NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
46.46 |
49.65 |
3.19 |
6.9% |
46.85 |
| High |
50.17 |
52.35 |
2.18 |
4.3% |
50.17 |
| Low |
46.18 |
48.55 |
2.37 |
5.1% |
45.52 |
| Close |
50.07 |
51.55 |
1.48 |
3.0% |
50.07 |
| Range |
3.99 |
3.80 |
-0.19 |
-4.8% |
4.65 |
| ATR |
2.47 |
2.56 |
0.10 |
3.8% |
0.00 |
| Volume |
38,595 |
57,957 |
19,362 |
50.2% |
226,589 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.22 |
60.68 |
53.64 |
|
| R3 |
58.42 |
56.88 |
52.60 |
|
| R2 |
54.62 |
54.62 |
52.25 |
|
| R1 |
53.08 |
53.08 |
51.90 |
53.85 |
| PP |
50.82 |
50.82 |
50.82 |
51.20 |
| S1 |
49.28 |
49.28 |
51.20 |
50.05 |
| S2 |
47.02 |
47.02 |
50.85 |
|
| S3 |
43.22 |
45.48 |
50.51 |
|
| S4 |
39.42 |
41.68 |
49.46 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.54 |
60.95 |
52.63 |
|
| R3 |
57.89 |
56.30 |
51.35 |
|
| R2 |
53.24 |
53.24 |
50.92 |
|
| R1 |
51.65 |
51.65 |
50.50 |
52.45 |
| PP |
48.59 |
48.59 |
48.59 |
48.98 |
| S1 |
47.00 |
47.00 |
49.64 |
47.80 |
| S2 |
43.94 |
43.94 |
49.22 |
|
| S3 |
39.29 |
42.35 |
48.79 |
|
| S4 |
34.64 |
37.70 |
47.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.35 |
45.52 |
6.83 |
13.2% |
2.42 |
4.7% |
88% |
True |
False |
46,041 |
| 10 |
52.35 |
45.52 |
6.83 |
13.2% |
2.33 |
4.5% |
88% |
True |
False |
44,918 |
| 20 |
54.30 |
45.52 |
8.78 |
17.0% |
2.52 |
4.9% |
69% |
False |
False |
40,408 |
| 40 |
68.67 |
45.52 |
23.15 |
44.9% |
2.54 |
4.9% |
26% |
False |
False |
29,747 |
| 60 |
79.76 |
45.52 |
34.24 |
66.4% |
2.41 |
4.7% |
18% |
False |
False |
23,750 |
| 80 |
85.91 |
45.52 |
40.39 |
78.4% |
2.26 |
4.4% |
15% |
False |
False |
19,709 |
| 100 |
91.81 |
45.52 |
46.29 |
89.8% |
2.06 |
4.0% |
13% |
False |
False |
16,775 |
| 120 |
94.48 |
45.52 |
48.96 |
95.0% |
1.87 |
3.6% |
12% |
False |
False |
14,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.50 |
|
2.618 |
62.30 |
|
1.618 |
58.50 |
|
1.000 |
56.15 |
|
0.618 |
54.70 |
|
HIGH |
52.35 |
|
0.618 |
50.90 |
|
0.500 |
50.45 |
|
0.382 |
50.00 |
|
LOW |
48.55 |
|
0.618 |
46.20 |
|
1.000 |
44.75 |
|
1.618 |
42.40 |
|
2.618 |
38.60 |
|
4.250 |
32.40 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.18 |
50.68 |
| PP |
50.82 |
49.81 |
| S1 |
50.45 |
48.94 |
|