NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
52.78 |
49.64 |
-3.14 |
-5.9% |
46.01 |
High |
53.38 |
52.92 |
-0.46 |
-0.9% |
49.10 |
Low |
48.81 |
48.20 |
-0.61 |
-1.2% |
44.37 |
Close |
49.30 |
51.31 |
2.01 |
4.1% |
48.99 |
Range |
4.57 |
4.72 |
0.15 |
3.3% |
4.73 |
ATR |
2.98 |
3.10 |
0.12 |
4.2% |
0.00 |
Volume |
137,922 |
149,771 |
11,849 |
8.6% |
371,254 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.97 |
62.86 |
53.91 |
|
R3 |
60.25 |
58.14 |
52.61 |
|
R2 |
55.53 |
55.53 |
52.18 |
|
R1 |
53.42 |
53.42 |
51.74 |
54.48 |
PP |
50.81 |
50.81 |
50.81 |
51.34 |
S1 |
48.70 |
48.70 |
50.88 |
49.76 |
S2 |
46.09 |
46.09 |
50.44 |
|
S3 |
41.37 |
43.98 |
50.01 |
|
S4 |
36.65 |
39.26 |
48.71 |
|
|
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 |
45.07 |
9.98 |
19.5% |
4.33 |
8.4% |
63% |
False |
False |
114,180 |
10 |
55.05 |
44.37 |
10.68 |
20.8% |
3.08 |
6.0% |
65% |
False |
False |
95,306 |
20 |
55.05 |
44.37 |
10.68 |
20.8% |
2.95 |
5.7% |
65% |
False |
False |
83,671 |
40 |
64.75 |
44.37 |
20.38 |
39.7% |
2.84 |
5.5% |
34% |
False |
False |
56,494 |
60 |
79.70 |
44.37 |
35.33 |
68.9% |
2.67 |
5.2% |
20% |
False |
False |
43,412 |
80 |
83.90 |
44.37 |
39.53 |
77.0% |
2.49 |
4.8% |
18% |
False |
False |
35,827 |
100 |
92.17 |
44.37 |
47.80 |
93.2% |
2.31 |
4.5% |
15% |
False |
False |
30,376 |
120 |
93.50 |
44.37 |
49.13 |
95.8% |
2.08 |
4.1% |
14% |
False |
False |
25,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.98 |
2.618 |
65.28 |
1.618 |
60.56 |
1.000 |
57.64 |
0.618 |
55.84 |
HIGH |
52.92 |
0.618 |
51.12 |
0.500 |
50.56 |
0.382 |
50.00 |
LOW |
48.20 |
0.618 |
45.28 |
1.000 |
43.48 |
1.618 |
40.56 |
2.618 |
35.84 |
4.250 |
28.14 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
51.06 |
51.63 |
PP |
50.81 |
51.52 |
S1 |
50.56 |
51.42 |
|