NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
48.69 |
47.44 |
-1.25 |
-2.6% |
48.84 |
| High |
48.77 |
49.18 |
0.41 |
0.8% |
49.50 |
| Low |
46.76 |
46.67 |
-0.09 |
-0.2% |
45.93 |
| Close |
47.40 |
48.43 |
1.03 |
2.2% |
48.43 |
| Range |
2.01 |
2.51 |
0.50 |
24.9% |
3.57 |
| ATR |
2.22 |
2.24 |
0.02 |
0.9% |
0.00 |
| Volume |
135,948 |
77,759 |
-58,189 |
-42.8% |
557,696 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.62 |
54.54 |
49.81 |
|
| R3 |
53.11 |
52.03 |
49.12 |
|
| R2 |
50.60 |
50.60 |
48.89 |
|
| R1 |
49.52 |
49.52 |
48.66 |
50.06 |
| PP |
48.09 |
48.09 |
48.09 |
48.37 |
| S1 |
47.01 |
47.01 |
48.20 |
47.55 |
| S2 |
45.58 |
45.58 |
47.97 |
|
| S3 |
43.07 |
44.50 |
47.74 |
|
| S4 |
40.56 |
41.99 |
47.05 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.66 |
57.12 |
50.39 |
|
| R3 |
55.09 |
53.55 |
49.41 |
|
| R2 |
51.52 |
51.52 |
49.08 |
|
| R1 |
49.98 |
49.98 |
48.76 |
48.97 |
| PP |
47.95 |
47.95 |
47.95 |
47.45 |
| S1 |
46.41 |
46.41 |
48.10 |
45.40 |
| S2 |
44.38 |
44.38 |
47.78 |
|
| S3 |
40.81 |
42.84 |
47.45 |
|
| S4 |
37.24 |
39.27 |
46.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.50 |
45.93 |
3.57 |
7.4% |
2.39 |
4.9% |
70% |
False |
False |
111,539 |
| 10 |
53.81 |
45.93 |
7.88 |
16.3% |
2.08 |
4.3% |
32% |
False |
False |
105,347 |
| 20 |
55.21 |
45.93 |
9.28 |
19.2% |
2.00 |
4.1% |
27% |
False |
False |
107,589 |
| 40 |
57.27 |
45.93 |
11.34 |
23.4% |
2.35 |
4.8% |
22% |
False |
False |
100,965 |
| 60 |
59.10 |
45.93 |
13.17 |
27.2% |
2.39 |
4.9% |
19% |
False |
False |
84,940 |
| 80 |
77.28 |
45.93 |
31.35 |
64.7% |
2.52 |
5.2% |
8% |
False |
False |
74,897 |
| 100 |
81.92 |
45.93 |
35.99 |
74.3% |
2.37 |
4.9% |
7% |
False |
False |
66,668 |
| 120 |
90.62 |
45.93 |
44.69 |
92.3% |
2.33 |
4.8% |
6% |
False |
False |
61,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.85 |
|
2.618 |
55.75 |
|
1.618 |
53.24 |
|
1.000 |
51.69 |
|
0.618 |
50.73 |
|
HIGH |
49.18 |
|
0.618 |
48.22 |
|
0.500 |
47.93 |
|
0.382 |
47.63 |
|
LOW |
46.67 |
|
0.618 |
45.12 |
|
1.000 |
44.16 |
|
1.618 |
42.61 |
|
2.618 |
40.10 |
|
4.250 |
36.00 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.26 |
48.19 |
| PP |
48.09 |
47.95 |
| S1 |
47.93 |
47.72 |
|