NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 23-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.18 |
51.67 |
0.49 |
1.0% |
52.05 |
High |
52.59 |
52.72 |
0.13 |
0.2% |
53.37 |
Low |
50.43 |
51.12 |
0.69 |
1.4% |
49.69 |
Close |
52.28 |
52.72 |
0.44 |
0.8% |
52.28 |
Range |
2.16 |
1.60 |
-0.56 |
-25.9% |
3.68 |
ATR |
2.00 |
1.97 |
-0.03 |
-1.4% |
0.00 |
Volume |
22,232 |
24,855 |
2,623 |
11.8% |
134,712 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.99 |
56.45 |
53.60 |
|
R3 |
55.39 |
54.85 |
53.16 |
|
R2 |
53.79 |
53.79 |
53.01 |
|
R1 |
53.25 |
53.25 |
52.87 |
53.52 |
PP |
52.19 |
52.19 |
52.19 |
52.32 |
S1 |
51.65 |
51.65 |
52.57 |
51.92 |
S2 |
50.59 |
50.59 |
52.43 |
|
S3 |
48.99 |
50.05 |
52.28 |
|
S4 |
47.39 |
48.45 |
51.84 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.82 |
61.23 |
54.30 |
|
R3 |
59.14 |
57.55 |
53.29 |
|
R2 |
55.46 |
55.46 |
52.95 |
|
R1 |
53.87 |
53.87 |
52.62 |
54.67 |
PP |
51.78 |
51.78 |
51.78 |
52.18 |
S1 |
50.19 |
50.19 |
51.94 |
50.99 |
S2 |
48.10 |
48.10 |
51.61 |
|
S3 |
44.42 |
46.51 |
51.27 |
|
S4 |
40.74 |
42.83 |
50.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.37 |
49.69 |
3.68 |
7.0% |
2.21 |
4.2% |
82% |
False |
False |
26,323 |
10 |
56.20 |
49.69 |
6.51 |
12.3% |
2.00 |
3.8% |
47% |
False |
False |
27,227 |
20 |
58.18 |
49.69 |
8.49 |
16.1% |
1.75 |
3.3% |
36% |
False |
False |
29,421 |
40 |
59.95 |
49.69 |
10.26 |
19.5% |
2.02 |
3.8% |
30% |
False |
False |
28,756 |
60 |
59.95 |
49.69 |
10.26 |
19.5% |
2.02 |
3.8% |
30% |
False |
False |
24,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.52 |
2.618 |
56.91 |
1.618 |
55.31 |
1.000 |
54.32 |
0.618 |
53.71 |
HIGH |
52.72 |
0.618 |
52.11 |
0.500 |
51.92 |
0.382 |
51.73 |
LOW |
51.12 |
0.618 |
50.13 |
1.000 |
49.52 |
1.618 |
48.53 |
2.618 |
46.93 |
4.250 |
44.32 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
52.45 |
52.34 |
PP |
52.19 |
51.96 |
S1 |
51.92 |
51.58 |
|