NYMEX Light Sweet Crude Oil Future December 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
55.35 |
57.35 |
2.00 |
3.6% |
54.24 |
| High |
58.54 |
57.51 |
-1.03 |
-1.8% |
58.54 |
| Low |
55.30 |
54.94 |
-0.36 |
-0.7% |
53.30 |
| Close |
57.70 |
55.61 |
-2.09 |
-3.6% |
55.61 |
| Range |
3.24 |
2.57 |
-0.67 |
-20.7% |
5.24 |
| ATR |
1.86 |
1.93 |
0.06 |
3.4% |
0.00 |
| Volume |
34,832 |
74,820 |
39,988 |
114.8% |
184,774 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.73 |
62.24 |
57.02 |
|
| R3 |
61.16 |
59.67 |
56.32 |
|
| R2 |
58.59 |
58.59 |
56.08 |
|
| R1 |
57.10 |
57.10 |
55.85 |
56.56 |
| PP |
56.02 |
56.02 |
56.02 |
55.75 |
| S1 |
54.53 |
54.53 |
55.37 |
53.99 |
| S2 |
53.45 |
53.45 |
55.14 |
|
| S3 |
50.88 |
51.96 |
54.90 |
|
| S4 |
48.31 |
49.39 |
54.20 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.54 |
68.81 |
58.49 |
|
| R3 |
66.30 |
63.57 |
57.05 |
|
| R2 |
61.06 |
61.06 |
56.57 |
|
| R1 |
58.33 |
58.33 |
56.09 |
59.70 |
| PP |
55.82 |
55.82 |
55.82 |
56.50 |
| S1 |
53.09 |
53.09 |
55.13 |
54.46 |
| S2 |
50.58 |
50.58 |
54.65 |
|
| S3 |
45.34 |
47.85 |
54.17 |
|
| S4 |
40.10 |
42.61 |
52.73 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.43 |
|
2.618 |
64.24 |
|
1.618 |
61.67 |
|
1.000 |
60.08 |
|
0.618 |
59.10 |
|
HIGH |
57.51 |
|
0.618 |
56.53 |
|
0.500 |
56.23 |
|
0.382 |
55.92 |
|
LOW |
54.94 |
|
0.618 |
53.35 |
|
1.000 |
52.37 |
|
1.618 |
50.78 |
|
2.618 |
48.21 |
|
4.250 |
44.02 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
56.23 |
56.32 |
| PP |
56.02 |
56.08 |
| S1 |
55.82 |
55.85 |
|