NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
55.50 |
55.61 |
0.11 |
0.2% |
55.09 |
| High |
56.20 |
55.67 |
-0.53 |
-0.9% |
56.20 |
| Low |
55.03 |
53.75 |
-1.28 |
-2.3% |
53.75 |
| Close |
55.25 |
54.24 |
-1.01 |
-1.8% |
54.24 |
| Range |
1.17 |
1.92 |
0.75 |
64.1% |
2.45 |
| ATR |
2.21 |
2.19 |
-0.02 |
-0.9% |
0.00 |
| Volume |
71,238 |
58,564 |
-12,674 |
-17.8% |
271,410 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.31 |
59.20 |
55.30 |
|
| R3 |
58.39 |
57.28 |
54.77 |
|
| R2 |
56.47 |
56.47 |
54.59 |
|
| R1 |
55.36 |
55.36 |
54.42 |
54.96 |
| PP |
54.55 |
54.55 |
54.55 |
54.35 |
| S1 |
53.44 |
53.44 |
54.06 |
53.04 |
| S2 |
52.63 |
52.63 |
53.89 |
|
| S3 |
50.71 |
51.52 |
53.71 |
|
| S4 |
48.79 |
49.60 |
53.18 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.08 |
60.61 |
55.59 |
|
| R3 |
59.63 |
58.16 |
54.91 |
|
| R2 |
57.18 |
57.18 |
54.69 |
|
| R1 |
55.71 |
55.71 |
54.46 |
55.22 |
| PP |
54.73 |
54.73 |
54.73 |
54.49 |
| S1 |
53.26 |
53.26 |
54.02 |
52.77 |
| S2 |
52.28 |
52.28 |
53.79 |
|
| S3 |
49.83 |
50.81 |
53.57 |
|
| S4 |
47.38 |
48.36 |
52.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.20 |
53.75 |
2.45 |
4.5% |
1.49 |
2.7% |
20% |
False |
True |
54,282 |
| 10 |
56.20 |
53.09 |
3.11 |
5.7% |
1.77 |
3.3% |
37% |
False |
False |
52,124 |
| 20 |
58.37 |
52.83 |
5.54 |
10.2% |
2.06 |
3.8% |
25% |
False |
False |
45,924 |
| 40 |
58.37 |
47.87 |
10.50 |
19.4% |
2.35 |
4.3% |
61% |
False |
False |
34,234 |
| 60 |
65.00 |
47.87 |
17.13 |
31.6% |
2.38 |
4.4% |
37% |
False |
False |
25,860 |
| 80 |
79.75 |
47.87 |
31.88 |
58.8% |
2.31 |
4.3% |
20% |
False |
False |
20,651 |
| 100 |
83.64 |
47.87 |
35.77 |
65.9% |
2.19 |
4.0% |
18% |
False |
False |
17,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.83 |
|
2.618 |
60.70 |
|
1.618 |
58.78 |
|
1.000 |
57.59 |
|
0.618 |
56.86 |
|
HIGH |
55.67 |
|
0.618 |
54.94 |
|
0.500 |
54.71 |
|
0.382 |
54.48 |
|
LOW |
53.75 |
|
0.618 |
52.56 |
|
1.000 |
51.83 |
|
1.618 |
50.64 |
|
2.618 |
48.72 |
|
4.250 |
45.59 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
54.71 |
54.98 |
| PP |
54.55 |
54.73 |
| S1 |
54.40 |
54.49 |
|