NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 17-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
52.05 |
51.65 |
-0.40 |
-0.8% |
56.41 |
High |
52.55 |
51.77 |
-0.78 |
-1.5% |
56.86 |
Low |
50.61 |
50.10 |
-0.51 |
-1.0% |
52.42 |
Close |
51.64 |
50.57 |
-1.07 |
-2.1% |
52.50 |
Range |
1.94 |
1.67 |
-0.27 |
-13.9% |
4.44 |
ATR |
1.87 |
1.86 |
-0.01 |
-0.8% |
0.00 |
Volume |
27,951 |
23,087 |
-4,864 |
-17.4% |
137,431 |
|
Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.82 |
54.87 |
51.49 |
|
R3 |
54.15 |
53.20 |
51.03 |
|
R2 |
52.48 |
52.48 |
50.88 |
|
R1 |
51.53 |
51.53 |
50.72 |
51.17 |
PP |
50.81 |
50.81 |
50.81 |
50.64 |
S1 |
49.86 |
49.86 |
50.42 |
49.50 |
S2 |
49.14 |
49.14 |
50.26 |
|
S3 |
47.47 |
48.19 |
50.11 |
|
S4 |
45.80 |
46.52 |
49.65 |
|
|
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 |
55.69 |
50.10 |
5.59 |
11.1% |
1.77 |
3.5% |
8% |
False |
True |
26,594 |
10 |
57.98 |
50.10 |
7.88 |
15.6% |
1.55 |
3.1% |
6% |
False |
True |
30,076 |
20 |
59.55 |
50.10 |
9.45 |
18.7% |
1.68 |
3.3% |
5% |
False |
True |
30,609 |
40 |
59.95 |
50.03 |
9.92 |
19.6% |
1.97 |
3.9% |
5% |
False |
False |
28,565 |
60 |
60.97 |
49.90 |
11.07 |
21.9% |
2.07 |
4.1% |
6% |
False |
False |
23,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.87 |
2.618 |
56.14 |
1.618 |
54.47 |
1.000 |
53.44 |
0.618 |
52.80 |
HIGH |
51.77 |
0.618 |
51.13 |
0.500 |
50.94 |
0.382 |
50.74 |
LOW |
50.10 |
0.618 |
49.07 |
1.000 |
48.43 |
1.618 |
47.40 |
2.618 |
45.73 |
4.250 |
43.00 |
|
|
Fisher Pivots for day following 17-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
50.94 |
52.42 |
PP |
50.81 |
51.80 |
S1 |
50.69 |
51.19 |
|