NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
42.51 |
44.60 |
2.09 |
4.9% |
49.60 |
| High |
45.34 |
44.71 |
-0.63 |
-1.4% |
50.79 |
| Low |
42.03 |
42.75 |
0.72 |
1.7% |
44.75 |
| Close |
44.66 |
43.96 |
-0.70 |
-1.6% |
44.84 |
| Range |
3.31 |
1.96 |
-1.35 |
-40.8% |
6.04 |
| ATR |
2.38 |
2.35 |
-0.03 |
-1.3% |
0.00 |
| Volume |
220,638 |
106,907 |
-113,731 |
-51.5% |
1,964,331 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.69 |
48.78 |
45.04 |
|
| R3 |
47.73 |
46.82 |
44.50 |
|
| R2 |
45.77 |
45.77 |
44.32 |
|
| R1 |
44.86 |
44.86 |
44.14 |
44.34 |
| PP |
43.81 |
43.81 |
43.81 |
43.54 |
| S1 |
42.90 |
42.90 |
43.78 |
42.38 |
| S2 |
41.85 |
41.85 |
43.60 |
|
| S3 |
39.89 |
40.94 |
43.42 |
|
| S4 |
37.93 |
38.98 |
42.88 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.91 |
60.92 |
48.16 |
|
| R3 |
58.87 |
54.88 |
46.50 |
|
| R2 |
52.83 |
52.83 |
45.95 |
|
| R1 |
48.84 |
48.84 |
45.39 |
47.82 |
| PP |
46.79 |
46.79 |
46.79 |
46.28 |
| S1 |
42.80 |
42.80 |
44.29 |
41.78 |
| S2 |
40.75 |
40.75 |
43.73 |
|
| S3 |
34.71 |
36.76 |
43.18 |
|
| S4 |
28.67 |
30.72 |
41.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.28 |
42.03 |
5.25 |
11.9% |
2.35 |
5.3% |
37% |
False |
False |
287,435 |
| 10 |
51.22 |
42.03 |
9.19 |
20.9% |
2.14 |
4.9% |
21% |
False |
False |
341,262 |
| 20 |
52.49 |
42.03 |
10.46 |
23.8% |
2.14 |
4.9% |
18% |
False |
False |
373,427 |
| 40 |
55.05 |
42.03 |
13.02 |
29.6% |
2.54 |
5.8% |
15% |
False |
False |
274,799 |
| 60 |
59.21 |
42.03 |
17.18 |
39.1% |
2.54 |
5.8% |
11% |
False |
False |
199,469 |
| 80 |
77.75 |
42.03 |
35.72 |
81.3% |
2.63 |
6.0% |
5% |
False |
False |
155,285 |
| 100 |
82.03 |
42.03 |
40.00 |
91.0% |
2.45 |
5.6% |
5% |
False |
False |
127,202 |
| 120 |
91.36 |
42.03 |
49.33 |
112.2% |
2.40 |
5.5% |
4% |
False |
False |
107,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.04 |
|
2.618 |
49.84 |
|
1.618 |
47.88 |
|
1.000 |
46.67 |
|
0.618 |
45.92 |
|
HIGH |
44.71 |
|
0.618 |
43.96 |
|
0.500 |
43.73 |
|
0.382 |
43.50 |
|
LOW |
42.75 |
|
0.618 |
41.54 |
|
1.000 |
40.79 |
|
1.618 |
39.58 |
|
2.618 |
37.62 |
|
4.250 |
34.42 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
43.88 |
43.87 |
| PP |
43.81 |
43.78 |
| S1 |
43.73 |
43.69 |
|