NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 17-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
51.35 |
52.75 |
1.40 |
2.7% |
52.01 |
High |
53.43 |
54.15 |
0.72 |
1.3% |
53.99 |
Low |
51.03 |
50.81 |
-0.22 |
-0.4% |
48.08 |
Close |
52.78 |
53.53 |
0.75 |
1.4% |
52.78 |
Range |
2.40 |
3.34 |
0.94 |
39.2% |
5.91 |
ATR |
3.00 |
3.03 |
0.02 |
0.8% |
0.00 |
Volume |
437,072 |
518,799 |
81,727 |
18.7% |
2,558,071 |
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.85 |
61.53 |
55.37 |
|
R3 |
59.51 |
58.19 |
54.45 |
|
R2 |
56.17 |
56.17 |
54.14 |
|
R1 |
54.85 |
54.85 |
53.84 |
55.51 |
PP |
52.83 |
52.83 |
52.83 |
53.16 |
S1 |
51.51 |
51.51 |
53.22 |
52.17 |
S2 |
49.49 |
49.49 |
52.92 |
|
S3 |
46.15 |
48.17 |
52.61 |
|
S4 |
42.81 |
44.83 |
51.69 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.35 |
66.97 |
56.03 |
|
R3 |
63.44 |
61.06 |
54.41 |
|
R2 |
57.53 |
57.53 |
53.86 |
|
R1 |
55.15 |
55.15 |
53.32 |
56.34 |
PP |
51.62 |
51.62 |
51.62 |
52.21 |
S1 |
49.24 |
49.24 |
52.24 |
50.43 |
S2 |
45.71 |
45.71 |
51.70 |
|
S3 |
39.80 |
43.33 |
51.15 |
|
S4 |
33.89 |
37.42 |
49.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.15 |
48.08 |
6.07 |
11.3% |
2.81 |
5.2% |
90% |
True |
False |
508,101 |
10 |
54.24 |
47.36 |
6.88 |
12.9% |
3.27 |
6.1% |
90% |
False |
False |
548,113 |
20 |
54.24 |
43.58 |
10.66 |
19.9% |
2.89 |
5.4% |
93% |
False |
False |
465,844 |
40 |
59.31 |
43.58 |
15.73 |
29.4% |
2.87 |
5.4% |
63% |
False |
False |
304,519 |
60 |
77.79 |
43.58 |
34.21 |
63.9% |
2.84 |
5.3% |
29% |
False |
False |
220,402 |
80 |
82.19 |
43.58 |
38.61 |
72.1% |
2.61 |
4.9% |
26% |
False |
False |
173,750 |
100 |
91.92 |
43.58 |
48.34 |
90.3% |
2.52 |
4.7% |
21% |
False |
False |
146,508 |
120 |
93.80 |
43.58 |
50.22 |
93.8% |
2.31 |
4.3% |
20% |
False |
False |
124,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.35 |
2.618 |
62.89 |
1.618 |
59.55 |
1.000 |
57.49 |
0.618 |
56.21 |
HIGH |
54.15 |
0.618 |
52.87 |
0.500 |
52.48 |
0.382 |
52.09 |
LOW |
50.81 |
0.618 |
48.75 |
1.000 |
47.47 |
1.618 |
45.41 |
2.618 |
42.07 |
4.250 |
36.62 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
53.18 |
52.90 |
PP |
52.83 |
52.27 |
S1 |
52.48 |
51.65 |
|