NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
52.43 |
50.98 |
-1.45 |
-2.8% |
47.59 |
High |
52.65 |
51.14 |
-1.51 |
-2.9% |
54.24 |
Low |
49.86 |
48.08 |
-1.78 |
-3.6% |
46.67 |
Close |
50.02 |
48.84 |
-1.18 |
-2.4% |
51.69 |
Range |
2.79 |
3.06 |
0.27 |
9.7% |
7.57 |
ATR |
3.07 |
3.07 |
0.00 |
0.0% |
0.00 |
Volume |
501,701 |
519,272 |
17,571 |
3.5% |
2,915,670 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.53 |
56.75 |
50.52 |
|
R3 |
55.47 |
53.69 |
49.68 |
|
R2 |
52.41 |
52.41 |
49.40 |
|
R1 |
50.63 |
50.63 |
49.12 |
49.99 |
PP |
49.35 |
49.35 |
49.35 |
49.04 |
S1 |
47.57 |
47.57 |
48.56 |
46.93 |
S2 |
46.29 |
46.29 |
48.28 |
|
S3 |
43.23 |
44.51 |
48.00 |
|
S4 |
40.17 |
41.45 |
47.16 |
|
|
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 |
53.99 |
47.36 |
6.63 |
13.6% |
3.07 |
6.3% |
22% |
False |
False |
547,832 |
10 |
54.24 |
43.58 |
10.66 |
21.8% |
3.38 |
6.9% |
49% |
False |
False |
522,788 |
20 |
54.24 |
43.58 |
10.66 |
21.8% |
3.08 |
6.3% |
49% |
False |
False |
445,263 |
40 |
59.53 |
43.58 |
15.95 |
32.7% |
2.95 |
6.0% |
33% |
False |
False |
272,253 |
60 |
77.79 |
43.58 |
34.21 |
70.0% |
2.81 |
5.8% |
15% |
False |
False |
196,892 |
80 |
82.50 |
43.58 |
38.92 |
79.7% |
2.58 |
5.3% |
14% |
False |
False |
156,206 |
100 |
91.92 |
43.58 |
48.34 |
99.0% |
2.47 |
5.1% |
11% |
False |
False |
131,824 |
120 |
93.80 |
43.58 |
50.22 |
102.8% |
2.27 |
4.6% |
10% |
False |
False |
112,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.15 |
2.618 |
59.15 |
1.618 |
56.09 |
1.000 |
54.20 |
0.618 |
53.03 |
HIGH |
51.14 |
0.618 |
49.97 |
0.500 |
49.61 |
0.382 |
49.25 |
LOW |
48.08 |
0.618 |
46.19 |
1.000 |
45.02 |
1.618 |
43.13 |
2.618 |
40.07 |
4.250 |
35.08 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
49.61 |
51.04 |
PP |
49.35 |
50.30 |
S1 |
49.10 |
49.57 |
|