NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
50.51 |
50.23 |
-0.28 |
-0.6% |
51.71 |
| High |
50.80 |
50.69 |
-0.11 |
-0.2% |
54.00 |
| Low |
49.17 |
48.88 |
-0.29 |
-0.6% |
50.80 |
| Close |
50.02 |
49.13 |
-0.89 |
-1.8% |
51.47 |
| Range |
1.63 |
1.81 |
0.18 |
11.0% |
3.20 |
| ATR |
2.26 |
2.23 |
-0.03 |
-1.4% |
0.00 |
| Volume |
210,675 |
193,855 |
-16,820 |
-8.0% |
751,417 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.00 |
53.87 |
50.13 |
|
| R3 |
53.19 |
52.06 |
49.63 |
|
| R2 |
51.38 |
51.38 |
49.46 |
|
| R1 |
50.25 |
50.25 |
49.30 |
49.91 |
| PP |
49.57 |
49.57 |
49.57 |
49.40 |
| S1 |
48.44 |
48.44 |
48.96 |
48.10 |
| S2 |
47.76 |
47.76 |
48.80 |
|
| S3 |
45.95 |
46.63 |
48.63 |
|
| S4 |
44.14 |
44.82 |
48.13 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.69 |
59.78 |
53.23 |
|
| R3 |
58.49 |
56.58 |
52.35 |
|
| R2 |
55.29 |
55.29 |
52.06 |
|
| R1 |
53.38 |
53.38 |
51.76 |
52.74 |
| PP |
52.09 |
52.09 |
52.09 |
51.77 |
| S1 |
50.18 |
50.18 |
51.18 |
49.54 |
| S2 |
48.89 |
48.89 |
50.88 |
|
| S3 |
45.69 |
46.98 |
50.59 |
|
| S4 |
42.49 |
43.78 |
49.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.04 |
48.88 |
4.16 |
8.5% |
1.82 |
3.7% |
6% |
False |
True |
181,579 |
| 10 |
54.00 |
48.88 |
5.12 |
10.4% |
1.74 |
3.5% |
5% |
False |
True |
170,054 |
| 20 |
56.08 |
48.88 |
7.20 |
14.7% |
2.14 |
4.4% |
3% |
False |
True |
137,465 |
| 40 |
56.08 |
45.52 |
10.56 |
21.5% |
2.50 |
5.1% |
34% |
False |
False |
97,974 |
| 60 |
59.99 |
45.52 |
14.47 |
29.5% |
2.55 |
5.2% |
25% |
False |
False |
72,999 |
| 80 |
77.67 |
45.52 |
32.15 |
65.4% |
2.48 |
5.0% |
11% |
False |
False |
58,580 |
| 100 |
82.00 |
45.52 |
36.48 |
74.3% |
2.30 |
4.7% |
10% |
False |
False |
48,479 |
| 120 |
90.94 |
45.52 |
45.42 |
92.4% |
2.20 |
4.5% |
8% |
False |
False |
41,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.38 |
|
2.618 |
55.43 |
|
1.618 |
53.62 |
|
1.000 |
52.50 |
|
0.618 |
51.81 |
|
HIGH |
50.69 |
|
0.618 |
50.00 |
|
0.500 |
49.79 |
|
0.382 |
49.57 |
|
LOW |
48.88 |
|
0.618 |
47.76 |
|
1.000 |
47.07 |
|
1.618 |
45.95 |
|
2.618 |
44.14 |
|
4.250 |
41.19 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.79 |
50.45 |
| PP |
49.57 |
50.01 |
| S1 |
49.35 |
49.57 |
|