NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
47.11 |
46.07 |
-1.04 |
-2.2% |
51.40 |
| High |
47.28 |
46.24 |
-1.04 |
-2.2% |
52.44 |
| Low |
45.08 |
44.36 |
-0.72 |
-1.6% |
46.97 |
| Close |
46.13 |
45.19 |
-0.94 |
-2.0% |
47.06 |
| Range |
2.20 |
1.88 |
-0.32 |
-14.5% |
5.47 |
| ATR |
2.25 |
2.22 |
-0.03 |
-1.2% |
0.00 |
| Volume |
224,567 |
273,298 |
48,731 |
21.7% |
1,030,404 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.90 |
49.93 |
46.22 |
|
| R3 |
49.02 |
48.05 |
45.71 |
|
| R2 |
47.14 |
47.14 |
45.53 |
|
| R1 |
46.17 |
46.17 |
45.36 |
45.72 |
| PP |
45.26 |
45.26 |
45.26 |
45.04 |
| S1 |
44.29 |
44.29 |
45.02 |
43.84 |
| S2 |
43.38 |
43.38 |
44.85 |
|
| S3 |
41.50 |
42.41 |
44.67 |
|
| S4 |
39.62 |
40.53 |
44.16 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.23 |
61.62 |
50.07 |
|
| R3 |
59.76 |
56.15 |
48.56 |
|
| R2 |
54.29 |
54.29 |
48.06 |
|
| R1 |
50.68 |
50.68 |
47.56 |
49.75 |
| PP |
48.82 |
48.82 |
48.82 |
48.36 |
| S1 |
45.21 |
45.21 |
46.56 |
44.28 |
| S2 |
43.35 |
43.35 |
46.06 |
|
| S3 |
37.88 |
39.74 |
45.56 |
|
| S4 |
32.41 |
34.27 |
44.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.80 |
44.36 |
6.44 |
14.3% |
2.00 |
4.4% |
13% |
False |
True |
229,943 |
| 10 |
54.00 |
44.36 |
9.64 |
21.3% |
1.93 |
4.3% |
9% |
False |
True |
197,403 |
| 20 |
55.44 |
44.36 |
11.08 |
24.5% |
2.08 |
4.6% |
7% |
False |
True |
158,562 |
| 40 |
56.08 |
44.36 |
11.72 |
25.9% |
2.39 |
5.3% |
7% |
False |
True |
113,063 |
| 60 |
59.90 |
44.36 |
15.54 |
34.4% |
2.48 |
5.5% |
5% |
False |
True |
84,187 |
| 80 |
77.67 |
44.36 |
33.31 |
73.7% |
2.49 |
5.5% |
2% |
False |
True |
67,574 |
| 100 |
81.93 |
44.36 |
37.57 |
83.1% |
2.32 |
5.1% |
2% |
False |
True |
55,727 |
| 120 |
90.94 |
44.36 |
46.58 |
103.1% |
2.23 |
4.9% |
2% |
False |
True |
47,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.23 |
|
2.618 |
51.16 |
|
1.618 |
49.28 |
|
1.000 |
48.12 |
|
0.618 |
47.40 |
|
HIGH |
46.24 |
|
0.618 |
45.52 |
|
0.500 |
45.30 |
|
0.382 |
45.08 |
|
LOW |
44.36 |
|
0.618 |
43.20 |
|
1.000 |
42.48 |
|
1.618 |
41.32 |
|
2.618 |
39.44 |
|
4.250 |
36.37 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.30 |
46.92 |
| PP |
45.26 |
46.34 |
| S1 |
45.23 |
45.77 |
|