NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 18-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
52.75 |
53.24 |
0.49 |
0.9% |
52.01 |
High |
54.15 |
53.41 |
-0.74 |
-1.4% |
53.99 |
Low |
50.81 |
50.32 |
-0.49 |
-1.0% |
48.08 |
Close |
53.53 |
52.14 |
-1.39 |
-2.6% |
52.78 |
Range |
3.34 |
3.09 |
-0.25 |
-7.5% |
5.91 |
ATR |
3.03 |
3.04 |
0.01 |
0.4% |
0.00 |
Volume |
518,799 |
257,476 |
-261,323 |
-50.4% |
2,558,071 |
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.23 |
59.77 |
53.84 |
|
R3 |
58.14 |
56.68 |
52.99 |
|
R2 |
55.05 |
55.05 |
52.71 |
|
R1 |
53.59 |
53.59 |
52.42 |
52.78 |
PP |
51.96 |
51.96 |
51.96 |
51.55 |
S1 |
50.50 |
50.50 |
51.86 |
49.69 |
S2 |
48.87 |
48.87 |
51.57 |
|
S3 |
45.78 |
47.41 |
51.29 |
|
S4 |
42.69 |
44.32 |
50.44 |
|
|
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 |
11.6% |
2.87 |
5.5% |
67% |
False |
False |
459,256 |
10 |
54.15 |
47.36 |
6.79 |
13.0% |
3.13 |
6.0% |
70% |
False |
False |
509,368 |
20 |
54.24 |
43.58 |
10.66 |
20.4% |
2.91 |
5.6% |
80% |
False |
False |
456,773 |
40 |
58.88 |
43.58 |
15.30 |
29.3% |
2.83 |
5.4% |
56% |
False |
False |
308,888 |
60 |
77.79 |
43.58 |
34.21 |
65.6% |
2.87 |
5.5% |
25% |
False |
False |
224,119 |
80 |
82.19 |
43.58 |
38.61 |
74.1% |
2.62 |
5.0% |
22% |
False |
False |
176,575 |
100 |
91.92 |
43.58 |
48.34 |
92.7% |
2.54 |
4.9% |
18% |
False |
False |
148,851 |
120 |
93.80 |
43.58 |
50.22 |
96.3% |
2.33 |
4.5% |
17% |
False |
False |
126,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.54 |
2.618 |
61.50 |
1.618 |
58.41 |
1.000 |
56.50 |
0.618 |
55.32 |
HIGH |
53.41 |
0.618 |
52.23 |
0.500 |
51.87 |
0.382 |
51.50 |
LOW |
50.32 |
0.618 |
48.41 |
1.000 |
47.23 |
1.618 |
45.32 |
2.618 |
42.23 |
4.250 |
37.19 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
52.05 |
52.24 |
PP |
51.96 |
52.20 |
S1 |
51.87 |
52.17 |
|