NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 25-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
52.68 |
52.32 |
-0.36 |
-0.7% |
52.05 |
High |
53.57 |
54.02 |
0.45 |
0.8% |
53.37 |
Low |
52.01 |
52.02 |
0.01 |
0.0% |
49.69 |
Close |
52.42 |
53.76 |
1.34 |
2.6% |
52.28 |
Range |
1.56 |
2.00 |
0.44 |
28.2% |
3.68 |
ATR |
1.94 |
1.95 |
0.00 |
0.2% |
0.00 |
Volume |
18,354 |
31,155 |
12,801 |
69.7% |
134,712 |
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.27 |
58.51 |
54.86 |
|
R3 |
57.27 |
56.51 |
54.31 |
|
R2 |
55.27 |
55.27 |
54.13 |
|
R1 |
54.51 |
54.51 |
53.94 |
54.89 |
PP |
53.27 |
53.27 |
53.27 |
53.46 |
S1 |
52.51 |
52.51 |
53.58 |
52.89 |
S2 |
51.27 |
51.27 |
53.39 |
|
S3 |
49.27 |
50.51 |
53.21 |
|
S4 |
47.27 |
48.51 |
52.66 |
|
|
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 |
54.02 |
50.43 |
3.59 |
6.7% |
1.85 |
3.4% |
93% |
True |
False |
27,424 |
10 |
55.69 |
49.69 |
6.00 |
11.2% |
2.06 |
3.8% |
68% |
False |
False |
26,473 |
20 |
58.18 |
49.69 |
8.49 |
15.8% |
1.74 |
3.2% |
48% |
False |
False |
29,322 |
40 |
59.95 |
49.69 |
10.26 |
19.1% |
2.04 |
3.8% |
40% |
False |
False |
29,037 |
60 |
59.95 |
49.69 |
10.26 |
19.1% |
2.02 |
3.8% |
40% |
False |
False |
24,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.52 |
2.618 |
59.26 |
1.618 |
57.26 |
1.000 |
56.02 |
0.618 |
55.26 |
HIGH |
54.02 |
0.618 |
53.26 |
0.500 |
53.02 |
0.382 |
52.78 |
LOW |
52.02 |
0.618 |
50.78 |
1.000 |
50.02 |
1.618 |
48.78 |
2.618 |
46.78 |
4.250 |
43.52 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
53.51 |
53.36 |
PP |
53.27 |
52.97 |
S1 |
53.02 |
52.57 |
|