NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
53.67 |
50.71 |
-2.96 |
-5.5% |
46.85 |
High |
54.44 |
54.09 |
-0.35 |
-0.6% |
50.17 |
Low |
50.11 |
49.49 |
-0.62 |
-1.2% |
45.52 |
Close |
50.58 |
52.53 |
1.95 |
3.9% |
50.07 |
Range |
4.33 |
4.60 |
0.27 |
6.2% |
4.65 |
ATR |
2.86 |
2.98 |
0.12 |
4.4% |
0.00 |
Volume |
68,894 |
71,566 |
2,672 |
3.9% |
226,589 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.84 |
63.78 |
55.06 |
|
R3 |
61.24 |
59.18 |
53.80 |
|
R2 |
56.64 |
56.64 |
53.37 |
|
R1 |
54.58 |
54.58 |
52.95 |
55.61 |
PP |
52.04 |
52.04 |
52.04 |
52.55 |
S1 |
49.98 |
49.98 |
52.11 |
51.01 |
S2 |
47.44 |
47.44 |
51.69 |
|
S3 |
42.84 |
45.38 |
51.27 |
|
S4 |
38.24 |
40.78 |
50.00 |
|
|
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 |
46.18 |
9.89 |
18.8% |
4.22 |
8.0% |
64% |
False |
False |
59,672 |
10 |
56.07 |
45.52 |
10.55 |
20.1% |
2.93 |
5.6% |
66% |
False |
False |
53,580 |
20 |
56.07 |
45.52 |
10.55 |
20.1% |
2.80 |
5.3% |
66% |
False |
False |
46,117 |
40 |
64.72 |
45.52 |
19.20 |
36.6% |
2.73 |
5.2% |
37% |
False |
False |
33,703 |
60 |
79.76 |
45.52 |
34.24 |
65.2% |
2.55 |
4.9% |
20% |
False |
False |
26,607 |
80 |
83.71 |
45.52 |
38.19 |
72.7% |
2.35 |
4.5% |
18% |
False |
False |
21,914 |
100 |
91.81 |
45.52 |
46.29 |
88.1% |
2.15 |
4.1% |
15% |
False |
False |
18,650 |
120 |
93.40 |
45.52 |
47.88 |
91.1% |
1.95 |
3.7% |
15% |
False |
False |
16,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.64 |
2.618 |
66.13 |
1.618 |
61.53 |
1.000 |
58.69 |
0.618 |
56.93 |
HIGH |
54.09 |
0.618 |
52.33 |
0.500 |
51.79 |
0.382 |
51.25 |
LOW |
49.49 |
0.618 |
46.65 |
1.000 |
44.89 |
1.618 |
42.05 |
2.618 |
37.45 |
4.250 |
29.94 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
52.28 |
52.78 |
PP |
52.04 |
52.70 |
S1 |
51.79 |
52.61 |
|