NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
48.57 |
48.73 |
0.16 |
0.3% |
46.41 |
| High |
49.16 |
48.73 |
-0.43 |
-0.9% |
52.48 |
| Low |
47.61 |
47.28 |
-0.33 |
-0.7% |
45.33 |
| Close |
48.68 |
47.60 |
-1.08 |
-2.2% |
48.87 |
| Range |
1.55 |
1.45 |
-0.10 |
-6.5% |
7.15 |
| ATR |
2.39 |
2.32 |
-0.07 |
-2.8% |
0.00 |
| Volume |
355,866 |
365,748 |
9,882 |
2.8% |
1,900,134 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.22 |
51.36 |
48.40 |
|
| R3 |
50.77 |
49.91 |
48.00 |
|
| R2 |
49.32 |
49.32 |
47.87 |
|
| R1 |
48.46 |
48.46 |
47.73 |
48.17 |
| PP |
47.87 |
47.87 |
47.87 |
47.72 |
| S1 |
47.01 |
47.01 |
47.47 |
46.72 |
| S2 |
46.42 |
46.42 |
47.33 |
|
| S3 |
44.97 |
45.56 |
47.20 |
|
| S4 |
43.52 |
44.11 |
46.80 |
|
|
| 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 |
47.00 |
5.48 |
11.5% |
2.48 |
5.2% |
11% |
False |
False |
403,955 |
| 10 |
52.48 |
44.03 |
8.45 |
17.8% |
2.47 |
5.2% |
42% |
False |
False |
376,244 |
| 20 |
54.00 |
44.03 |
9.97 |
20.9% |
2.20 |
4.6% |
36% |
False |
False |
286,823 |
| 40 |
56.08 |
44.03 |
12.05 |
25.3% |
2.43 |
5.1% |
30% |
False |
False |
195,894 |
| 60 |
56.08 |
44.03 |
12.05 |
25.3% |
2.46 |
5.2% |
30% |
False |
False |
144,066 |
| 80 |
68.67 |
44.03 |
24.64 |
51.8% |
2.48 |
5.2% |
14% |
False |
False |
112,821 |
| 100 |
79.76 |
44.03 |
35.73 |
75.1% |
2.42 |
5.1% |
10% |
False |
False |
92,608 |
| 120 |
85.91 |
44.03 |
41.88 |
88.0% |
2.32 |
4.9% |
9% |
False |
False |
78,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.89 |
|
2.618 |
52.53 |
|
1.618 |
51.08 |
|
1.000 |
50.18 |
|
0.618 |
49.63 |
|
HIGH |
48.73 |
|
0.618 |
48.18 |
|
0.500 |
48.01 |
|
0.382 |
47.83 |
|
LOW |
47.28 |
|
0.618 |
46.38 |
|
1.000 |
45.83 |
|
1.618 |
44.93 |
|
2.618 |
43.48 |
|
4.250 |
41.12 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.01 |
49.33 |
| PP |
47.87 |
48.75 |
| S1 |
47.74 |
48.18 |
|