NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
44.63 |
47.59 |
2.96 |
6.6% |
45.20 |
High |
48.35 |
50.56 |
2.21 |
4.6% |
48.35 |
Low |
44.31 |
46.67 |
2.36 |
5.3% |
43.58 |
Close |
48.24 |
49.57 |
1.33 |
2.8% |
48.24 |
Range |
4.04 |
3.89 |
-0.15 |
-3.7% |
4.77 |
ATR |
2.66 |
2.75 |
0.09 |
3.3% |
0.00 |
Volume |
454,142 |
511,409 |
57,267 |
12.6% |
1,744,093 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.60 |
58.98 |
51.71 |
|
R3 |
56.71 |
55.09 |
50.64 |
|
R2 |
52.82 |
52.82 |
50.28 |
|
R1 |
51.20 |
51.20 |
49.93 |
52.01 |
PP |
48.93 |
48.93 |
48.93 |
49.34 |
S1 |
47.31 |
47.31 |
49.21 |
48.12 |
S2 |
45.04 |
45.04 |
48.86 |
|
S3 |
41.15 |
43.42 |
48.50 |
|
S4 |
37.26 |
39.53 |
47.43 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.03 |
59.41 |
50.86 |
|
R3 |
56.26 |
54.64 |
49.55 |
|
R2 |
51.49 |
51.49 |
49.11 |
|
R1 |
49.87 |
49.87 |
48.68 |
50.68 |
PP |
46.72 |
46.72 |
46.72 |
47.13 |
S1 |
45.10 |
45.10 |
47.80 |
45.91 |
S2 |
41.95 |
41.95 |
47.37 |
|
S3 |
37.18 |
40.33 |
46.93 |
|
S4 |
32.41 |
35.56 |
45.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.56 |
43.58 |
6.98 |
14.1% |
2.56 |
5.2% |
86% |
True |
False |
388,972 |
10 |
50.56 |
43.58 |
6.98 |
14.1% |
2.51 |
5.1% |
86% |
True |
False |
383,576 |
20 |
53.12 |
43.58 |
9.54 |
19.2% |
2.73 |
5.5% |
63% |
False |
False |
306,999 |
40 |
68.40 |
43.58 |
24.82 |
50.1% |
2.74 |
5.5% |
24% |
False |
False |
182,254 |
60 |
79.65 |
43.58 |
36.07 |
72.8% |
2.64 |
5.3% |
17% |
False |
False |
135,548 |
80 |
86.49 |
43.58 |
42.91 |
86.6% |
2.52 |
5.1% |
14% |
False |
False |
110,374 |
100 |
92.32 |
43.58 |
48.74 |
98.3% |
2.33 |
4.7% |
12% |
False |
False |
93,733 |
120 |
95.10 |
43.58 |
51.52 |
103.9% |
2.13 |
4.3% |
12% |
False |
False |
80,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.09 |
2.618 |
60.74 |
1.618 |
56.85 |
1.000 |
54.45 |
0.618 |
52.96 |
HIGH |
50.56 |
0.618 |
49.07 |
0.500 |
48.62 |
0.382 |
48.16 |
LOW |
46.67 |
0.618 |
44.27 |
1.000 |
42.78 |
1.618 |
40.38 |
2.618 |
36.49 |
4.250 |
30.14 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
49.25 |
48.74 |
PP |
48.93 |
47.90 |
S1 |
48.62 |
47.07 |
|