NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
52.14 |
50.75 |
-1.39 |
-2.7% |
53.50 |
High |
52.49 |
50.99 |
-1.50 |
-2.9% |
54.92 |
Low |
50.71 |
48.67 |
-2.04 |
-4.0% |
49.82 |
Close |
50.81 |
49.45 |
-1.36 |
-2.7% |
50.81 |
Range |
1.78 |
2.32 |
0.54 |
30.3% |
5.10 |
ATR |
2.91 |
2.86 |
-0.04 |
-1.4% |
0.00 |
Volume |
366,125 |
475,383 |
109,258 |
29.8% |
1,479,149 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.66 |
55.38 |
50.73 |
|
R3 |
54.34 |
53.06 |
50.09 |
|
R2 |
52.02 |
52.02 |
49.88 |
|
R1 |
50.74 |
50.74 |
49.66 |
50.22 |
PP |
49.70 |
49.70 |
49.70 |
49.45 |
S1 |
48.42 |
48.42 |
49.24 |
47.90 |
S2 |
47.38 |
47.38 |
49.02 |
|
S3 |
45.06 |
46.10 |
48.81 |
|
S4 |
42.74 |
43.78 |
48.17 |
|
|
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 |
48.67 |
6.25 |
12.6% |
2.70 |
5.5% |
12% |
False |
True |
390,906 |
10 |
54.92 |
48.67 |
6.25 |
12.6% |
2.63 |
5.3% |
12% |
False |
True |
314,934 |
20 |
55.05 |
44.37 |
10.68 |
21.6% |
2.86 |
5.8% |
48% |
False |
False |
210,487 |
40 |
57.80 |
44.37 |
13.43 |
27.2% |
2.70 |
5.5% |
38% |
False |
False |
132,085 |
60 |
76.71 |
44.37 |
32.34 |
65.4% |
2.81 |
5.7% |
16% |
False |
False |
95,927 |
80 |
82.03 |
44.37 |
37.66 |
76.2% |
2.55 |
5.2% |
13% |
False |
False |
75,815 |
100 |
91.36 |
44.37 |
46.99 |
95.0% |
2.47 |
5.0% |
11% |
False |
False |
63,107 |
120 |
93.43 |
44.37 |
49.06 |
99.2% |
2.26 |
4.6% |
10% |
False |
False |
53,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.85 |
2.618 |
57.06 |
1.618 |
54.74 |
1.000 |
53.31 |
0.618 |
52.42 |
HIGH |
50.99 |
0.618 |
50.10 |
0.500 |
49.83 |
0.382 |
49.56 |
LOW |
48.67 |
0.618 |
47.24 |
1.000 |
46.35 |
1.618 |
44.92 |
2.618 |
42.60 |
4.250 |
38.81 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
49.83 |
50.70 |
PP |
49.70 |
50.28 |
S1 |
49.58 |
49.87 |
|