NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 09-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
50.86 |
52.01 |
1.15 |
2.3% |
47.59 |
High |
53.16 |
53.99 |
0.83 |
1.6% |
54.24 |
Low |
50.72 |
51.65 |
0.93 |
1.8% |
46.67 |
Close |
51.69 |
52.86 |
1.17 |
2.3% |
51.69 |
Range |
2.44 |
2.34 |
-0.10 |
-4.1% |
7.57 |
ATR |
3.13 |
3.08 |
-0.06 |
-1.8% |
0.00 |
Volume |
584,976 |
536,364 |
-48,612 |
-8.3% |
2,915,670 |
|
Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.85 |
58.70 |
54.15 |
|
R3 |
57.51 |
56.36 |
53.50 |
|
R2 |
55.17 |
55.17 |
53.29 |
|
R1 |
54.02 |
54.02 |
53.07 |
54.60 |
PP |
52.83 |
52.83 |
52.83 |
53.12 |
S1 |
51.68 |
51.68 |
52.65 |
52.26 |
S2 |
50.49 |
50.49 |
52.43 |
|
S3 |
48.15 |
49.34 |
52.22 |
|
S4 |
45.81 |
47.00 |
51.57 |
|
|
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 |
47.36 |
6.88 |
13.0% |
3.74 |
7.1% |
80% |
False |
False |
588,125 |
10 |
54.24 |
43.58 |
10.66 |
20.2% |
3.15 |
6.0% |
87% |
False |
False |
488,548 |
20 |
54.24 |
43.58 |
10.66 |
20.2% |
3.05 |
5.8% |
87% |
False |
False |
419,111 |
40 |
62.12 |
43.58 |
18.54 |
35.1% |
2.93 |
5.5% |
50% |
False |
False |
250,017 |
60 |
77.79 |
43.58 |
34.21 |
64.7% |
2.79 |
5.3% |
27% |
False |
False |
181,060 |
80 |
82.58 |
43.58 |
39.00 |
73.8% |
2.59 |
4.9% |
24% |
False |
False |
144,695 |
100 |
92.27 |
43.58 |
48.69 |
92.1% |
2.44 |
4.6% |
19% |
False |
False |
121,968 |
120 |
93.80 |
43.58 |
50.22 |
95.0% |
2.23 |
4.2% |
18% |
False |
False |
104,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.94 |
2.618 |
60.12 |
1.618 |
57.78 |
1.000 |
56.33 |
0.618 |
55.44 |
HIGH |
53.99 |
0.618 |
53.10 |
0.500 |
52.82 |
0.382 |
52.54 |
LOW |
51.65 |
0.618 |
50.20 |
1.000 |
49.31 |
1.618 |
47.86 |
2.618 |
45.52 |
4.250 |
41.71 |
|
|
Fisher Pivots for day following 09-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
52.85 |
52.13 |
PP |
52.83 |
51.40 |
S1 |
52.82 |
50.68 |
|