NYMEX Light Sweet Crude Oil Future September 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
54.68 |
54.92 |
0.24 |
0.4% |
57.72 |
| High |
55.09 |
55.69 |
0.60 |
1.1% |
58.18 |
| Low |
53.89 |
53.97 |
0.08 |
0.1% |
56.04 |
| Close |
54.87 |
54.36 |
-0.51 |
-0.9% |
56.39 |
| Range |
1.20 |
1.72 |
0.52 |
43.3% |
2.14 |
| ATR |
1.84 |
1.83 |
-0.01 |
-0.5% |
0.00 |
| Volume |
26,275 |
28,810 |
2,535 |
9.6% |
169,990 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.83 |
58.82 |
55.31 |
|
| R3 |
58.11 |
57.10 |
54.83 |
|
| R2 |
56.39 |
56.39 |
54.68 |
|
| R1 |
55.38 |
55.38 |
54.52 |
55.03 |
| PP |
54.67 |
54.67 |
54.67 |
54.50 |
| S1 |
53.66 |
53.66 |
54.20 |
53.31 |
| S2 |
52.95 |
52.95 |
54.04 |
|
| S3 |
51.23 |
51.94 |
53.89 |
|
| S4 |
49.51 |
50.22 |
53.41 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.29 |
61.98 |
57.57 |
|
| R3 |
61.15 |
59.84 |
56.98 |
|
| R2 |
59.01 |
59.01 |
56.78 |
|
| R1 |
57.70 |
57.70 |
56.59 |
57.29 |
| PP |
56.87 |
56.87 |
56.87 |
56.66 |
| S1 |
55.56 |
55.56 |
56.19 |
55.15 |
| S2 |
54.73 |
54.73 |
56.00 |
|
| S3 |
52.59 |
53.42 |
55.80 |
|
| S4 |
50.45 |
51.28 |
55.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.70 |
53.89 |
3.81 |
7.0% |
1.47 |
2.7% |
12% |
False |
False |
29,341 |
| 10 |
58.18 |
53.89 |
4.29 |
7.9% |
1.37 |
2.5% |
11% |
False |
False |
31,353 |
| 20 |
59.95 |
53.89 |
6.06 |
11.1% |
1.70 |
3.1% |
8% |
False |
False |
31,599 |
| 40 |
59.95 |
50.03 |
9.92 |
18.2% |
2.05 |
3.8% |
44% |
False |
False |
28,313 |
| 60 |
60.98 |
49.90 |
11.08 |
20.4% |
2.12 |
3.9% |
40% |
False |
False |
22,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.00 |
|
2.618 |
60.19 |
|
1.618 |
58.47 |
|
1.000 |
57.41 |
|
0.618 |
56.75 |
|
HIGH |
55.69 |
|
0.618 |
55.03 |
|
0.500 |
54.83 |
|
0.382 |
54.63 |
|
LOW |
53.97 |
|
0.618 |
52.91 |
|
1.000 |
52.25 |
|
1.618 |
51.19 |
|
2.618 |
49.47 |
|
4.250 |
46.66 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
54.83 |
55.05 |
| PP |
54.67 |
54.82 |
| S1 |
54.52 |
54.59 |
|