NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 03-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
49.65 |
51.70 |
2.05 |
4.1% |
46.85 |
High |
52.35 |
56.07 |
3.72 |
7.1% |
50.17 |
Low |
48.55 |
51.70 |
3.15 |
6.5% |
45.52 |
Close |
51.55 |
54.95 |
3.40 |
6.6% |
50.07 |
Range |
3.80 |
4.37 |
0.57 |
15.0% |
4.65 |
ATR |
2.56 |
2.70 |
0.14 |
5.4% |
0.00 |
Volume |
57,957 |
61,350 |
3,393 |
5.9% |
226,589 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.35 |
65.52 |
57.35 |
|
R3 |
62.98 |
61.15 |
56.15 |
|
R2 |
58.61 |
58.61 |
55.75 |
|
R1 |
56.78 |
56.78 |
55.35 |
57.70 |
PP |
54.24 |
54.24 |
54.24 |
54.70 |
S1 |
52.41 |
52.41 |
54.55 |
53.33 |
S2 |
49.87 |
49.87 |
54.15 |
|
S3 |
45.50 |
48.04 |
53.75 |
|
S4 |
41.13 |
43.67 |
52.55 |
|
|
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 |
56.07 |
45.52 |
10.55 |
19.2% |
2.98 |
5.4% |
89% |
True |
False |
50,370 |
10 |
56.07 |
45.52 |
10.55 |
19.2% |
2.50 |
4.6% |
89% |
True |
False |
47,617 |
20 |
56.07 |
45.52 |
10.55 |
19.2% |
2.60 |
4.7% |
89% |
True |
False |
42,696 |
40 |
67.44 |
45.52 |
21.92 |
39.9% |
2.61 |
4.7% |
43% |
False |
False |
30,978 |
60 |
79.76 |
45.52 |
34.24 |
62.3% |
2.45 |
4.5% |
28% |
False |
False |
24,545 |
80 |
85.40 |
45.52 |
39.88 |
72.6% |
2.30 |
4.2% |
24% |
False |
False |
20,359 |
100 |
91.81 |
45.52 |
46.29 |
84.2% |
2.09 |
3.8% |
20% |
False |
False |
17,354 |
120 |
94.48 |
45.52 |
48.96 |
89.1% |
1.90 |
3.4% |
19% |
False |
False |
14,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.64 |
2.618 |
67.51 |
1.618 |
63.14 |
1.000 |
60.44 |
0.618 |
58.77 |
HIGH |
56.07 |
0.618 |
54.40 |
0.500 |
53.89 |
0.382 |
53.37 |
LOW |
51.70 |
0.618 |
49.00 |
1.000 |
47.33 |
1.618 |
44.63 |
2.618 |
40.26 |
4.250 |
33.13 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
54.60 |
53.68 |
PP |
54.24 |
52.40 |
S1 |
53.89 |
51.13 |
|