NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
51.67 |
48.67 |
-3.00 |
-5.8% |
45.20 |
High |
52.56 |
52.10 |
-0.46 |
-0.9% |
48.35 |
Low |
47.95 |
47.36 |
-0.59 |
-1.2% |
43.58 |
Close |
48.45 |
50.48 |
2.03 |
4.2% |
48.24 |
Range |
4.61 |
4.74 |
0.13 |
2.8% |
4.77 |
ATR |
3.05 |
3.17 |
0.12 |
4.0% |
0.00 |
Volume |
577,515 |
596,851 |
19,336 |
3.3% |
1,744,093 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.20 |
62.08 |
53.09 |
|
R3 |
59.46 |
57.34 |
51.78 |
|
R2 |
54.72 |
54.72 |
51.35 |
|
R1 |
52.60 |
52.60 |
50.91 |
53.66 |
PP |
49.98 |
49.98 |
49.98 |
50.51 |
S1 |
47.86 |
47.86 |
50.05 |
48.92 |
S2 |
45.24 |
45.24 |
49.61 |
|
S3 |
40.50 |
43.12 |
49.18 |
|
S4 |
35.76 |
38.38 |
47.87 |
|
|
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 |
54.24 |
44.31 |
9.93 |
19.7% |
4.37 |
8.6% |
62% |
False |
False |
556,967 |
10 |
54.24 |
43.58 |
10.66 |
21.1% |
3.13 |
6.2% |
65% |
False |
False |
444,907 |
20 |
54.24 |
43.58 |
10.66 |
21.1% |
3.02 |
6.0% |
65% |
False |
False |
380,991 |
40 |
64.56 |
43.58 |
20.98 |
41.6% |
2.93 |
5.8% |
33% |
False |
False |
224,893 |
60 |
79.65 |
43.58 |
36.07 |
71.5% |
2.77 |
5.5% |
19% |
False |
False |
163,643 |
80 |
84.10 |
43.58 |
40.52 |
80.3% |
2.60 |
5.1% |
17% |
False |
False |
131,601 |
100 |
92.32 |
43.58 |
48.74 |
96.6% |
2.42 |
4.8% |
14% |
False |
False |
111,131 |
120 |
93.80 |
43.58 |
50.22 |
99.5% |
2.21 |
4.4% |
14% |
False |
False |
94,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.25 |
2.618 |
64.51 |
1.618 |
59.77 |
1.000 |
56.84 |
0.618 |
55.03 |
HIGH |
52.10 |
0.618 |
50.29 |
0.500 |
49.73 |
0.382 |
49.17 |
LOW |
47.36 |
0.618 |
44.43 |
1.000 |
42.62 |
1.618 |
39.69 |
2.618 |
34.95 |
4.250 |
27.22 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
50.23 |
50.80 |
PP |
49.98 |
50.69 |
S1 |
49.73 |
50.59 |
|