NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
51.25 |
52.14 |
0.89 |
1.7% |
53.50 |
High |
52.72 |
52.49 |
-0.23 |
-0.4% |
54.92 |
Low |
49.82 |
50.71 |
0.89 |
1.8% |
49.82 |
Close |
51.83 |
50.81 |
-1.02 |
-2.0% |
50.81 |
Range |
2.90 |
1.78 |
-1.12 |
-38.6% |
5.10 |
ATR |
2.99 |
2.91 |
-0.09 |
-2.9% |
0.00 |
Volume |
554,332 |
366,125 |
-188,207 |
-34.0% |
1,479,149 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.68 |
55.52 |
51.79 |
|
R3 |
54.90 |
53.74 |
51.30 |
|
R2 |
53.12 |
53.12 |
51.14 |
|
R1 |
51.96 |
51.96 |
50.97 |
51.65 |
PP |
51.34 |
51.34 |
51.34 |
51.18 |
S1 |
50.18 |
50.18 |
50.65 |
49.87 |
S2 |
49.56 |
49.56 |
50.48 |
|
S3 |
47.78 |
48.40 |
50.32 |
|
S4 |
46.00 |
46.62 |
49.83 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.15 |
64.08 |
53.62 |
|
R3 |
62.05 |
58.98 |
52.21 |
|
R2 |
56.95 |
56.95 |
51.75 |
|
R1 |
53.88 |
53.88 |
51.28 |
52.87 |
PP |
51.85 |
51.85 |
51.85 |
51.34 |
S1 |
48.78 |
48.78 |
50.34 |
47.77 |
S2 |
46.75 |
46.75 |
49.88 |
|
S3 |
41.65 |
43.68 |
49.41 |
|
S4 |
36.55 |
38.58 |
48.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.92 |
49.82 |
5.10 |
10.0% |
2.71 |
5.3% |
19% |
False |
False |
340,863 |
10 |
54.92 |
48.97 |
5.95 |
11.7% |
2.64 |
5.2% |
31% |
False |
False |
286,306 |
20 |
55.05 |
44.37 |
10.68 |
21.0% |
2.86 |
5.6% |
60% |
False |
False |
190,806 |
40 |
58.26 |
44.37 |
13.89 |
27.3% |
2.71 |
5.3% |
46% |
False |
False |
120,944 |
60 |
77.14 |
44.37 |
32.77 |
64.5% |
2.79 |
5.5% |
20% |
False |
False |
88,331 |
80 |
82.03 |
44.37 |
37.66 |
74.1% |
2.54 |
5.0% |
17% |
False |
False |
70,002 |
100 |
91.36 |
44.37 |
46.99 |
92.5% |
2.46 |
4.8% |
14% |
False |
False |
58,428 |
120 |
93.50 |
44.37 |
49.13 |
96.7% |
2.24 |
4.4% |
13% |
False |
False |
49,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.06 |
2.618 |
57.15 |
1.618 |
55.37 |
1.000 |
54.27 |
0.618 |
53.59 |
HIGH |
52.49 |
0.618 |
51.81 |
0.500 |
51.60 |
0.382 |
51.39 |
LOW |
50.71 |
0.618 |
49.61 |
1.000 |
48.93 |
1.618 |
47.83 |
2.618 |
46.05 |
4.250 |
43.15 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
51.60 |
52.02 |
PP |
51.34 |
51.62 |
S1 |
51.07 |
51.21 |
|