NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
47.46 |
47.72 |
0.26 |
0.5% |
47.11 |
| High |
48.56 |
49.46 |
0.90 |
1.9% |
47.48 |
| Low |
46.67 |
47.00 |
0.33 |
0.7% |
44.03 |
| Close |
47.51 |
49.21 |
1.70 |
3.6% |
46.57 |
| Range |
1.89 |
2.46 |
0.57 |
30.2% |
3.45 |
| ATR |
2.28 |
2.29 |
0.01 |
0.6% |
0.00 |
| Volume |
309,553 |
398,795 |
89,242 |
28.8% |
1,638,563 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.94 |
55.03 |
50.56 |
|
| R3 |
53.48 |
52.57 |
49.89 |
|
| R2 |
51.02 |
51.02 |
49.66 |
|
| R1 |
50.11 |
50.11 |
49.44 |
50.57 |
| PP |
48.56 |
48.56 |
48.56 |
48.78 |
| S1 |
47.65 |
47.65 |
48.98 |
48.11 |
| S2 |
46.10 |
46.10 |
48.76 |
|
| S3 |
43.64 |
45.19 |
48.53 |
|
| S4 |
41.18 |
42.73 |
47.86 |
|
|
| 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 |
49.46 |
44.77 |
4.69 |
9.5% |
2.26 |
4.6% |
95% |
True |
False |
351,186 |
| 10 |
50.69 |
44.03 |
6.66 |
13.5% |
2.31 |
4.7% |
78% |
False |
False |
308,050 |
| 20 |
54.00 |
44.03 |
9.97 |
20.3% |
2.09 |
4.2% |
52% |
False |
False |
235,860 |
| 40 |
56.08 |
44.03 |
12.05 |
24.5% |
2.44 |
5.0% |
43% |
False |
False |
160,132 |
| 60 |
57.00 |
44.03 |
12.97 |
26.4% |
2.43 |
4.9% |
40% |
False |
False |
117,971 |
| 80 |
73.70 |
44.03 |
29.67 |
60.3% |
2.56 |
5.2% |
17% |
False |
False |
93,367 |
| 100 |
81.16 |
44.03 |
37.13 |
75.5% |
2.39 |
4.8% |
14% |
False |
False |
76,718 |
| 120 |
87.69 |
44.03 |
43.66 |
88.7% |
2.29 |
4.6% |
12% |
False |
False |
65,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.92 |
|
2.618 |
55.90 |
|
1.618 |
53.44 |
|
1.000 |
51.92 |
|
0.618 |
50.98 |
|
HIGH |
49.46 |
|
0.618 |
48.52 |
|
0.500 |
48.23 |
|
0.382 |
47.94 |
|
LOW |
47.00 |
|
0.618 |
45.48 |
|
1.000 |
44.54 |
|
1.618 |
43.02 |
|
2.618 |
40.56 |
|
4.250 |
36.55 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.88 |
48.61 |
| PP |
48.56 |
48.00 |
| S1 |
48.23 |
47.40 |
|