NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 06-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
50.71 |
53.21 |
2.50 |
4.9% |
49.65 |
High |
54.09 |
55.11 |
1.02 |
1.9% |
56.07 |
Low |
49.49 |
52.82 |
3.33 |
6.7% |
48.55 |
Close |
52.53 |
53.66 |
1.13 |
2.2% |
53.66 |
Range |
4.60 |
2.29 |
-2.31 |
-50.2% |
7.52 |
ATR |
2.98 |
2.95 |
-0.03 |
-1.0% |
0.00 |
Volume |
71,566 |
79,206 |
7,640 |
10.7% |
338,973 |
|
Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.73 |
59.49 |
54.92 |
|
R3 |
58.44 |
57.20 |
54.29 |
|
R2 |
56.15 |
56.15 |
54.08 |
|
R1 |
54.91 |
54.91 |
53.87 |
55.53 |
PP |
53.86 |
53.86 |
53.86 |
54.18 |
S1 |
52.62 |
52.62 |
53.45 |
53.24 |
S2 |
51.57 |
51.57 |
53.24 |
|
S3 |
49.28 |
50.33 |
53.03 |
|
S4 |
46.99 |
48.04 |
52.40 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.32 |
72.01 |
57.80 |
|
R3 |
67.80 |
64.49 |
55.73 |
|
R2 |
60.28 |
60.28 |
55.04 |
|
R1 |
56.97 |
56.97 |
54.35 |
58.63 |
PP |
52.76 |
52.76 |
52.76 |
53.59 |
S1 |
49.45 |
49.45 |
52.97 |
51.11 |
S2 |
45.24 |
45.24 |
52.28 |
|
S3 |
37.72 |
41.93 |
51.59 |
|
S4 |
30.20 |
34.41 |
49.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.07 |
48.55 |
7.52 |
14.0% |
3.88 |
7.2% |
68% |
False |
False |
67,794 |
10 |
56.07 |
45.52 |
10.55 |
19.7% |
2.96 |
5.5% |
77% |
False |
False |
56,556 |
20 |
56.07 |
45.52 |
10.55 |
19.7% |
2.84 |
5.3% |
77% |
False |
False |
48,621 |
40 |
64.06 |
45.52 |
18.54 |
34.6% |
2.74 |
5.1% |
44% |
False |
False |
34,995 |
60 |
78.08 |
45.52 |
32.56 |
60.7% |
2.55 |
4.8% |
25% |
False |
False |
27,758 |
80 |
83.21 |
45.52 |
37.69 |
70.2% |
2.37 |
4.4% |
22% |
False |
False |
22,832 |
100 |
91.81 |
45.52 |
46.29 |
86.3% |
2.16 |
4.0% |
18% |
False |
False |
19,408 |
120 |
93.40 |
45.52 |
47.88 |
89.2% |
1.96 |
3.7% |
17% |
False |
False |
16,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.84 |
2.618 |
61.11 |
1.618 |
58.82 |
1.000 |
57.40 |
0.618 |
56.53 |
HIGH |
55.11 |
0.618 |
54.24 |
0.500 |
53.97 |
0.382 |
53.69 |
LOW |
52.82 |
0.618 |
51.40 |
1.000 |
50.53 |
1.618 |
49.11 |
2.618 |
46.82 |
4.250 |
43.09 |
|
|
Fisher Pivots for day following 06-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
53.97 |
53.21 |
PP |
53.86 |
52.75 |
S1 |
53.76 |
52.30 |
|