NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
51.95 |
50.32 |
-1.63 |
-3.1% |
48.62 |
High |
52.00 |
52.52 |
0.52 |
1.0% |
55.05 |
Low |
48.97 |
50.07 |
1.10 |
2.2% |
47.47 |
Close |
49.78 |
52.16 |
2.38 |
4.8% |
52.50 |
Range |
3.03 |
2.45 |
-0.58 |
-19.1% |
7.58 |
ATR |
3.01 |
2.99 |
-0.02 |
-0.6% |
0.00 |
Volume |
231,099 |
270,197 |
39,098 |
16.9% |
689,155 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.93 |
58.00 |
53.51 |
|
R3 |
56.48 |
55.55 |
52.83 |
|
R2 |
54.03 |
54.03 |
52.61 |
|
R1 |
53.10 |
53.10 |
52.38 |
53.57 |
PP |
51.58 |
51.58 |
51.58 |
51.82 |
S1 |
50.65 |
50.65 |
51.94 |
51.12 |
S2 |
49.13 |
49.13 |
51.71 |
|
S3 |
46.68 |
48.20 |
51.49 |
|
S4 |
44.23 |
45.75 |
50.81 |
|
|
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 |
48.97 |
5.74 |
11.0% |
2.57 |
4.9% |
56% |
False |
False |
231,750 |
10 |
55.05 |
45.07 |
9.98 |
19.1% |
3.45 |
6.6% |
71% |
False |
False |
172,965 |
20 |
55.05 |
44.37 |
10.68 |
20.5% |
2.96 |
5.7% |
73% |
False |
False |
124,912 |
40 |
59.74 |
44.37 |
15.37 |
29.5% |
2.85 |
5.5% |
51% |
False |
False |
82,168 |
60 |
77.75 |
44.37 |
33.38 |
64.0% |
2.71 |
5.2% |
23% |
False |
False |
61,314 |
80 |
82.03 |
44.37 |
37.66 |
72.2% |
2.49 |
4.8% |
21% |
False |
False |
49,460 |
100 |
91.36 |
44.37 |
46.99 |
90.1% |
2.38 |
4.6% |
17% |
False |
False |
41,741 |
120 |
93.50 |
44.37 |
49.13 |
94.2% |
2.16 |
4.1% |
16% |
False |
False |
35,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.93 |
2.618 |
58.93 |
1.618 |
56.48 |
1.000 |
54.97 |
0.618 |
54.03 |
HIGH |
52.52 |
0.618 |
51.58 |
0.500 |
51.30 |
0.382 |
51.01 |
LOW |
50.07 |
0.618 |
48.56 |
1.000 |
47.62 |
1.618 |
46.11 |
2.618 |
43.66 |
4.250 |
39.66 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
51.87 |
51.84 |
PP |
51.58 |
51.53 |
S1 |
51.30 |
51.21 |
|