NYMEX Light Sweet Crude Oil Future September 2015
Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
52.87 |
53.61 |
0.74 |
1.4% |
51.67 |
High |
53.85 |
53.61 |
-0.24 |
-0.4% |
56.61 |
Low |
52.53 |
52.30 |
-0.23 |
-0.4% |
51.12 |
Close |
53.67 |
52.69 |
-0.98 |
-1.8% |
53.65 |
Range |
1.32 |
1.31 |
-0.01 |
-0.8% |
5.49 |
ATR |
2.05 |
2.00 |
-0.05 |
-2.4% |
0.00 |
Volume |
21,520 |
17,162 |
-4,358 |
-20.3% |
164,557 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.80 |
56.05 |
53.41 |
|
R3 |
55.49 |
54.74 |
53.05 |
|
R2 |
54.18 |
54.18 |
52.93 |
|
R1 |
53.43 |
53.43 |
52.81 |
53.15 |
PP |
52.87 |
52.87 |
52.87 |
52.73 |
S1 |
52.12 |
52.12 |
52.57 |
51.84 |
S2 |
51.56 |
51.56 |
52.45 |
|
S3 |
50.25 |
50.81 |
52.33 |
|
S4 |
48.94 |
49.50 |
51.97 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.26 |
67.45 |
56.67 |
|
R3 |
64.77 |
61.96 |
55.16 |
|
R2 |
59.28 |
59.28 |
54.66 |
|
R1 |
56.47 |
56.47 |
54.15 |
57.88 |
PP |
53.79 |
53.79 |
53.79 |
54.50 |
S1 |
50.98 |
50.98 |
53.15 |
52.39 |
S2 |
48.30 |
48.30 |
52.64 |
|
S3 |
42.81 |
45.49 |
52.14 |
|
S4 |
37.32 |
40.00 |
50.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.61 |
52.02 |
4.59 |
8.7% |
2.14 |
4.1% |
15% |
False |
False |
32,006 |
10 |
56.61 |
49.69 |
6.92 |
13.1% |
2.16 |
4.1% |
43% |
False |
False |
28,691 |
20 |
57.98 |
49.69 |
8.29 |
15.7% |
1.86 |
3.5% |
36% |
False |
False |
29,383 |
40 |
59.95 |
49.69 |
10.26 |
19.5% |
2.02 |
3.8% |
29% |
False |
False |
30,420 |
60 |
59.95 |
49.69 |
10.26 |
19.5% |
2.04 |
3.9% |
29% |
False |
False |
26,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.18 |
2.618 |
57.04 |
1.618 |
55.73 |
1.000 |
54.92 |
0.618 |
54.42 |
HIGH |
53.61 |
0.618 |
53.11 |
0.500 |
52.96 |
0.382 |
52.80 |
LOW |
52.30 |
0.618 |
51.49 |
1.000 |
50.99 |
1.618 |
50.18 |
2.618 |
48.87 |
4.250 |
46.73 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
52.96 |
54.02 |
PP |
52.87 |
53.58 |
S1 |
52.78 |
53.13 |
|