NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
49.36 |
50.52 |
1.16 |
2.4% |
48.84 |
| High |
51.04 |
53.96 |
2.92 |
5.7% |
49.50 |
| Low |
48.65 |
50.33 |
1.68 |
3.5% |
45.93 |
| Close |
50.78 |
53.04 |
2.26 |
4.5% |
48.43 |
| Range |
2.39 |
3.63 |
1.24 |
51.9% |
3.57 |
| ATR |
2.21 |
2.31 |
0.10 |
4.6% |
0.00 |
| Volume |
79,808 |
109,119 |
29,311 |
36.7% |
557,696 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.33 |
61.82 |
55.04 |
|
| R3 |
59.70 |
58.19 |
54.04 |
|
| R2 |
56.07 |
56.07 |
53.71 |
|
| R1 |
54.56 |
54.56 |
53.37 |
55.32 |
| PP |
52.44 |
52.44 |
52.44 |
52.82 |
| S1 |
50.93 |
50.93 |
52.71 |
51.69 |
| S2 |
48.81 |
48.81 |
52.37 |
|
| S3 |
45.18 |
47.30 |
52.04 |
|
| S4 |
41.55 |
43.67 |
51.04 |
|
|
| 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 |
53.96 |
46.67 |
7.29 |
13.7% |
2.46 |
4.6% |
87% |
True |
False |
87,307 |
| 10 |
53.96 |
45.93 |
8.03 |
15.1% |
2.42 |
4.6% |
89% |
True |
False |
101,813 |
| 20 |
55.21 |
45.93 |
9.28 |
17.5% |
2.02 |
3.8% |
77% |
False |
False |
107,003 |
| 40 |
57.27 |
45.93 |
11.34 |
21.4% |
2.42 |
4.6% |
63% |
False |
False |
103,219 |
| 60 |
57.47 |
45.93 |
11.54 |
21.8% |
2.41 |
4.5% |
62% |
False |
False |
89,090 |
| 80 |
70.25 |
45.93 |
24.32 |
45.9% |
2.49 |
4.7% |
29% |
False |
False |
77,897 |
| 100 |
80.73 |
45.93 |
34.80 |
65.6% |
2.42 |
4.6% |
20% |
False |
False |
69,163 |
| 120 |
87.40 |
45.93 |
41.47 |
78.2% |
2.35 |
4.4% |
17% |
False |
False |
63,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.39 |
|
2.618 |
63.46 |
|
1.618 |
59.83 |
|
1.000 |
57.59 |
|
0.618 |
56.20 |
|
HIGH |
53.96 |
|
0.618 |
52.57 |
|
0.500 |
52.15 |
|
0.382 |
51.72 |
|
LOW |
50.33 |
|
0.618 |
48.09 |
|
1.000 |
46.70 |
|
1.618 |
44.46 |
|
2.618 |
40.83 |
|
4.250 |
34.90 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.74 |
52.42 |
| PP |
52.44 |
51.80 |
| S1 |
52.15 |
51.19 |
|