NYMEX Light Sweet Crude Oil Future October 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 |
53.83 |
53.81 |
-0.02 |
0.0% |
52.28 |
High |
54.55 |
54.05 |
-0.50 |
-0.9% |
56.81 |
Low |
53.34 |
53.18 |
-0.16 |
-0.3% |
51.89 |
Close |
54.41 |
53.45 |
-0.96 |
-1.8% |
54.33 |
Range |
1.21 |
0.87 |
-0.34 |
-28.1% |
4.92 |
ATR |
1.85 |
1.81 |
-0.04 |
-2.4% |
0.00 |
Volume |
9,419 |
7,136 |
-2,283 |
-24.2% |
70,387 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.17 |
55.68 |
53.93 |
|
R3 |
55.30 |
54.81 |
53.69 |
|
R2 |
54.43 |
54.43 |
53.61 |
|
R1 |
53.94 |
53.94 |
53.53 |
53.75 |
PP |
53.56 |
53.56 |
53.56 |
53.47 |
S1 |
53.07 |
53.07 |
53.37 |
52.88 |
S2 |
52.69 |
52.69 |
53.29 |
|
S3 |
51.82 |
52.20 |
53.21 |
|
S4 |
50.95 |
51.33 |
52.97 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.10 |
66.64 |
57.04 |
|
R3 |
64.18 |
61.72 |
55.68 |
|
R2 |
59.26 |
59.26 |
55.23 |
|
R1 |
56.80 |
56.80 |
54.78 |
58.03 |
PP |
54.34 |
54.34 |
54.34 |
54.96 |
S1 |
51.88 |
51.88 |
53.88 |
53.11 |
S2 |
49.42 |
49.42 |
53.43 |
|
S3 |
44.50 |
46.96 |
52.98 |
|
S4 |
39.58 |
42.04 |
51.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.81 |
52.93 |
3.88 |
7.3% |
1.62 |
3.0% |
13% |
False |
False |
13,526 |
10 |
56.81 |
50.54 |
6.27 |
11.7% |
1.76 |
3.3% |
46% |
False |
False |
12,584 |
20 |
58.70 |
50.54 |
8.16 |
15.3% |
1.62 |
3.0% |
36% |
False |
False |
12,501 |
40 |
60.67 |
50.54 |
10.13 |
19.0% |
1.82 |
3.4% |
29% |
False |
False |
11,583 |
60 |
60.67 |
50.54 |
10.13 |
19.0% |
1.83 |
3.4% |
29% |
False |
False |
9,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.75 |
2.618 |
56.33 |
1.618 |
55.46 |
1.000 |
54.92 |
0.618 |
54.59 |
HIGH |
54.05 |
0.618 |
53.72 |
0.500 |
53.62 |
0.382 |
53.51 |
LOW |
53.18 |
0.618 |
52.64 |
1.000 |
52.31 |
1.618 |
51.77 |
2.618 |
50.90 |
4.250 |
49.48 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
53.62 |
54.74 |
PP |
53.56 |
54.31 |
S1 |
53.51 |
53.88 |
|