NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
46.21 |
48.69 |
2.48 |
5.4% |
53.03 |
| High |
49.50 |
48.77 |
-0.73 |
-1.5% |
53.81 |
| Low |
45.93 |
46.76 |
0.83 |
1.8% |
48.76 |
| Close |
48.69 |
47.40 |
-1.29 |
-2.6% |
48.84 |
| Range |
3.57 |
2.01 |
-1.56 |
-43.7% |
5.05 |
| ATR |
2.24 |
2.22 |
-0.02 |
-0.7% |
0.00 |
| Volume |
123,129 |
135,948 |
12,819 |
10.4% |
495,776 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.67 |
52.55 |
48.51 |
|
| R3 |
51.66 |
50.54 |
47.95 |
|
| R2 |
49.65 |
49.65 |
47.77 |
|
| R1 |
48.53 |
48.53 |
47.58 |
48.09 |
| PP |
47.64 |
47.64 |
47.64 |
47.42 |
| S1 |
46.52 |
46.52 |
47.22 |
46.08 |
| S2 |
45.63 |
45.63 |
47.03 |
|
| S3 |
43.62 |
44.51 |
46.85 |
|
| S4 |
41.61 |
42.50 |
46.29 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.62 |
62.28 |
51.62 |
|
| R3 |
60.57 |
57.23 |
50.23 |
|
| R2 |
55.52 |
55.52 |
49.77 |
|
| R1 |
52.18 |
52.18 |
49.30 |
51.33 |
| PP |
50.47 |
50.47 |
50.47 |
50.04 |
| S1 |
47.13 |
47.13 |
48.38 |
46.28 |
| S2 |
45.42 |
45.42 |
47.91 |
|
| S3 |
40.37 |
42.08 |
47.45 |
|
| S4 |
35.32 |
37.03 |
46.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.23 |
45.93 |
5.30 |
11.2% |
2.38 |
5.0% |
28% |
False |
False |
116,319 |
| 10 |
54.48 |
45.93 |
8.55 |
18.0% |
2.04 |
4.3% |
17% |
False |
False |
109,035 |
| 20 |
55.21 |
45.93 |
9.28 |
19.6% |
1.95 |
4.1% |
16% |
False |
False |
109,011 |
| 40 |
57.27 |
45.93 |
11.34 |
23.9% |
2.36 |
5.0% |
13% |
False |
False |
100,681 |
| 60 |
59.98 |
45.93 |
14.05 |
29.6% |
2.40 |
5.1% |
10% |
False |
False |
84,253 |
| 80 |
77.70 |
45.93 |
31.77 |
67.0% |
2.52 |
5.3% |
5% |
False |
False |
74,339 |
| 100 |
81.92 |
45.93 |
35.99 |
75.9% |
2.36 |
5.0% |
4% |
False |
False |
66,275 |
| 120 |
90.62 |
45.93 |
44.69 |
94.3% |
2.31 |
4.9% |
3% |
False |
False |
61,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.31 |
|
2.618 |
54.03 |
|
1.618 |
52.02 |
|
1.000 |
50.78 |
|
0.618 |
50.01 |
|
HIGH |
48.77 |
|
0.618 |
48.00 |
|
0.500 |
47.77 |
|
0.382 |
47.53 |
|
LOW |
46.76 |
|
0.618 |
45.52 |
|
1.000 |
44.75 |
|
1.618 |
43.51 |
|
2.618 |
41.50 |
|
4.250 |
38.22 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.77 |
47.72 |
| PP |
47.64 |
47.61 |
| S1 |
47.52 |
47.51 |
|