NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
50.75 |
49.42 |
-1.33 |
-2.6% |
53.50 |
High |
50.99 |
50.33 |
-0.66 |
-1.3% |
54.92 |
Low |
48.67 |
48.68 |
0.01 |
0.0% |
49.82 |
Close |
49.45 |
49.28 |
-0.17 |
-0.3% |
50.81 |
Range |
2.32 |
1.65 |
-0.67 |
-28.9% |
5.10 |
ATR |
2.86 |
2.78 |
-0.09 |
-3.0% |
0.00 |
Volume |
475,383 |
293,101 |
-182,282 |
-38.3% |
1,479,149 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.38 |
53.48 |
50.19 |
|
R3 |
52.73 |
51.83 |
49.73 |
|
R2 |
51.08 |
51.08 |
49.58 |
|
R1 |
50.18 |
50.18 |
49.43 |
49.81 |
PP |
49.43 |
49.43 |
49.43 |
49.24 |
S1 |
48.53 |
48.53 |
49.13 |
48.16 |
S2 |
47.78 |
47.78 |
48.98 |
|
S3 |
46.13 |
46.88 |
48.83 |
|
S4 |
44.48 |
45.23 |
48.37 |
|
|
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 |
54.22 |
48.67 |
5.55 |
11.3% |
2.37 |
4.8% |
11% |
False |
False |
393,849 |
10 |
54.92 |
48.67 |
6.25 |
12.7% |
2.57 |
5.2% |
10% |
False |
False |
319,370 |
20 |
55.05 |
44.37 |
10.68 |
21.7% |
2.84 |
5.8% |
46% |
False |
False |
221,049 |
40 |
57.38 |
44.37 |
13.01 |
26.4% |
2.70 |
5.5% |
38% |
False |
False |
138,901 |
60 |
74.54 |
44.37 |
30.17 |
61.2% |
2.79 |
5.7% |
16% |
False |
False |
100,633 |
80 |
82.03 |
44.37 |
37.66 |
76.4% |
2.56 |
5.2% |
13% |
False |
False |
79,386 |
100 |
89.72 |
44.37 |
45.35 |
92.0% |
2.46 |
5.0% |
11% |
False |
False |
65,957 |
120 |
93.43 |
44.37 |
49.06 |
99.6% |
2.26 |
4.6% |
10% |
False |
False |
55,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.34 |
2.618 |
54.65 |
1.618 |
53.00 |
1.000 |
51.98 |
0.618 |
51.35 |
HIGH |
50.33 |
0.618 |
49.70 |
0.500 |
49.51 |
0.382 |
49.31 |
LOW |
48.68 |
0.618 |
47.66 |
1.000 |
47.03 |
1.618 |
46.01 |
2.618 |
44.36 |
4.250 |
41.67 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
49.51 |
50.58 |
PP |
49.43 |
50.15 |
S1 |
49.36 |
49.71 |
|