NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 26-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
52.32 |
53.36 |
1.04 |
2.0% |
52.05 |
High |
54.02 |
56.61 |
2.59 |
4.8% |
53.37 |
Low |
52.02 |
53.24 |
1.22 |
2.3% |
49.69 |
Close |
53.76 |
55.93 |
2.17 |
4.0% |
52.28 |
Range |
2.00 |
3.37 |
1.37 |
68.5% |
3.68 |
ATR |
1.95 |
2.05 |
0.10 |
5.2% |
0.00 |
Volume |
31,155 |
36,713 |
5,558 |
17.8% |
134,712 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.37 |
64.02 |
57.78 |
|
R3 |
62.00 |
60.65 |
56.86 |
|
R2 |
58.63 |
58.63 |
56.55 |
|
R1 |
57.28 |
57.28 |
56.24 |
57.96 |
PP |
55.26 |
55.26 |
55.26 |
55.60 |
S1 |
53.91 |
53.91 |
55.62 |
54.59 |
S2 |
51.89 |
51.89 |
55.31 |
|
S3 |
48.52 |
50.54 |
55.00 |
|
S4 |
45.15 |
47.17 |
54.08 |
|
|
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 |
56.61 |
50.43 |
6.18 |
11.0% |
2.14 |
3.8% |
89% |
True |
False |
26,661 |
10 |
56.61 |
49.69 |
6.92 |
12.4% |
2.22 |
4.0% |
90% |
True |
False |
27,263 |
20 |
58.18 |
49.69 |
8.49 |
15.2% |
1.80 |
3.2% |
73% |
False |
False |
29,308 |
40 |
59.95 |
49.69 |
10.26 |
18.3% |
2.09 |
3.7% |
61% |
False |
False |
29,631 |
60 |
59.95 |
49.69 |
10.26 |
18.3% |
2.04 |
3.7% |
61% |
False |
False |
25,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.93 |
2.618 |
65.43 |
1.618 |
62.06 |
1.000 |
59.98 |
0.618 |
58.69 |
HIGH |
56.61 |
0.618 |
55.32 |
0.500 |
54.93 |
0.382 |
54.53 |
LOW |
53.24 |
0.618 |
51.16 |
1.000 |
49.87 |
1.618 |
47.79 |
2.618 |
44.42 |
4.250 |
38.92 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
55.60 |
55.39 |
PP |
55.26 |
54.85 |
S1 |
54.93 |
54.31 |
|