NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
50.36 |
49.16 |
-1.20 |
-2.4% |
50.29 |
| High |
50.37 |
50.53 |
0.16 |
0.3% |
51.13 |
| Low |
48.40 |
48.20 |
-0.20 |
-0.4% |
47.46 |
| Close |
48.97 |
50.01 |
1.04 |
2.1% |
50.01 |
| Range |
1.97 |
2.33 |
0.36 |
18.3% |
3.67 |
| ATR |
2.12 |
2.13 |
0.02 |
0.7% |
0.00 |
| Volume |
53,493 |
31,251 |
-22,242 |
-41.6% |
223,795 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.57 |
55.62 |
51.29 |
|
| R3 |
54.24 |
53.29 |
50.65 |
|
| R2 |
51.91 |
51.91 |
50.44 |
|
| R1 |
50.96 |
50.96 |
50.22 |
51.44 |
| PP |
49.58 |
49.58 |
49.58 |
49.82 |
| S1 |
48.63 |
48.63 |
49.80 |
49.11 |
| S2 |
47.25 |
47.25 |
49.58 |
|
| S3 |
44.92 |
46.30 |
49.37 |
|
| S4 |
42.59 |
43.97 |
48.73 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.54 |
58.95 |
52.03 |
|
| R3 |
56.87 |
55.28 |
51.02 |
|
| R2 |
53.20 |
53.20 |
50.68 |
|
| R1 |
51.61 |
51.61 |
50.35 |
50.57 |
| PP |
49.53 |
49.53 |
49.53 |
49.02 |
| S1 |
47.94 |
47.94 |
49.67 |
46.90 |
| S2 |
45.86 |
45.86 |
49.34 |
|
| S3 |
42.19 |
44.27 |
49.00 |
|
| S4 |
38.52 |
40.60 |
47.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.13 |
47.46 |
3.67 |
7.3% |
2.34 |
4.7% |
69% |
False |
False |
44,759 |
| 10 |
54.97 |
47.46 |
7.51 |
15.0% |
2.00 |
4.0% |
34% |
False |
False |
46,609 |
| 20 |
56.20 |
47.46 |
8.74 |
17.5% |
1.89 |
3.8% |
29% |
False |
False |
49,366 |
| 40 |
58.37 |
47.46 |
10.91 |
21.8% |
2.23 |
4.5% |
23% |
False |
False |
41,294 |
| 60 |
59.25 |
47.46 |
11.79 |
23.6% |
2.23 |
4.5% |
22% |
False |
False |
32,017 |
| 80 |
77.08 |
47.46 |
29.62 |
59.2% |
2.35 |
4.7% |
9% |
False |
False |
25,919 |
| 100 |
81.61 |
47.46 |
34.15 |
68.3% |
2.19 |
4.4% |
7% |
False |
False |
21,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.43 |
|
2.618 |
56.63 |
|
1.618 |
54.30 |
|
1.000 |
52.86 |
|
0.618 |
51.97 |
|
HIGH |
50.53 |
|
0.618 |
49.64 |
|
0.500 |
49.37 |
|
0.382 |
49.09 |
|
LOW |
48.20 |
|
0.618 |
46.76 |
|
1.000 |
45.87 |
|
1.618 |
44.43 |
|
2.618 |
42.10 |
|
4.250 |
38.30 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.80 |
49.77 |
| PP |
49.58 |
49.53 |
| S1 |
49.37 |
49.30 |
|