NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 24-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.67 |
52.68 |
1.01 |
2.0% |
52.05 |
High |
52.72 |
53.57 |
0.85 |
1.6% |
53.37 |
Low |
51.12 |
52.01 |
0.89 |
1.7% |
49.69 |
Close |
52.72 |
52.42 |
-0.30 |
-0.6% |
52.28 |
Range |
1.60 |
1.56 |
-0.04 |
-2.5% |
3.68 |
ATR |
1.97 |
1.94 |
-0.03 |
-1.5% |
0.00 |
Volume |
24,855 |
18,354 |
-6,501 |
-26.2% |
134,712 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.35 |
56.44 |
53.28 |
|
R3 |
55.79 |
54.88 |
52.85 |
|
R2 |
54.23 |
54.23 |
52.71 |
|
R1 |
53.32 |
53.32 |
52.56 |
53.00 |
PP |
52.67 |
52.67 |
52.67 |
52.50 |
S1 |
51.76 |
51.76 |
52.28 |
51.44 |
S2 |
51.11 |
51.11 |
52.13 |
|
S3 |
49.55 |
50.20 |
51.99 |
|
S4 |
47.99 |
48.64 |
51.56 |
|
|
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 |
53.57 |
49.69 |
3.88 |
7.4% |
2.19 |
4.2% |
70% |
True |
False |
25,376 |
10 |
55.69 |
49.69 |
6.00 |
11.4% |
1.98 |
3.8% |
46% |
False |
False |
25,985 |
20 |
58.18 |
49.69 |
8.49 |
16.2% |
1.76 |
3.4% |
32% |
False |
False |
28,577 |
40 |
59.95 |
49.69 |
10.26 |
19.6% |
2.02 |
3.9% |
27% |
False |
False |
28,677 |
60 |
59.95 |
49.69 |
10.26 |
19.6% |
2.02 |
3.8% |
27% |
False |
False |
24,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.20 |
2.618 |
57.65 |
1.618 |
56.09 |
1.000 |
55.13 |
0.618 |
54.53 |
HIGH |
53.57 |
0.618 |
52.97 |
0.500 |
52.79 |
0.382 |
52.61 |
LOW |
52.01 |
0.618 |
51.05 |
1.000 |
50.45 |
1.618 |
49.49 |
2.618 |
47.93 |
4.250 |
45.38 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
52.79 |
52.28 |
PP |
52.67 |
52.14 |
S1 |
52.54 |
52.00 |
|