NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 10-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
55.07 |
54.28 |
-0.79 |
-1.4% |
49.65 |
High |
55.65 |
54.49 |
-1.16 |
-2.1% |
56.07 |
Low |
53.58 |
51.98 |
-1.60 |
-3.0% |
48.55 |
Close |
54.71 |
52.16 |
-2.55 |
-4.7% |
53.66 |
Range |
2.07 |
2.51 |
0.44 |
21.3% |
7.52 |
ATR |
2.89 |
2.88 |
-0.01 |
-0.4% |
0.00 |
Volume |
82,786 |
114,785 |
31,999 |
38.7% |
338,973 |
|
Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.41 |
58.79 |
53.54 |
|
R3 |
57.90 |
56.28 |
52.85 |
|
R2 |
55.39 |
55.39 |
52.62 |
|
R1 |
53.77 |
53.77 |
52.39 |
53.33 |
PP |
52.88 |
52.88 |
52.88 |
52.65 |
S1 |
51.26 |
51.26 |
51.93 |
50.82 |
S2 |
50.37 |
50.37 |
51.70 |
|
S3 |
47.86 |
48.75 |
51.47 |
|
S4 |
45.35 |
46.24 |
50.78 |
|
|
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 |
55.65 |
49.49 |
6.16 |
11.8% |
3.16 |
6.1% |
43% |
False |
False |
83,447 |
10 |
56.07 |
45.52 |
10.55 |
20.2% |
3.07 |
5.9% |
63% |
False |
False |
66,909 |
20 |
56.07 |
45.52 |
10.55 |
20.2% |
2.84 |
5.5% |
63% |
False |
False |
55,164 |
40 |
60.78 |
45.52 |
15.26 |
29.3% |
2.73 |
5.2% |
44% |
False |
False |
38,864 |
60 |
77.67 |
45.52 |
32.15 |
61.6% |
2.59 |
5.0% |
21% |
False |
False |
30,776 |
80 |
82.02 |
45.52 |
36.50 |
70.0% |
2.35 |
4.5% |
18% |
False |
False |
25,093 |
100 |
91.45 |
45.52 |
45.93 |
88.1% |
2.19 |
4.2% |
14% |
False |
False |
21,334 |
120 |
93.40 |
45.52 |
47.88 |
91.8% |
1.99 |
3.8% |
14% |
False |
False |
18,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.16 |
2.618 |
61.06 |
1.618 |
58.55 |
1.000 |
57.00 |
0.618 |
56.04 |
HIGH |
54.49 |
0.618 |
53.53 |
0.500 |
53.24 |
0.382 |
52.94 |
LOW |
51.98 |
0.618 |
50.43 |
1.000 |
49.47 |
1.618 |
47.92 |
2.618 |
45.41 |
4.250 |
41.31 |
|
|
Fisher Pivots for day following 10-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
53.24 |
53.82 |
PP |
52.88 |
53.26 |
S1 |
52.52 |
52.71 |
|