NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
53.24 |
50.55 |
-2.69 |
-5.1% |
52.01 |
High |
53.41 |
52.14 |
-1.27 |
-2.4% |
53.99 |
Low |
50.32 |
49.15 |
-1.17 |
-2.3% |
48.08 |
Close |
52.14 |
51.16 |
-0.98 |
-1.9% |
52.78 |
Range |
3.09 |
2.99 |
-0.10 |
-3.2% |
5.91 |
ATR |
3.04 |
3.04 |
0.00 |
-0.1% |
0.00 |
Volume |
257,476 |
125,210 |
-132,266 |
-51.4% |
2,558,071 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.79 |
58.46 |
52.80 |
|
R3 |
56.80 |
55.47 |
51.98 |
|
R2 |
53.81 |
53.81 |
51.71 |
|
R1 |
52.48 |
52.48 |
51.43 |
53.15 |
PP |
50.82 |
50.82 |
50.82 |
51.15 |
S1 |
49.49 |
49.49 |
50.89 |
50.16 |
S2 |
47.83 |
47.83 |
50.61 |
|
S3 |
44.84 |
46.50 |
50.34 |
|
S4 |
41.85 |
43.51 |
49.52 |
|
|
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 |
49.14 |
5.01 |
9.8% |
2.86 |
5.6% |
40% |
False |
False |
380,443 |
10 |
54.15 |
47.36 |
6.79 |
13.3% |
2.97 |
5.8% |
56% |
False |
False |
464,138 |
20 |
54.24 |
43.58 |
10.66 |
20.8% |
2.97 |
5.8% |
71% |
False |
False |
446,021 |
40 |
58.88 |
43.58 |
15.30 |
29.9% |
2.81 |
5.5% |
50% |
False |
False |
309,763 |
60 |
77.79 |
43.58 |
34.21 |
66.9% |
2.89 |
5.6% |
22% |
False |
False |
224,851 |
80 |
82.19 |
43.58 |
38.61 |
75.5% |
2.63 |
5.1% |
20% |
False |
False |
177,646 |
100 |
91.92 |
43.58 |
48.34 |
94.5% |
2.56 |
5.0% |
16% |
False |
False |
149,686 |
120 |
93.80 |
43.58 |
50.22 |
98.2% |
2.35 |
4.6% |
15% |
False |
False |
127,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.85 |
2.618 |
59.97 |
1.618 |
56.98 |
1.000 |
55.13 |
0.618 |
53.99 |
HIGH |
52.14 |
0.618 |
51.00 |
0.500 |
50.65 |
0.382 |
50.29 |
LOW |
49.15 |
0.618 |
47.30 |
1.000 |
46.16 |
1.618 |
44.31 |
2.618 |
41.32 |
4.250 |
36.44 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
50.99 |
51.65 |
PP |
50.82 |
51.49 |
S1 |
50.65 |
51.32 |
|