NYMEX Light Sweet Crude Oil Future May 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 |
44.50 |
46.61 |
2.11 |
4.7% |
51.40 |
| High |
47.48 |
46.81 |
-0.67 |
-1.4% |
52.44 |
| Low |
44.03 |
44.77 |
0.74 |
1.7% |
46.97 |
| Close |
46.65 |
45.53 |
-1.12 |
-2.4% |
47.06 |
| Range |
3.45 |
2.04 |
-1.41 |
-40.9% |
5.47 |
| ATR |
2.31 |
2.29 |
-0.02 |
-0.8% |
0.00 |
| Volume |
385,529 |
375,989 |
-9,540 |
-2.5% |
1,030,404 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.82 |
50.72 |
46.65 |
|
| R3 |
49.78 |
48.68 |
46.09 |
|
| R2 |
47.74 |
47.74 |
45.90 |
|
| R1 |
46.64 |
46.64 |
45.72 |
46.17 |
| PP |
45.70 |
45.70 |
45.70 |
45.47 |
| S1 |
44.60 |
44.60 |
45.34 |
44.13 |
| S2 |
43.66 |
43.66 |
45.16 |
|
| S3 |
41.62 |
42.56 |
44.97 |
|
| S4 |
39.58 |
40.52 |
44.41 |
|
|
| 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 |
49.47 |
44.03 |
5.44 |
11.9% |
2.41 |
5.3% |
28% |
False |
False |
301,341 |
| 10 |
53.04 |
44.03 |
9.01 |
19.8% |
2.12 |
4.7% |
17% |
False |
False |
241,460 |
| 20 |
54.00 |
44.03 |
9.97 |
21.9% |
2.05 |
4.5% |
15% |
False |
False |
187,202 |
| 40 |
56.08 |
44.03 |
12.05 |
26.5% |
2.43 |
5.3% |
12% |
False |
False |
130,118 |
| 60 |
59.61 |
44.03 |
15.58 |
34.2% |
2.43 |
5.3% |
10% |
False |
False |
95,948 |
| 80 |
77.67 |
44.03 |
33.64 |
73.9% |
2.52 |
5.5% |
4% |
False |
False |
76,758 |
| 100 |
81.93 |
44.03 |
37.90 |
83.2% |
2.33 |
5.1% |
4% |
False |
False |
63,206 |
| 120 |
90.94 |
44.03 |
46.91 |
103.0% |
2.26 |
5.0% |
3% |
False |
False |
53,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.48 |
|
2.618 |
52.15 |
|
1.618 |
50.11 |
|
1.000 |
48.85 |
|
0.618 |
48.07 |
|
HIGH |
46.81 |
|
0.618 |
46.03 |
|
0.500 |
45.79 |
|
0.382 |
45.55 |
|
LOW |
44.77 |
|
0.618 |
43.51 |
|
1.000 |
42.73 |
|
1.618 |
41.47 |
|
2.618 |
39.43 |
|
4.250 |
36.10 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.79 |
45.76 |
| PP |
45.70 |
45.68 |
| S1 |
45.62 |
45.61 |
|