000 |
57.06 |
0.618 |
56.17 |
HIGH |
54.74 |
0.618 |
53.85 |
0.500 |
53.58 |
0.382 |
53.31 |
LOW |
52.42 |
0.618 |
50.99 |
1.000 |
50.10 |
1.618 |
48.67 |
2.618 |
46.35 |
4.250 |
42.56 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
53.58 |
54.06 |
PP |
53.22 |
53.54 |
S1 |
52.86 |
53.02 |
|