NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
50.61 |
51.62 |
1.01 |
2.0% |
50.75 |
| High |
51.99 |
52.40 |
0.41 |
0.8% |
51.28 |
| Low |
49.60 |
50.61 |
1.01 |
2.0% |
47.80 |
| Close |
51.53 |
50.76 |
-0.77 |
-1.5% |
49.76 |
| Range |
2.39 |
1.79 |
-0.60 |
-25.1% |
3.48 |
| ATR |
2.61 |
2.55 |
-0.06 |
-2.2% |
0.00 |
| Volume |
463,989 |
370,953 |
-93,036 |
-20.1% |
2,057,086 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.63 |
55.48 |
51.74 |
|
| R3 |
54.84 |
53.69 |
51.25 |
|
| R2 |
53.05 |
53.05 |
51.09 |
|
| R1 |
51.90 |
51.90 |
50.92 |
51.58 |
| PP |
51.26 |
51.26 |
51.26 |
51.10 |
| S1 |
50.11 |
50.11 |
50.60 |
49.79 |
| S2 |
49.47 |
49.47 |
50.43 |
|
| S3 |
47.68 |
48.32 |
50.27 |
|
| S4 |
45.89 |
46.53 |
49.78 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.05 |
58.39 |
51.67 |
|
| R3 |
56.57 |
54.91 |
50.72 |
|
| R2 |
53.09 |
53.09 |
50.40 |
|
| R1 |
51.43 |
51.43 |
50.08 |
50.52 |
| PP |
49.61 |
49.61 |
49.61 |
49.16 |
| S1 |
47.95 |
47.95 |
49.44 |
47.04 |
| S2 |
46.13 |
46.13 |
49.12 |
|
| S3 |
42.65 |
44.47 |
48.80 |
|
| S4 |
39.17 |
40.99 |
47.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.40 |
48.46 |
3.94 |
7.8% |
1.87 |
3.7% |
58% |
True |
False |
406,442 |
| 10 |
52.49 |
47.80 |
4.69 |
9.2% |
2.14 |
4.2% |
63% |
False |
False |
405,592 |
| 20 |
54.92 |
47.80 |
7.12 |
14.0% |
2.54 |
5.0% |
42% |
False |
False |
335,132 |
| 40 |
55.05 |
44.37 |
10.68 |
21.0% |
2.68 |
5.3% |
60% |
False |
False |
207,718 |
| 60 |
65.84 |
44.37 |
21.47 |
42.3% |
2.70 |
5.3% |
30% |
False |
False |
147,165 |
| 80 |
79.70 |
44.37 |
35.33 |
69.6% |
2.60 |
5.1% |
18% |
False |
False |
114,630 |
| 100 |
84.25 |
44.37 |
39.88 |
78.6% |
2.47 |
4.9% |
16% |
False |
False |
94,323 |
| 120 |
92.17 |
44.37 |
47.80 |
94.2% |
2.32 |
4.6% |
13% |
False |
False |
79,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.01 |
|
2.618 |
57.09 |
|
1.618 |
55.30 |
|
1.000 |
54.19 |
|
0.618 |
53.51 |
|
HIGH |
52.40 |
|
0.618 |
51.72 |
|
0.500 |
51.51 |
|
0.382 |
51.29 |
|
LOW |
50.61 |
|
0.618 |
49.50 |
|
1.000 |
48.82 |
|
1.618 |
47.71 |
|
2.618 |
45.92 |
|
4.250 |
43.00 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.51 |
50.93 |
| PP |
51.26 |
50.87 |
| S1 |
51.01 |
50.82 |
|