NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
50.55 |
51.24 |
0.69 |
1.4% |
52.75 |
High |
52.14 |
51.85 |
-0.29 |
-0.6% |
54.15 |
Low |
49.15 |
49.91 |
0.76 |
1.5% |
49.15 |
Close |
51.16 |
50.34 |
-0.82 |
-1.6% |
50.34 |
Range |
2.99 |
1.94 |
-1.05 |
-35.1% |
5.00 |
ATR |
3.04 |
2.96 |
-0.08 |
-2.6% |
0.00 |
Volume |
125,210 |
25,700 |
-99,510 |
-79.5% |
927,185 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.52 |
55.37 |
51.41 |
|
R3 |
54.58 |
53.43 |
50.87 |
|
R2 |
52.64 |
52.64 |
50.70 |
|
R1 |
51.49 |
51.49 |
50.52 |
51.10 |
PP |
50.70 |
50.70 |
50.70 |
50.50 |
S1 |
49.55 |
49.55 |
50.16 |
49.16 |
S2 |
48.76 |
48.76 |
49.98 |
|
S3 |
46.82 |
47.61 |
49.81 |
|
S4 |
44.88 |
45.67 |
49.27 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.21 |
63.28 |
53.09 |
|
R3 |
61.21 |
58.28 |
51.72 |
|
R2 |
56.21 |
56.21 |
51.26 |
|
R1 |
53.28 |
53.28 |
50.80 |
52.25 |
PP |
51.21 |
51.21 |
51.21 |
50.70 |
S1 |
48.28 |
48.28 |
49.88 |
47.25 |
S2 |
46.21 |
46.21 |
49.42 |
|
S3 |
41.21 |
43.28 |
48.97 |
|
S4 |
36.21 |
38.28 |
47.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.15 |
49.15 |
5.00 |
9.9% |
2.75 |
5.5% |
24% |
False |
False |
272,851 |
10 |
54.15 |
48.08 |
6.07 |
12.1% |
2.69 |
5.3% |
37% |
False |
False |
407,023 |
20 |
54.24 |
43.58 |
10.66 |
21.2% |
2.91 |
5.8% |
63% |
False |
False |
425,965 |
40 |
57.91 |
43.58 |
14.33 |
28.5% |
2.77 |
5.5% |
47% |
False |
False |
308,646 |
60 |
77.11 |
43.58 |
33.53 |
66.6% |
2.88 |
5.7% |
20% |
False |
False |
224,570 |
80 |
82.19 |
43.58 |
38.61 |
76.7% |
2.64 |
5.2% |
18% |
False |
False |
177,545 |
100 |
91.92 |
43.58 |
48.34 |
96.0% |
2.57 |
5.1% |
14% |
False |
False |
149,664 |
120 |
93.80 |
43.58 |
50.22 |
99.8% |
2.36 |
4.7% |
13% |
False |
False |
128,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.10 |
2.618 |
56.93 |
1.618 |
54.99 |
1.000 |
53.79 |
0.618 |
53.05 |
HIGH |
51.85 |
0.618 |
51.11 |
0.500 |
50.88 |
0.382 |
50.65 |
LOW |
49.91 |
0.618 |
48.71 |
1.000 |
47.97 |
1.618 |
46.77 |
2.618 |
44.83 |
4.250 |
41.67 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
50.88 |
51.28 |
PP |
50.70 |
50.97 |
S1 |
50.52 |
50.65 |
|