NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
49.02 |
51.01 |
1.99 |
4.1% |
46.41 |
| High |
52.48 |
51.38 |
-1.10 |
-2.1% |
52.48 |
| Low |
48.73 |
48.21 |
-0.52 |
-1.1% |
45.33 |
| Close |
51.43 |
48.87 |
-2.56 |
-5.0% |
48.87 |
| Range |
3.75 |
3.17 |
-0.58 |
-15.5% |
7.15 |
| ATR |
2.40 |
2.45 |
0.06 |
2.5% |
0.00 |
| Volume |
515,277 |
384,092 |
-131,185 |
-25.5% |
1,900,134 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.00 |
57.10 |
50.61 |
|
| R3 |
55.83 |
53.93 |
49.74 |
|
| R2 |
52.66 |
52.66 |
49.45 |
|
| R1 |
50.76 |
50.76 |
49.16 |
50.13 |
| PP |
49.49 |
49.49 |
49.49 |
49.17 |
| S1 |
47.59 |
47.59 |
48.58 |
46.96 |
| S2 |
46.32 |
46.32 |
48.29 |
|
| S3 |
43.15 |
44.42 |
48.00 |
|
| S4 |
39.98 |
41.25 |
47.13 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.34 |
66.76 |
52.80 |
|
| R3 |
63.19 |
59.61 |
50.84 |
|
| R2 |
56.04 |
56.04 |
50.18 |
|
| R1 |
52.46 |
52.46 |
49.53 |
54.25 |
| PP |
48.89 |
48.89 |
48.89 |
49.79 |
| S1 |
45.31 |
45.31 |
48.21 |
47.10 |
| S2 |
41.74 |
41.74 |
47.56 |
|
| S3 |
34.59 |
38.16 |
46.90 |
|
| S4 |
27.44 |
31.01 |
44.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.48 |
45.33 |
7.15 |
14.6% |
2.71 |
5.5% |
50% |
False |
False |
380,026 |
| 10 |
52.48 |
44.03 |
8.45 |
17.3% |
2.57 |
5.3% |
57% |
False |
False |
353,869 |
| 20 |
54.00 |
44.03 |
9.97 |
20.4% |
2.21 |
4.5% |
49% |
False |
False |
266,025 |
| 40 |
56.08 |
44.03 |
12.05 |
24.7% |
2.55 |
5.2% |
40% |
False |
False |
180,268 |
| 60 |
56.46 |
44.03 |
12.43 |
25.4% |
2.48 |
5.1% |
39% |
False |
False |
132,566 |
| 80 |
69.79 |
44.03 |
25.76 |
52.7% |
2.49 |
5.1% |
19% |
False |
False |
104,202 |
| 100 |
80.62 |
44.03 |
36.59 |
74.9% |
2.43 |
5.0% |
13% |
False |
False |
85,559 |
| 120 |
86.90 |
44.03 |
42.87 |
87.7% |
2.31 |
4.7% |
11% |
False |
False |
72,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.85 |
|
2.618 |
59.68 |
|
1.618 |
56.51 |
|
1.000 |
54.55 |
|
0.618 |
53.34 |
|
HIGH |
51.38 |
|
0.618 |
50.17 |
|
0.500 |
49.80 |
|
0.382 |
49.42 |
|
LOW |
48.21 |
|
0.618 |
46.25 |
|
1.000 |
45.04 |
|
1.618 |
43.08 |
|
2.618 |
39.91 |
|
4.250 |
34.74 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.80 |
49.74 |
| PP |
49.49 |
49.45 |
| S1 |
49.18 |
49.16 |
|