NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
50.62 |
52.78 |
2.16 |
4.3% |
46.01 |
High |
55.05 |
53.38 |
-1.67 |
-3.0% |
49.10 |
Low |
50.56 |
48.81 |
-1.75 |
-3.5% |
44.37 |
Close |
53.86 |
49.30 |
-4.56 |
-8.5% |
48.99 |
Range |
4.49 |
4.57 |
0.08 |
1.8% |
4.73 |
ATR |
2.82 |
2.98 |
0.16 |
5.7% |
0.00 |
Volume |
117,408 |
137,922 |
20,514 |
17.5% |
371,254 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.21 |
61.32 |
51.81 |
|
R3 |
59.64 |
56.75 |
50.56 |
|
R2 |
55.07 |
55.07 |
50.14 |
|
R1 |
52.18 |
52.18 |
49.72 |
51.34 |
PP |
50.50 |
50.50 |
50.50 |
50.08 |
S1 |
47.61 |
47.61 |
48.88 |
46.77 |
S2 |
45.93 |
45.93 |
48.46 |
|
S3 |
41.36 |
43.04 |
48.04 |
|
S4 |
36.79 |
38.47 |
46.79 |
|
|
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 |
55.05 |
44.37 |
10.68 |
21.7% |
3.65 |
7.4% |
46% |
False |
False |
103,832 |
10 |
55.05 |
44.37 |
10.68 |
21.7% |
2.93 |
5.9% |
46% |
False |
False |
87,670 |
20 |
55.05 |
44.37 |
10.68 |
21.7% |
2.83 |
5.7% |
46% |
False |
False |
80,304 |
40 |
65.84 |
44.37 |
21.47 |
43.5% |
2.79 |
5.7% |
23% |
False |
False |
53,182 |
60 |
79.70 |
44.37 |
35.33 |
71.7% |
2.62 |
5.3% |
14% |
False |
False |
41,130 |
80 |
84.25 |
44.37 |
39.88 |
80.9% |
2.46 |
5.0% |
12% |
False |
False |
34,121 |
100 |
92.17 |
44.37 |
47.80 |
97.0% |
2.27 |
4.6% |
10% |
False |
False |
28,963 |
120 |
94.52 |
44.37 |
50.15 |
101.7% |
2.06 |
4.2% |
10% |
False |
False |
24,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.80 |
2.618 |
65.34 |
1.618 |
60.77 |
1.000 |
57.95 |
0.618 |
56.20 |
HIGH |
53.38 |
0.618 |
51.63 |
0.500 |
51.10 |
0.382 |
50.56 |
LOW |
48.81 |
0.618 |
45.99 |
1.000 |
44.24 |
1.618 |
41.42 |
2.618 |
36.85 |
4.250 |
29.39 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
51.10 |
51.26 |
PP |
50.50 |
50.61 |
S1 |
49.90 |
49.95 |
|