NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
52.70 |
53.61 |
0.91 |
1.7% |
53.34 |
| High |
53.98 |
54.55 |
0.57 |
1.1% |
54.65 |
| Low |
52.50 |
52.72 |
0.22 |
0.4% |
51.60 |
| Close |
53.84 |
52.98 |
-0.86 |
-1.6% |
53.84 |
| Range |
1.48 |
1.83 |
0.35 |
23.6% |
3.05 |
| ATR |
2.61 |
2.56 |
-0.06 |
-2.1% |
0.00 |
| Volume |
132,946 |
97,038 |
-35,908 |
-27.0% |
503,433 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.91 |
57.77 |
53.99 |
|
| R3 |
57.08 |
55.94 |
53.48 |
|
| R2 |
55.25 |
55.25 |
53.32 |
|
| R1 |
54.11 |
54.11 |
53.15 |
53.77 |
| PP |
53.42 |
53.42 |
53.42 |
53.24 |
| S1 |
52.28 |
52.28 |
52.81 |
51.94 |
| S2 |
51.59 |
51.59 |
52.64 |
|
| S3 |
49.76 |
50.45 |
52.48 |
|
| S4 |
47.93 |
48.62 |
51.97 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.51 |
61.23 |
55.52 |
|
| R3 |
59.46 |
58.18 |
54.68 |
|
| R2 |
56.41 |
56.41 |
54.40 |
|
| R1 |
55.13 |
55.13 |
54.12 |
55.77 |
| PP |
53.36 |
53.36 |
53.36 |
53.69 |
| S1 |
52.08 |
52.08 |
53.56 |
52.72 |
| S2 |
50.31 |
50.31 |
53.28 |
|
| S3 |
47.26 |
49.03 |
53.00 |
|
| S4 |
44.21 |
45.98 |
52.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.65 |
51.61 |
3.04 |
5.7% |
2.13 |
4.0% |
45% |
False |
False |
104,943 |
| 10 |
57.27 |
51.60 |
5.67 |
10.7% |
2.33 |
4.4% |
24% |
False |
False |
101,682 |
| 20 |
57.27 |
49.72 |
7.55 |
14.3% |
2.72 |
5.1% |
43% |
False |
False |
104,120 |
| 40 |
57.47 |
46.68 |
10.79 |
20.4% |
2.61 |
4.9% |
58% |
False |
False |
84,592 |
| 60 |
69.00 |
46.68 |
22.32 |
42.1% |
2.58 |
4.9% |
28% |
False |
False |
70,217 |
| 80 |
79.86 |
46.68 |
33.18 |
62.6% |
2.51 |
4.7% |
19% |
False |
False |
61,977 |
| 100 |
86.60 |
46.68 |
39.92 |
75.3% |
2.41 |
4.5% |
16% |
False |
False |
56,328 |
| 120 |
91.94 |
46.68 |
45.26 |
85.4% |
2.24 |
4.2% |
14% |
False |
False |
51,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.33 |
|
2.618 |
59.34 |
|
1.618 |
57.51 |
|
1.000 |
56.38 |
|
0.618 |
55.68 |
|
HIGH |
54.55 |
|
0.618 |
53.85 |
|
0.500 |
53.64 |
|
0.382 |
53.42 |
|
LOW |
52.72 |
|
0.618 |
51.59 |
|
1.000 |
50.89 |
|
1.618 |
49.76 |
|
2.618 |
47.93 |
|
4.250 |
44.94 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
53.64 |
53.20 |
| PP |
53.42 |
53.13 |
| S1 |
53.20 |
53.05 |
|