NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
47.72 |
49.02 |
1.30 |
2.7% |
47.11 |
| High |
49.46 |
52.48 |
3.02 |
6.1% |
47.48 |
| Low |
47.00 |
48.73 |
1.73 |
3.7% |
44.03 |
| Close |
49.21 |
51.43 |
2.22 |
4.5% |
46.57 |
| Range |
2.46 |
3.75 |
1.29 |
52.4% |
3.45 |
| ATR |
2.29 |
2.40 |
0.10 |
4.5% |
0.00 |
| Volume |
398,795 |
515,277 |
116,482 |
29.2% |
1,638,563 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.13 |
60.53 |
53.49 |
|
| R3 |
58.38 |
56.78 |
52.46 |
|
| R2 |
54.63 |
54.63 |
52.12 |
|
| R1 |
53.03 |
53.03 |
51.77 |
53.83 |
| PP |
50.88 |
50.88 |
50.88 |
51.28 |
| S1 |
49.28 |
49.28 |
51.09 |
50.08 |
| S2 |
47.13 |
47.13 |
50.74 |
|
| S3 |
43.38 |
45.53 |
50.40 |
|
| S4 |
39.63 |
41.78 |
49.37 |
|
|
| 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 |
52.48 |
44.82 |
7.66 |
14.9% |
2.60 |
5.1% |
86% |
True |
False |
379,044 |
| 10 |
52.48 |
44.03 |
8.45 |
16.4% |
2.51 |
4.9% |
88% |
True |
False |
340,192 |
| 20 |
54.00 |
44.03 |
9.97 |
19.4% |
2.13 |
4.1% |
74% |
False |
False |
255,123 |
| 40 |
56.08 |
44.03 |
12.05 |
23.4% |
2.50 |
4.9% |
61% |
False |
False |
172,142 |
| 60 |
56.46 |
44.03 |
12.43 |
24.2% |
2.45 |
4.8% |
60% |
False |
False |
126,427 |
| 80 |
69.97 |
44.03 |
25.94 |
50.4% |
2.52 |
4.9% |
29% |
False |
False |
99,674 |
| 100 |
80.62 |
44.03 |
36.59 |
71.1% |
2.41 |
4.7% |
20% |
False |
False |
81,775 |
| 120 |
87.34 |
44.03 |
43.31 |
84.2% |
2.30 |
4.5% |
17% |
False |
False |
69,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.42 |
|
2.618 |
62.30 |
|
1.618 |
58.55 |
|
1.000 |
56.23 |
|
0.618 |
54.80 |
|
HIGH |
52.48 |
|
0.618 |
51.05 |
|
0.500 |
50.61 |
|
0.382 |
50.16 |
|
LOW |
48.73 |
|
0.618 |
46.41 |
|
1.000 |
44.98 |
|
1.618 |
42.66 |
|
2.618 |
38.91 |
|
4.250 |
32.79 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.16 |
50.81 |
| PP |
50.88 |
50.19 |
| S1 |
50.61 |
49.58 |
|