NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
53.21 |
54.11 |
0.90 |
1.7% |
53.34 |
| High |
54.22 |
54.88 |
0.66 |
1.2% |
54.65 |
| Low |
53.15 |
53.03 |
-0.12 |
-0.2% |
51.60 |
| Close |
54.07 |
54.55 |
0.48 |
0.9% |
53.84 |
| Range |
1.07 |
1.85 |
0.78 |
72.9% |
3.05 |
| ATR |
2.46 |
2.42 |
-0.04 |
-1.8% |
0.00 |
| Volume |
130,052 |
97,201 |
-32,851 |
-25.3% |
503,433 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.70 |
58.98 |
55.57 |
|
| R3 |
57.85 |
57.13 |
55.06 |
|
| R2 |
56.00 |
56.00 |
54.89 |
|
| R1 |
55.28 |
55.28 |
54.72 |
55.64 |
| PP |
54.15 |
54.15 |
54.15 |
54.34 |
| S1 |
53.43 |
53.43 |
54.38 |
53.79 |
| S2 |
52.30 |
52.30 |
54.21 |
|
| S3 |
50.45 |
51.58 |
54.04 |
|
| S4 |
48.60 |
49.73 |
53.53 |
|
|
| 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 |
54.88 |
51.75 |
3.13 |
5.7% |
1.83 |
3.3% |
89% |
True |
False |
114,332 |
| 10 |
55.02 |
51.60 |
3.42 |
6.3% |
2.00 |
3.7% |
86% |
False |
False |
102,138 |
| 20 |
57.27 |
50.70 |
6.57 |
12.0% |
2.45 |
4.5% |
59% |
False |
False |
106,786 |
| 40 |
57.27 |
46.68 |
10.59 |
19.4% |
2.54 |
4.6% |
74% |
False |
False |
88,809 |
| 60 |
67.62 |
46.68 |
20.94 |
38.4% |
2.57 |
4.7% |
38% |
False |
False |
72,811 |
| 80 |
79.86 |
46.68 |
33.18 |
60.8% |
2.49 |
4.6% |
24% |
False |
False |
63,664 |
| 100 |
85.49 |
46.68 |
38.81 |
71.1% |
2.41 |
4.4% |
20% |
False |
False |
57,948 |
| 120 |
91.94 |
46.68 |
45.26 |
83.0% |
2.25 |
4.1% |
17% |
False |
False |
52,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.74 |
|
2.618 |
59.72 |
|
1.618 |
57.87 |
|
1.000 |
56.73 |
|
0.618 |
56.02 |
|
HIGH |
54.88 |
|
0.618 |
54.17 |
|
0.500 |
53.96 |
|
0.382 |
53.74 |
|
LOW |
53.03 |
|
0.618 |
51.89 |
|
1.000 |
51.18 |
|
1.618 |
50.04 |
|
2.618 |
48.19 |
|
4.250 |
45.17 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
54.35 |
54.30 |
| PP |
54.15 |
54.05 |
| S1 |
53.96 |
53.80 |
|