NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
53.25 |
51.95 |
-1.30 |
-2.4% |
48.62 |
High |
53.45 |
52.00 |
-1.45 |
-2.7% |
55.05 |
Low |
50.75 |
48.97 |
-1.78 |
-3.5% |
47.47 |
Close |
50.93 |
49.78 |
-1.15 |
-2.3% |
52.50 |
Range |
2.70 |
3.03 |
0.33 |
12.2% |
7.58 |
ATR |
3.01 |
3.01 |
0.00 |
0.1% |
0.00 |
Volume |
219,610 |
231,099 |
11,489 |
5.2% |
689,155 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.34 |
57.59 |
51.45 |
|
R3 |
56.31 |
54.56 |
50.61 |
|
R2 |
53.28 |
53.28 |
50.34 |
|
R1 |
51.53 |
51.53 |
50.06 |
50.89 |
PP |
50.25 |
50.25 |
50.25 |
49.93 |
S1 |
48.50 |
48.50 |
49.50 |
47.86 |
S2 |
47.22 |
47.22 |
49.22 |
|
S3 |
44.19 |
45.47 |
48.95 |
|
S4 |
41.16 |
42.44 |
48.11 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.41 |
71.04 |
56.67 |
|
R3 |
66.83 |
63.46 |
54.58 |
|
R2 |
59.25 |
59.25 |
53.89 |
|
R1 |
55.88 |
55.88 |
53.19 |
57.57 |
PP |
51.67 |
51.67 |
51.67 |
52.52 |
S1 |
48.30 |
48.30 |
51.81 |
49.99 |
S2 |
44.09 |
44.09 |
51.11 |
|
S3 |
36.51 |
40.72 |
50.42 |
|
S4 |
28.93 |
33.14 |
48.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.71 |
48.20 |
6.51 |
13.1% |
3.02 |
6.1% |
24% |
False |
False |
207,665 |
10 |
55.05 |
44.37 |
10.68 |
21.5% |
3.33 |
6.7% |
51% |
False |
False |
155,748 |
20 |
55.05 |
44.37 |
10.68 |
21.5% |
3.01 |
6.1% |
51% |
False |
False |
115,102 |
40 |
59.74 |
44.37 |
15.37 |
30.9% |
2.88 |
5.8% |
35% |
False |
False |
76,151 |
60 |
77.75 |
44.37 |
33.38 |
67.1% |
2.72 |
5.5% |
16% |
False |
False |
57,092 |
80 |
82.03 |
44.37 |
37.66 |
75.7% |
2.47 |
5.0% |
14% |
False |
False |
46,266 |
100 |
91.36 |
44.37 |
46.99 |
94.4% |
2.36 |
4.7% |
12% |
False |
False |
39,078 |
120 |
93.50 |
44.37 |
49.13 |
98.7% |
2.15 |
4.3% |
11% |
False |
False |
33,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.88 |
2.618 |
59.93 |
1.618 |
56.90 |
1.000 |
55.03 |
0.618 |
53.87 |
HIGH |
52.00 |
0.618 |
50.84 |
0.500 |
50.49 |
0.382 |
50.13 |
LOW |
48.97 |
0.618 |
47.10 |
1.000 |
45.94 |
1.618 |
44.07 |
2.618 |
41.04 |
4.250 |
36.09 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
50.49 |
51.84 |
PP |
50.25 |
51.15 |
S1 |
50.02 |
50.47 |
|