NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
50.52 |
49.20 |
-1.32 |
-2.6% |
55.51 |
| High |
50.75 |
52.41 |
1.66 |
3.3% |
55.97 |
| Low |
49.08 |
48.71 |
-0.37 |
-0.8% |
51.45 |
| Close |
49.65 |
51.69 |
2.04 |
4.1% |
51.52 |
| Range |
1.67 |
3.70 |
2.03 |
121.6% |
4.52 |
| ATR |
1.91 |
2.04 |
0.13 |
6.7% |
0.00 |
| Volume |
20,388 |
19,771 |
-617 |
-3.0% |
134,535 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.04 |
60.56 |
53.73 |
|
| R3 |
58.34 |
56.86 |
52.71 |
|
| R2 |
54.64 |
54.64 |
52.37 |
|
| R1 |
53.16 |
53.16 |
52.03 |
53.90 |
| PP |
50.94 |
50.94 |
50.94 |
51.31 |
| S1 |
49.46 |
49.46 |
51.35 |
50.20 |
| S2 |
47.24 |
47.24 |
51.01 |
|
| S3 |
43.54 |
45.76 |
50.67 |
|
| S4 |
39.84 |
42.06 |
49.66 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.54 |
63.55 |
54.01 |
|
| R3 |
62.02 |
59.03 |
52.76 |
|
| R2 |
57.50 |
57.50 |
52.35 |
|
| R1 |
54.51 |
54.51 |
51.93 |
53.75 |
| PP |
52.98 |
52.98 |
52.98 |
52.60 |
| S1 |
49.99 |
49.99 |
51.11 |
49.23 |
| S2 |
48.46 |
48.46 |
50.69 |
|
| S3 |
43.94 |
45.47 |
50.28 |
|
| S4 |
39.42 |
40.95 |
49.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.90 |
48.71 |
6.19 |
12.0% |
2.33 |
4.5% |
48% |
False |
True |
24,138 |
| 10 |
57.15 |
48.71 |
8.44 |
16.3% |
1.85 |
3.6% |
35% |
False |
True |
27,040 |
| 20 |
57.25 |
48.71 |
8.54 |
16.5% |
1.80 |
3.5% |
35% |
False |
True |
26,857 |
| 40 |
59.24 |
48.71 |
10.53 |
20.4% |
2.09 |
4.1% |
28% |
False |
True |
22,674 |
| 60 |
60.55 |
48.71 |
11.84 |
22.9% |
2.13 |
4.1% |
25% |
False |
True |
17,013 |
| 80 |
76.90 |
48.71 |
28.19 |
54.5% |
2.16 |
4.2% |
11% |
False |
True |
13,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.14 |
|
2.618 |
62.10 |
|
1.618 |
58.40 |
|
1.000 |
56.11 |
|
0.618 |
54.70 |
|
HIGH |
52.41 |
|
0.618 |
51.00 |
|
0.500 |
50.56 |
|
0.382 |
50.12 |
|
LOW |
48.71 |
|
0.618 |
46.42 |
|
1.000 |
45.01 |
|
1.618 |
42.72 |
|
2.618 |
39.02 |
|
4.250 |
32.99 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.31 |
51.31 |
| PP |
50.94 |
50.94 |
| S1 |
50.56 |
50.56 |
|