NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.65 |
50.06 |
-1.59 |
-3.1% |
56.41 |
High |
51.77 |
53.37 |
1.60 |
3.1% |
56.86 |
Low |
50.10 |
49.69 |
-0.41 |
-0.8% |
52.42 |
Close |
50.57 |
52.68 |
2.11 |
4.2% |
52.50 |
Range |
1.67 |
3.68 |
2.01 |
120.4% |
4.44 |
ATR |
1.86 |
1.99 |
0.13 |
7.0% |
0.00 |
Volume |
23,087 |
20,914 |
-2,173 |
-9.4% |
137,431 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.95 |
61.50 |
54.70 |
|
R3 |
59.27 |
57.82 |
53.69 |
|
R2 |
55.59 |
55.59 |
53.35 |
|
R1 |
54.14 |
54.14 |
53.02 |
54.87 |
PP |
51.91 |
51.91 |
51.91 |
52.28 |
S1 |
50.46 |
50.46 |
52.34 |
51.19 |
S2 |
48.23 |
48.23 |
52.01 |
|
S3 |
44.55 |
46.78 |
51.67 |
|
S4 |
40.87 |
43.10 |
50.66 |
|
|
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 |
49.69 |
6.00 |
11.4% |
2.27 |
4.3% |
50% |
False |
True |
25,522 |
10 |
57.97 |
49.69 |
8.28 |
15.7% |
1.79 |
3.4% |
36% |
False |
True |
29,647 |
20 |
58.18 |
49.69 |
8.49 |
16.1% |
1.73 |
3.3% |
35% |
False |
True |
28,837 |
40 |
59.95 |
49.69 |
10.26 |
19.5% |
2.01 |
3.8% |
29% |
False |
True |
28,759 |
60 |
60.93 |
49.69 |
11.24 |
21.3% |
2.06 |
3.9% |
27% |
False |
True |
23,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.01 |
2.618 |
63.00 |
1.618 |
59.32 |
1.000 |
57.05 |
0.618 |
55.64 |
HIGH |
53.37 |
0.618 |
51.96 |
0.500 |
51.53 |
0.382 |
51.10 |
LOW |
49.69 |
0.618 |
47.42 |
1.000 |
46.01 |
1.618 |
43.74 |
2.618 |
40.06 |
4.250 |
34.05 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
52.30 |
52.30 |
PP |
51.91 |
51.91 |
S1 |
51.53 |
51.53 |
|