NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
46.61 |
45.66 |
-0.95 |
-2.0% |
47.11 |
| High |
46.81 |
47.43 |
0.62 |
1.3% |
47.48 |
| Low |
44.77 |
44.82 |
0.05 |
0.1% |
44.03 |
| Close |
45.53 |
46.57 |
1.04 |
2.3% |
46.57 |
| Range |
2.04 |
2.61 |
0.57 |
27.9% |
3.45 |
| ATR |
2.29 |
2.31 |
0.02 |
1.0% |
0.00 |
| Volume |
375,989 |
379,180 |
3,191 |
0.8% |
1,638,563 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.10 |
52.95 |
48.01 |
|
| R3 |
51.49 |
50.34 |
47.29 |
|
| R2 |
48.88 |
48.88 |
47.05 |
|
| R1 |
47.73 |
47.73 |
46.81 |
48.31 |
| PP |
46.27 |
46.27 |
46.27 |
46.56 |
| S1 |
45.12 |
45.12 |
46.33 |
45.70 |
| S2 |
43.66 |
43.66 |
46.09 |
|
| S3 |
41.05 |
42.51 |
45.85 |
|
| S4 |
38.44 |
39.90 |
45.13 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.38 |
54.92 |
48.47 |
|
| R3 |
52.93 |
51.47 |
47.52 |
|
| R2 |
49.48 |
49.48 |
47.20 |
|
| R1 |
48.02 |
48.02 |
46.89 |
47.03 |
| PP |
46.03 |
46.03 |
46.03 |
45.53 |
| S1 |
44.57 |
44.57 |
46.25 |
43.58 |
| S2 |
42.58 |
42.58 |
45.94 |
|
| S3 |
39.13 |
41.12 |
45.62 |
|
| S4 |
35.68 |
37.67 |
44.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.48 |
44.03 |
3.45 |
7.4% |
2.44 |
5.2% |
74% |
False |
False |
327,712 |
| 10 |
52.44 |
44.03 |
8.41 |
18.1% |
2.16 |
4.6% |
30% |
False |
False |
266,896 |
| 20 |
54.00 |
44.03 |
9.97 |
21.4% |
2.10 |
4.5% |
25% |
False |
False |
200,702 |
| 40 |
56.08 |
44.03 |
12.05 |
25.9% |
2.41 |
5.2% |
21% |
False |
False |
138,701 |
| 60 |
58.66 |
44.03 |
14.63 |
31.4% |
2.42 |
5.2% |
17% |
False |
False |
101,977 |
| 80 |
77.15 |
44.03 |
33.12 |
71.1% |
2.53 |
5.4% |
8% |
False |
False |
81,322 |
| 100 |
81.93 |
44.03 |
37.90 |
81.4% |
2.35 |
5.0% |
7% |
False |
False |
66,874 |
| 120 |
90.94 |
44.03 |
46.91 |
100.7% |
2.28 |
4.9% |
5% |
False |
False |
56,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.52 |
|
2.618 |
54.26 |
|
1.618 |
51.65 |
|
1.000 |
50.04 |
|
0.618 |
49.04 |
|
HIGH |
47.43 |
|
0.618 |
46.43 |
|
0.500 |
46.13 |
|
0.382 |
45.82 |
|
LOW |
44.82 |
|
0.618 |
43.21 |
|
1.000 |
42.21 |
|
1.618 |
40.60 |
|
2.618 |
37.99 |
|
4.250 |
33.73 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.42 |
46.30 |
| PP |
46.27 |
46.03 |
| S1 |
46.13 |
45.76 |
|