NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
45.37 |
48.62 |
3.25 |
7.2% |
46.01 |
High |
49.10 |
51.29 |
2.19 |
4.5% |
49.10 |
Low |
45.07 |
47.47 |
2.40 |
5.3% |
44.37 |
Close |
48.99 |
50.45 |
1.46 |
3.0% |
48.99 |
Range |
4.03 |
3.82 |
-0.21 |
-5.2% |
4.73 |
ATR |
2.59 |
2.68 |
0.09 |
3.4% |
0.00 |
Volume |
70,852 |
94,949 |
24,097 |
34.0% |
371,254 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.20 |
59.64 |
52.55 |
|
R3 |
57.38 |
55.82 |
51.50 |
|
R2 |
53.56 |
53.56 |
51.15 |
|
R1 |
52.00 |
52.00 |
50.80 |
52.78 |
PP |
49.74 |
49.74 |
49.74 |
50.13 |
S1 |
48.18 |
48.18 |
50.10 |
48.96 |
S2 |
45.92 |
45.92 |
49.75 |
|
S3 |
42.10 |
44.36 |
49.40 |
|
S4 |
38.28 |
40.54 |
48.35 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.68 |
60.06 |
51.59 |
|
R3 |
56.95 |
55.33 |
50.29 |
|
R2 |
52.22 |
52.22 |
49.86 |
|
R1 |
50.60 |
50.60 |
49.42 |
51.41 |
PP |
47.49 |
47.49 |
47.49 |
47.89 |
S1 |
45.87 |
45.87 |
48.56 |
46.68 |
S2 |
42.76 |
42.76 |
48.12 |
|
S3 |
38.03 |
41.14 |
47.69 |
|
S4 |
33.30 |
36.41 |
46.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.29 |
44.37 |
6.92 |
13.7% |
2.51 |
5.0% |
88% |
True |
False |
76,865 |
10 |
51.29 |
44.37 |
6.92 |
13.7% |
2.46 |
4.9% |
88% |
True |
False |
77,548 |
20 |
53.60 |
44.37 |
9.23 |
18.3% |
2.65 |
5.3% |
66% |
False |
False |
71,035 |
40 |
68.53 |
44.37 |
24.16 |
47.9% |
2.65 |
5.2% |
25% |
False |
False |
47,720 |
60 |
79.70 |
44.37 |
35.33 |
70.0% |
2.54 |
5.0% |
17% |
False |
False |
37,601 |
80 |
86.22 |
44.37 |
41.85 |
83.0% |
2.40 |
4.8% |
15% |
False |
False |
31,259 |
100 |
92.17 |
44.37 |
47.80 |
94.7% |
2.22 |
4.4% |
13% |
False |
False |
26,538 |
120 |
94.76 |
44.37 |
50.39 |
99.9% |
2.00 |
4.0% |
12% |
False |
False |
22,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.53 |
2.618 |
61.29 |
1.618 |
57.47 |
1.000 |
55.11 |
0.618 |
53.65 |
HIGH |
51.29 |
0.618 |
49.83 |
0.500 |
49.38 |
0.382 |
48.93 |
LOW |
47.47 |
0.618 |
45.11 |
1.000 |
43.65 |
1.618 |
41.29 |
2.618 |
37.47 |
4.250 |
31.24 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
50.09 |
49.58 |
PP |
49.74 |
48.70 |
S1 |
49.38 |
47.83 |
|