NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
50.98 |
49.42 |
-1.56 |
-3.1% |
47.59 |
| High |
51.14 |
51.60 |
0.46 |
0.9% |
54.24 |
| Low |
48.08 |
49.14 |
1.06 |
2.2% |
46.67 |
| Close |
48.84 |
51.21 |
2.37 |
4.9% |
51.69 |
| Range |
3.06 |
2.46 |
-0.60 |
-19.6% |
7.57 |
| ATR |
3.07 |
3.05 |
-0.02 |
-0.7% |
0.00 |
| Volume |
519,272 |
563,662 |
44,390 |
8.5% |
2,915,670 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.03 |
57.08 |
52.56 |
|
| R3 |
55.57 |
54.62 |
51.89 |
|
| R2 |
53.11 |
53.11 |
51.66 |
|
| R1 |
52.16 |
52.16 |
51.44 |
52.64 |
| PP |
50.65 |
50.65 |
50.65 |
50.89 |
| S1 |
49.70 |
49.70 |
50.98 |
50.18 |
| S2 |
48.19 |
48.19 |
50.76 |
|
| S3 |
45.73 |
47.24 |
50.53 |
|
| S4 |
43.27 |
44.78 |
49.86 |
|
|
| 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 |
48.08 |
5.91 |
11.5% |
2.62 |
5.1% |
53% |
False |
False |
541,195 |
| 10 |
54.24 |
44.31 |
9.93 |
19.4% |
3.49 |
6.8% |
69% |
False |
False |
549,081 |
| 20 |
54.24 |
43.58 |
10.66 |
20.8% |
3.01 |
5.9% |
72% |
False |
False |
458,412 |
| 40 |
59.53 |
43.58 |
15.95 |
31.1% |
2.93 |
5.7% |
48% |
False |
False |
284,579 |
| 60 |
77.79 |
43.58 |
34.21 |
66.8% |
2.80 |
5.5% |
22% |
False |
False |
205,574 |
| 80 |
82.19 |
43.58 |
38.61 |
75.4% |
2.58 |
5.0% |
20% |
False |
False |
162,647 |
| 100 |
91.92 |
43.58 |
48.34 |
94.4% |
2.49 |
4.9% |
16% |
False |
False |
137,290 |
| 120 |
93.80 |
43.58 |
50.22 |
98.1% |
2.27 |
4.4% |
15% |
False |
False |
117,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.06 |
|
2.618 |
58.04 |
|
1.618 |
55.58 |
|
1.000 |
54.06 |
|
0.618 |
53.12 |
|
HIGH |
51.60 |
|
0.618 |
50.66 |
|
0.500 |
50.37 |
|
0.382 |
50.08 |
|
LOW |
49.14 |
|
0.618 |
47.62 |
|
1.000 |
46.68 |
|
1.618 |
45.16 |
|
2.618 |
42.70 |
|
4.250 |
38.69 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.93 |
50.93 |
| PP |
50.65 |
50.65 |
| S1 |
50.37 |
50.37 |
|