NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
48.19 |
49.16 |
0.97 |
2.0% |
48.84 |
| High |
49.31 |
50.08 |
0.77 |
1.6% |
49.50 |
| Low |
47.19 |
48.41 |
1.22 |
2.6% |
45.93 |
| Close |
49.15 |
49.13 |
-0.02 |
0.0% |
48.43 |
| Range |
2.12 |
1.67 |
-0.45 |
-21.2% |
3.57 |
| ATR |
2.23 |
2.19 |
-0.04 |
-1.8% |
0.00 |
| Volume |
98,349 |
71,504 |
-26,845 |
-27.3% |
557,696 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.22 |
53.34 |
50.05 |
|
| R3 |
52.55 |
51.67 |
49.59 |
|
| R2 |
50.88 |
50.88 |
49.44 |
|
| R1 |
50.00 |
50.00 |
49.28 |
49.61 |
| PP |
49.21 |
49.21 |
49.21 |
49.01 |
| S1 |
48.33 |
48.33 |
48.98 |
47.94 |
| S2 |
47.54 |
47.54 |
48.82 |
|
| S3 |
45.87 |
46.66 |
48.67 |
|
| S4 |
44.20 |
44.99 |
48.21 |
|
|
| 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 |
50.08 |
45.93 |
4.15 |
8.4% |
2.38 |
4.8% |
77% |
True |
False |
101,337 |
| 10 |
52.33 |
45.93 |
6.40 |
13.0% |
2.14 |
4.3% |
50% |
False |
False |
103,575 |
| 20 |
55.21 |
45.93 |
9.28 |
18.9% |
2.01 |
4.1% |
34% |
False |
False |
106,066 |
| 40 |
57.27 |
45.93 |
11.34 |
23.1% |
2.34 |
4.8% |
28% |
False |
False |
100,885 |
| 60 |
58.27 |
45.93 |
12.34 |
25.1% |
2.38 |
4.8% |
26% |
False |
False |
86,514 |
| 80 |
74.90 |
45.93 |
28.97 |
59.0% |
2.52 |
5.1% |
11% |
False |
False |
76,326 |
| 100 |
81.92 |
45.93 |
35.99 |
73.3% |
2.38 |
4.8% |
9% |
False |
False |
67,791 |
| 120 |
89.04 |
45.93 |
43.11 |
87.7% |
2.33 |
4.7% |
7% |
False |
False |
62,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.18 |
|
2.618 |
54.45 |
|
1.618 |
52.78 |
|
1.000 |
51.75 |
|
0.618 |
51.11 |
|
HIGH |
50.08 |
|
0.618 |
49.44 |
|
0.500 |
49.25 |
|
0.382 |
49.05 |
|
LOW |
48.41 |
|
0.618 |
47.38 |
|
1.000 |
46.74 |
|
1.618 |
45.71 |
|
2.618 |
44.04 |
|
4.250 |
41.31 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.25 |
48.88 |
| PP |
49.21 |
48.63 |
| S1 |
49.17 |
48.38 |
|