NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
50.06 |
52.61 |
2.55 |
5.1% |
56.41 |
High |
53.37 |
52.61 |
-0.76 |
-1.4% |
56.86 |
Low |
49.69 |
50.67 |
0.98 |
2.0% |
52.42 |
Close |
52.68 |
51.18 |
-1.50 |
-2.8% |
52.50 |
Range |
3.68 |
1.94 |
-1.74 |
-47.3% |
4.44 |
ATR |
1.99 |
1.99 |
0.00 |
0.1% |
0.00 |
Volume |
20,914 |
40,528 |
19,614 |
93.8% |
137,431 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.31 |
56.18 |
52.25 |
|
R3 |
55.37 |
54.24 |
51.71 |
|
R2 |
53.43 |
53.43 |
51.54 |
|
R1 |
52.30 |
52.30 |
51.36 |
51.90 |
PP |
51.49 |
51.49 |
51.49 |
51.28 |
S1 |
50.36 |
50.36 |
51.00 |
49.96 |
S2 |
49.55 |
49.55 |
50.82 |
|
S3 |
47.61 |
48.42 |
50.65 |
|
S4 |
45.67 |
46.48 |
50.11 |
|
|
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 |
54.74 |
49.69 |
5.05 |
9.9% |
2.31 |
4.5% |
30% |
False |
False |
27,865 |
10 |
57.70 |
49.69 |
8.01 |
15.7% |
1.89 |
3.7% |
19% |
False |
False |
28,603 |
20 |
58.18 |
49.69 |
8.49 |
16.6% |
1.70 |
3.3% |
18% |
False |
False |
29,791 |
40 |
59.95 |
49.69 |
10.26 |
20.0% |
2.03 |
4.0% |
15% |
False |
False |
29,176 |
60 |
60.93 |
49.69 |
11.24 |
22.0% |
2.03 |
4.0% |
13% |
False |
False |
23,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.86 |
2.618 |
57.69 |
1.618 |
55.75 |
1.000 |
54.55 |
0.618 |
53.81 |
HIGH |
52.61 |
0.618 |
51.87 |
0.500 |
51.64 |
0.382 |
51.41 |
LOW |
50.67 |
0.618 |
49.47 |
1.000 |
48.73 |
1.618 |
47.53 |
2.618 |
45.59 |
4.250 |
42.43 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
51.64 |
51.53 |
PP |
51.49 |
51.41 |
S1 |
51.33 |
51.30 |
|