NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
48.67 |
50.86 |
2.19 |
4.5% |
47.59 |
High |
52.10 |
53.16 |
1.06 |
2.0% |
54.24 |
Low |
47.36 |
50.72 |
3.36 |
7.1% |
46.67 |
Close |
50.48 |
51.69 |
1.21 |
2.4% |
51.69 |
Range |
4.74 |
2.44 |
-2.30 |
-48.5% |
7.57 |
ATR |
3.17 |
3.13 |
-0.03 |
-1.1% |
0.00 |
Volume |
596,851 |
584,976 |
-11,875 |
-2.0% |
2,915,670 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.18 |
57.87 |
53.03 |
|
R3 |
56.74 |
55.43 |
52.36 |
|
R2 |
54.30 |
54.30 |
52.14 |
|
R1 |
52.99 |
52.99 |
51.91 |
53.65 |
PP |
51.86 |
51.86 |
51.86 |
52.18 |
S1 |
50.55 |
50.55 |
51.47 |
51.21 |
S2 |
49.42 |
49.42 |
51.24 |
|
S3 |
46.98 |
48.11 |
51.02 |
|
S4 |
44.54 |
45.67 |
50.35 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.58 |
70.20 |
55.85 |
|
R3 |
66.01 |
62.63 |
53.77 |
|
R2 |
58.44 |
58.44 |
53.08 |
|
R1 |
55.06 |
55.06 |
52.38 |
56.75 |
PP |
50.87 |
50.87 |
50.87 |
51.71 |
S1 |
47.49 |
47.49 |
51.00 |
49.18 |
S2 |
43.30 |
43.30 |
50.30 |
|
S3 |
35.73 |
39.92 |
49.61 |
|
S4 |
28.16 |
32.35 |
47.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.24 |
46.67 |
7.57 |
14.6% |
4.05 |
7.8% |
66% |
False |
False |
583,134 |
10 |
54.24 |
43.58 |
10.66 |
20.6% |
3.12 |
6.0% |
76% |
False |
False |
465,976 |
20 |
54.24 |
43.58 |
10.66 |
20.6% |
3.05 |
5.9% |
76% |
False |
False |
401,088 |
40 |
63.67 |
43.58 |
20.09 |
38.9% |
2.94 |
5.7% |
40% |
False |
False |
238,057 |
60 |
77.90 |
43.58 |
34.32 |
66.4% |
2.77 |
5.4% |
24% |
False |
False |
172,651 |
80 |
83.57 |
43.58 |
39.99 |
77.4% |
2.61 |
5.0% |
20% |
False |
False |
138,389 |
100 |
92.32 |
43.58 |
48.74 |
94.3% |
2.43 |
4.7% |
17% |
False |
False |
116,753 |
120 |
93.80 |
43.58 |
50.22 |
97.2% |
2.22 |
4.3% |
16% |
False |
False |
99,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.53 |
2.618 |
59.55 |
1.618 |
57.11 |
1.000 |
55.60 |
0.618 |
54.67 |
HIGH |
53.16 |
0.618 |
52.23 |
0.500 |
51.94 |
0.382 |
51.65 |
LOW |
50.72 |
0.618 |
49.21 |
1.000 |
48.28 |
1.618 |
46.77 |
2.618 |
44.33 |
4.250 |
40.35 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
51.94 |
51.21 |
PP |
51.86 |
50.74 |
S1 |
51.77 |
50.26 |
|