NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
54.06 |
52.99 |
-1.07 |
-2.0% |
55.09 |
| High |
54.28 |
53.18 |
-1.10 |
-2.0% |
56.20 |
| Low |
52.49 |
51.94 |
-0.55 |
-1.0% |
53.75 |
| Close |
52.59 |
52.88 |
0.29 |
0.6% |
54.24 |
| Range |
1.79 |
1.24 |
-0.55 |
-30.7% |
2.45 |
| ATR |
2.09 |
2.03 |
-0.06 |
-2.9% |
0.00 |
| Volume |
55,805 |
41,501 |
-14,304 |
-25.6% |
271,410 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.39 |
55.87 |
53.56 |
|
| R3 |
55.15 |
54.63 |
53.22 |
|
| R2 |
53.91 |
53.91 |
53.11 |
|
| R1 |
53.39 |
53.39 |
52.99 |
53.03 |
| PP |
52.67 |
52.67 |
52.67 |
52.49 |
| S1 |
52.15 |
52.15 |
52.77 |
51.79 |
| S2 |
51.43 |
51.43 |
52.65 |
|
| S3 |
50.19 |
50.91 |
52.54 |
|
| S4 |
48.95 |
49.67 |
52.20 |
|
|
| 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 |
51.94 |
4.26 |
8.1% |
1.44 |
2.7% |
22% |
False |
True |
54,162 |
| 10 |
56.20 |
51.94 |
4.26 |
8.1% |
1.56 |
3.0% |
22% |
False |
True |
53,122 |
| 20 |
58.37 |
51.94 |
6.43 |
12.2% |
1.95 |
3.7% |
15% |
False |
True |
46,867 |
| 40 |
58.37 |
47.87 |
10.50 |
19.9% |
2.31 |
4.4% |
48% |
False |
False |
36,696 |
| 60 |
61.35 |
47.87 |
13.48 |
25.5% |
2.34 |
4.4% |
37% |
False |
False |
27,744 |
| 80 |
77.60 |
47.87 |
29.73 |
56.2% |
2.31 |
4.4% |
17% |
False |
False |
22,268 |
| 100 |
81.63 |
47.87 |
33.76 |
63.8% |
2.16 |
4.1% |
15% |
False |
False |
18,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.45 |
|
2.618 |
56.43 |
|
1.618 |
55.19 |
|
1.000 |
54.42 |
|
0.618 |
53.95 |
|
HIGH |
53.18 |
|
0.618 |
52.71 |
|
0.500 |
52.56 |
|
0.382 |
52.41 |
|
LOW |
51.94 |
|
0.618 |
51.17 |
|
1.000 |
50.70 |
|
1.618 |
49.93 |
|
2.618 |
48.69 |
|
4.250 |
46.67 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.77 |
53.46 |
| PP |
52.67 |
53.26 |
| S1 |
52.56 |
53.07 |
|