NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
50.29 |
49.38 |
-0.91 |
-1.8% |
54.34 |
| High |
50.35 |
49.56 |
-0.79 |
-1.6% |
54.97 |
| Low |
48.31 |
47.88 |
-0.43 |
-0.9% |
50.21 |
| Close |
49.45 |
48.48 |
-0.97 |
-2.0% |
50.29 |
| Range |
2.04 |
1.68 |
-0.36 |
-17.6% |
4.76 |
| ATR |
2.04 |
2.01 |
-0.03 |
-1.3% |
0.00 |
| Volume |
53,276 |
38,631 |
-14,645 |
-27.5% |
242,298 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.68 |
52.76 |
49.40 |
|
| R3 |
52.00 |
51.08 |
48.94 |
|
| R2 |
50.32 |
50.32 |
48.79 |
|
| R1 |
49.40 |
49.40 |
48.63 |
49.02 |
| PP |
48.64 |
48.64 |
48.64 |
48.45 |
| S1 |
47.72 |
47.72 |
48.33 |
47.34 |
| S2 |
46.96 |
46.96 |
48.17 |
|
| S3 |
45.28 |
46.04 |
48.02 |
|
| S4 |
43.60 |
44.36 |
47.56 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.10 |
62.96 |
52.91 |
|
| R3 |
61.34 |
58.20 |
51.60 |
|
| R2 |
56.58 |
56.58 |
51.16 |
|
| R1 |
53.44 |
53.44 |
50.73 |
52.63 |
| PP |
51.82 |
51.82 |
51.82 |
51.42 |
| S1 |
48.68 |
48.68 |
49.85 |
47.87 |
| S2 |
47.06 |
47.06 |
49.42 |
|
| S3 |
42.30 |
43.92 |
48.98 |
|
| S4 |
37.54 |
39.16 |
47.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.74 |
47.88 |
5.86 |
12.1% |
1.83 |
3.8% |
10% |
False |
True |
46,938 |
| 10 |
56.20 |
47.88 |
8.32 |
17.2% |
1.67 |
3.4% |
7% |
False |
True |
50,589 |
| 20 |
57.90 |
47.88 |
10.02 |
20.7% |
1.85 |
3.8% |
6% |
False |
True |
48,292 |
| 40 |
58.37 |
47.87 |
10.50 |
21.7% |
2.20 |
4.5% |
6% |
False |
False |
39,667 |
| 60 |
60.41 |
47.87 |
12.54 |
25.9% |
2.28 |
4.7% |
5% |
False |
False |
30,270 |
| 80 |
77.60 |
47.87 |
29.73 |
61.3% |
2.31 |
4.8% |
2% |
False |
False |
24,478 |
| 100 |
81.61 |
47.87 |
33.74 |
69.6% |
2.16 |
4.5% |
2% |
False |
False |
20,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.70 |
|
2.618 |
53.96 |
|
1.618 |
52.28 |
|
1.000 |
51.24 |
|
0.618 |
50.60 |
|
HIGH |
49.56 |
|
0.618 |
48.92 |
|
0.500 |
48.72 |
|
0.382 |
48.52 |
|
LOW |
47.88 |
|
0.618 |
46.84 |
|
1.000 |
46.20 |
|
1.618 |
45.16 |
|
2.618 |
43.48 |
|
4.250 |
40.74 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.72 |
50.24 |
| PP |
48.64 |
49.65 |
| S1 |
48.56 |
49.07 |
|