NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
54.49 |
52.05 |
-2.44 |
-4.5% |
56.41 |
High |
54.74 |
52.55 |
-2.19 |
-4.0% |
56.86 |
Low |
52.42 |
50.61 |
-1.81 |
-3.5% |
52.42 |
Close |
52.50 |
51.64 |
-0.86 |
-1.6% |
52.50 |
Range |
2.32 |
1.94 |
-0.38 |
-16.4% |
4.44 |
ATR |
1.86 |
1.87 |
0.01 |
0.3% |
0.00 |
Volume |
26,849 |
27,951 |
1,102 |
4.1% |
137,431 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.42 |
56.47 |
52.71 |
|
R3 |
55.48 |
54.53 |
52.17 |
|
R2 |
53.54 |
53.54 |
52.00 |
|
R1 |
52.59 |
52.59 |
51.82 |
52.10 |
PP |
51.60 |
51.60 |
51.60 |
51.35 |
S1 |
50.65 |
50.65 |
51.46 |
50.16 |
S2 |
49.66 |
49.66 |
51.28 |
|
S3 |
47.72 |
48.71 |
51.11 |
|
S4 |
45.78 |
46.77 |
50.57 |
|
|
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 |
56.20 |
50.61 |
5.59 |
10.8% |
1.79 |
3.5% |
18% |
False |
True |
28,132 |
10 |
58.01 |
50.61 |
7.40 |
14.3% |
1.49 |
2.9% |
14% |
False |
True |
31,190 |
20 |
59.92 |
50.61 |
9.31 |
18.0% |
1.71 |
3.3% |
11% |
False |
True |
30,962 |
40 |
59.95 |
50.03 |
9.92 |
19.2% |
1.98 |
3.8% |
16% |
False |
False |
28,598 |
60 |
60.97 |
49.90 |
11.07 |
21.4% |
2.10 |
4.1% |
16% |
False |
False |
22,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.80 |
2.618 |
57.63 |
1.618 |
55.69 |
1.000 |
54.49 |
0.618 |
53.75 |
HIGH |
52.55 |
0.618 |
51.81 |
0.500 |
51.58 |
0.382 |
51.35 |
LOW |
50.61 |
0.618 |
49.41 |
1.000 |
48.67 |
1.618 |
47.47 |
2.618 |
45.53 |
4.250 |
42.37 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
51.62 |
53.15 |
PP |
51.60 |
52.65 |
S1 |
51.58 |
52.14 |
|