NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
46.07 |
44.50 |
-1.57 |
-3.4% |
51.40 |
| High |
46.24 |
47.48 |
1.24 |
2.7% |
52.44 |
| Low |
44.36 |
44.03 |
-0.33 |
-0.7% |
46.97 |
| Close |
45.19 |
46.65 |
1.46 |
3.2% |
47.06 |
| Range |
1.88 |
3.45 |
1.57 |
83.5% |
5.47 |
| ATR |
2.22 |
2.31 |
0.09 |
4.0% |
0.00 |
| Volume |
273,298 |
385,529 |
112,231 |
41.1% |
1,030,404 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.40 |
54.98 |
48.55 |
|
| R3 |
52.95 |
51.53 |
47.60 |
|
| R2 |
49.50 |
49.50 |
47.28 |
|
| R1 |
48.08 |
48.08 |
46.97 |
48.79 |
| PP |
46.05 |
46.05 |
46.05 |
46.41 |
| S1 |
44.63 |
44.63 |
46.33 |
45.34 |
| S2 |
42.60 |
42.60 |
46.02 |
|
| S3 |
39.15 |
41.18 |
45.70 |
|
| S4 |
35.70 |
37.73 |
44.75 |
|
|
| 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 |
50.69 |
44.03 |
6.66 |
14.3% |
2.37 |
5.1% |
39% |
False |
True |
264,914 |
| 10 |
54.00 |
44.03 |
9.97 |
21.4% |
2.07 |
4.4% |
26% |
False |
True |
223,276 |
| 20 |
54.00 |
44.03 |
9.97 |
21.4% |
2.09 |
4.5% |
26% |
False |
True |
172,476 |
| 40 |
56.08 |
44.03 |
12.05 |
25.8% |
2.41 |
5.2% |
22% |
False |
True |
121,842 |
| 60 |
59.61 |
44.03 |
15.58 |
33.4% |
2.46 |
5.3% |
17% |
False |
True |
90,178 |
| 80 |
77.67 |
44.03 |
33.64 |
72.1% |
2.52 |
5.4% |
8% |
False |
True |
72,317 |
| 100 |
81.93 |
44.03 |
37.90 |
81.2% |
2.33 |
5.0% |
7% |
False |
True |
59,531 |
| 120 |
90.94 |
44.03 |
46.91 |
100.6% |
2.25 |
4.8% |
6% |
False |
True |
50,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.14 |
|
2.618 |
56.51 |
|
1.618 |
53.06 |
|
1.000 |
50.93 |
|
0.618 |
49.61 |
|
HIGH |
47.48 |
|
0.618 |
46.16 |
|
0.500 |
45.76 |
|
0.382 |
45.35 |
|
LOW |
44.03 |
|
0.618 |
41.90 |
|
1.000 |
40.58 |
|
1.618 |
38.45 |
|
2.618 |
35.00 |
|
4.250 |
29.37 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.35 |
46.35 |
| PP |
46.05 |
46.05 |
| S1 |
45.76 |
45.76 |
|