NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
49.16 |
51.00 |
1.84 |
3.7% |
53.50 |
High |
51.28 |
51.22 |
-0.06 |
-0.1% |
54.92 |
Low |
48.43 |
47.80 |
-0.63 |
-1.3% |
49.82 |
Close |
50.99 |
48.17 |
-2.82 |
-5.5% |
50.81 |
Range |
2.85 |
3.42 |
0.57 |
20.0% |
5.10 |
ATR |
2.78 |
2.83 |
0.05 |
1.6% |
0.00 |
Volume |
429,524 |
459,584 |
30,060 |
7.0% |
1,479,149 |
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.32 |
57.17 |
50.05 |
|
R3 |
55.90 |
53.75 |
49.11 |
|
R2 |
52.48 |
52.48 |
48.80 |
|
R1 |
50.33 |
50.33 |
48.48 |
49.70 |
PP |
49.06 |
49.06 |
49.06 |
48.75 |
S1 |
46.91 |
46.91 |
47.86 |
46.28 |
S2 |
45.64 |
45.64 |
47.54 |
|
S3 |
42.22 |
43.49 |
47.23 |
|
S4 |
38.80 |
40.07 |
46.29 |
|
|
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 |
52.49 |
47.80 |
4.69 |
9.7% |
2.40 |
5.0% |
8% |
False |
True |
404,743 |
10 |
54.92 |
47.80 |
7.12 |
14.8% |
2.63 |
5.5% |
5% |
False |
True |
363,210 |
20 |
55.05 |
44.37 |
10.68 |
22.2% |
2.98 |
6.2% |
36% |
False |
False |
259,479 |
40 |
56.05 |
44.37 |
11.68 |
24.2% |
2.74 |
5.7% |
33% |
False |
False |
160,513 |
60 |
69.86 |
44.37 |
25.49 |
52.9% |
2.76 |
5.7% |
15% |
False |
False |
115,016 |
80 |
80.73 |
44.37 |
36.36 |
75.5% |
2.61 |
5.4% |
10% |
False |
False |
90,226 |
100 |
87.98 |
44.37 |
43.61 |
90.5% |
2.48 |
5.1% |
9% |
False |
False |
74,577 |
120 |
93.03 |
44.37 |
48.66 |
101.0% |
2.29 |
4.8% |
8% |
False |
False |
63,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.76 |
2.618 |
60.17 |
1.618 |
56.75 |
1.000 |
54.64 |
0.618 |
53.33 |
HIGH |
51.22 |
0.618 |
49.91 |
0.500 |
49.51 |
0.382 |
49.11 |
LOW |
47.80 |
0.618 |
45.69 |
1.000 |
44.38 |
1.618 |
42.27 |
2.618 |
38.85 |
4.250 |
33.27 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
49.51 |
49.54 |
PP |
49.06 |
49.08 |
S1 |
48.62 |
48.63 |
|