NYMEX Light Sweet Crude Oil Future July 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 |
50.52 |
51.60 |
1.08 |
2.1% |
50.29 |
| High |
52.28 |
55.09 |
2.81 |
5.4% |
51.13 |
| Low |
50.00 |
51.55 |
1.55 |
3.1% |
47.46 |
| Close |
52.01 |
54.31 |
2.30 |
4.4% |
50.01 |
| Range |
2.28 |
3.54 |
1.26 |
55.3% |
3.67 |
| ATR |
2.09 |
2.20 |
0.10 |
4.9% |
0.00 |
| Volume |
40,827 |
49,630 |
8,803 |
21.6% |
223,795 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.27 |
62.83 |
56.26 |
|
| R3 |
60.73 |
59.29 |
55.28 |
|
| R2 |
57.19 |
57.19 |
54.96 |
|
| R1 |
55.75 |
55.75 |
54.63 |
56.47 |
| PP |
53.65 |
53.65 |
53.65 |
54.01 |
| S1 |
52.21 |
52.21 |
53.99 |
52.93 |
| S2 |
50.11 |
50.11 |
53.66 |
|
| S3 |
46.57 |
48.67 |
53.34 |
|
| S4 |
43.03 |
45.13 |
52.36 |
|
|
| 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 |
55.09 |
48.20 |
6.89 |
12.7% |
2.33 |
4.3% |
89% |
True |
False |
37,606 |
| 10 |
55.09 |
47.46 |
7.63 |
14.0% |
2.34 |
4.3% |
90% |
True |
False |
42,895 |
| 20 |
56.20 |
47.46 |
8.74 |
16.1% |
1.90 |
3.5% |
78% |
False |
False |
48,077 |
| 40 |
58.37 |
47.46 |
10.91 |
20.1% |
2.30 |
4.2% |
63% |
False |
False |
42,960 |
| 60 |
58.37 |
47.46 |
10.91 |
20.1% |
2.26 |
4.2% |
63% |
False |
False |
34,252 |
| 80 |
70.20 |
47.46 |
22.74 |
41.9% |
2.32 |
4.3% |
30% |
False |
False |
27,614 |
| 100 |
80.60 |
47.46 |
33.14 |
61.0% |
2.24 |
4.1% |
21% |
False |
False |
22,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.14 |
|
2.618 |
64.36 |
|
1.618 |
60.82 |
|
1.000 |
58.63 |
|
0.618 |
57.28 |
|
HIGH |
55.09 |
|
0.618 |
53.74 |
|
0.500 |
53.32 |
|
0.382 |
52.90 |
|
LOW |
51.55 |
|
0.618 |
49.36 |
|
1.000 |
48.01 |
|
1.618 |
45.82 |
|
2.618 |
42.28 |
|
4.250 |
36.51 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
53.98 |
53.72 |
| PP |
53.65 |
53.12 |
| S1 |
53.32 |
52.53 |
|