NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 17-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
52.21 |
53.50 |
1.29 |
2.5% |
53.05 |
High |
54.35 |
54.92 |
0.57 |
1.0% |
54.71 |
Low |
51.96 |
51.64 |
-0.32 |
-0.6% |
48.97 |
Close |
53.67 |
54.29 |
0.62 |
1.2% |
53.67 |
Range |
2.39 |
3.28 |
0.89 |
37.2% |
5.74 |
ATR |
2.95 |
2.97 |
0.02 |
0.8% |
0.00 |
Volume |
225,169 |
278,386 |
53,217 |
23.6% |
1,194,815 |
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.46 |
62.15 |
56.09 |
|
R3 |
60.18 |
58.87 |
55.19 |
|
R2 |
56.90 |
56.90 |
54.89 |
|
R1 |
55.59 |
55.59 |
54.59 |
56.25 |
PP |
53.62 |
53.62 |
53.62 |
53.94 |
S1 |
52.31 |
52.31 |
53.99 |
52.97 |
S2 |
50.34 |
50.34 |
53.69 |
|
S3 |
47.06 |
49.03 |
53.39 |
|
S4 |
43.78 |
45.75 |
52.49 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.67 |
67.41 |
56.83 |
|
R3 |
63.93 |
61.67 |
55.25 |
|
R2 |
58.19 |
58.19 |
54.72 |
|
R1 |
55.93 |
55.93 |
54.20 |
57.06 |
PP |
52.45 |
52.45 |
52.45 |
53.02 |
S1 |
50.19 |
50.19 |
53.14 |
51.32 |
S2 |
46.71 |
46.71 |
52.62 |
|
S3 |
40.97 |
44.45 |
52.09 |
|
S4 |
35.23 |
38.71 |
50.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.92 |
48.97 |
5.95 |
11.0% |
2.77 |
5.1% |
89% |
True |
False |
244,892 |
10 |
55.05 |
48.20 |
6.85 |
12.6% |
3.23 |
5.9% |
89% |
False |
False |
206,740 |
20 |
55.05 |
44.37 |
10.68 |
19.7% |
2.85 |
5.2% |
93% |
False |
False |
142,144 |
40 |
59.62 |
44.37 |
15.25 |
28.1% |
2.80 |
5.2% |
65% |
False |
False |
93,282 |
60 |
77.75 |
44.37 |
33.38 |
61.5% |
2.75 |
5.1% |
30% |
False |
False |
69,274 |
80 |
82.03 |
44.37 |
37.66 |
69.4% |
2.52 |
4.6% |
26% |
False |
False |
55,512 |
100 |
91.36 |
44.37 |
46.99 |
86.6% |
2.41 |
4.4% |
21% |
False |
False |
46,693 |
120 |
93.50 |
44.37 |
49.13 |
90.5% |
2.20 |
4.0% |
20% |
False |
False |
39,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.86 |
2.618 |
63.51 |
1.618 |
60.23 |
1.000 |
58.20 |
0.618 |
56.95 |
HIGH |
54.92 |
0.618 |
53.67 |
0.500 |
53.28 |
0.382 |
52.89 |
LOW |
51.64 |
0.618 |
49.61 |
1.000 |
48.36 |
1.618 |
46.33 |
2.618 |
43.05 |
4.250 |
37.70 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
53.95 |
53.69 |
PP |
53.62 |
53.09 |
S1 |
53.28 |
52.50 |
|