NYMEX Light Sweet Crude Oil Future October 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 |
52.98 |
51.96 |
-1.02 |
-1.9% |
53.08 |
| High |
52.98 |
53.22 |
0.24 |
0.5% |
53.89 |
| Low |
51.51 |
51.35 |
-0.16 |
-0.3% |
50.54 |
| Close |
51.94 |
53.05 |
1.11 |
2.1% |
53.05 |
| Range |
1.47 |
1.87 |
0.40 |
27.2% |
3.35 |
| ATR |
1.86 |
1.87 |
0.00 |
0.0% |
0.00 |
| Volume |
21,122 |
8,520 |
-12,602 |
-59.7% |
56,782 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.15 |
57.47 |
54.08 |
|
| R3 |
56.28 |
55.60 |
53.56 |
|
| R2 |
54.41 |
54.41 |
53.39 |
|
| R1 |
53.73 |
53.73 |
53.22 |
54.07 |
| PP |
52.54 |
52.54 |
52.54 |
52.71 |
| S1 |
51.86 |
51.86 |
52.88 |
52.20 |
| S2 |
50.67 |
50.67 |
52.71 |
|
| S3 |
48.80 |
49.99 |
52.54 |
|
| S4 |
46.93 |
48.12 |
52.02 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.54 |
61.15 |
54.89 |
|
| R3 |
59.19 |
57.80 |
53.97 |
|
| R2 |
55.84 |
55.84 |
53.66 |
|
| R1 |
54.45 |
54.45 |
53.36 |
53.47 |
| PP |
52.49 |
52.49 |
52.49 |
52.01 |
| S1 |
51.10 |
51.10 |
52.74 |
50.12 |
| S2 |
49.14 |
49.14 |
52.44 |
|
| S3 |
45.79 |
47.75 |
52.13 |
|
| S4 |
42.44 |
44.40 |
51.21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.17 |
|
2.618 |
58.12 |
|
1.618 |
56.25 |
|
1.000 |
55.09 |
|
0.618 |
54.38 |
|
HIGH |
53.22 |
|
0.618 |
52.51 |
|
0.500 |
52.29 |
|
0.382 |
52.06 |
|
LOW |
51.35 |
|
0.618 |
50.19 |
|
1.000 |
49.48 |
|
1.618 |
48.32 |
|
2.618 |
46.45 |
|
4.250 |
43.40 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.80 |
52.77 |
| PP |
52.54 |
52.49 |
| S1 |
52.29 |
52.22 |
|