NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
53.01 |
51.49 |
-1.52 |
-2.9% |
49.65 |
High |
53.01 |
53.83 |
0.82 |
1.5% |
56.07 |
Low |
50.20 |
51.40 |
1.20 |
2.4% |
48.55 |
Close |
51.08 |
53.50 |
2.42 |
4.7% |
53.66 |
Range |
2.81 |
2.43 |
-0.38 |
-13.5% |
7.52 |
ATR |
2.87 |
2.86 |
-0.01 |
-0.3% |
0.00 |
Volume |
100,274 |
110,254 |
9,980 |
10.0% |
338,973 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.20 |
59.28 |
54.84 |
|
R3 |
57.77 |
56.85 |
54.17 |
|
R2 |
55.34 |
55.34 |
53.95 |
|
R1 |
54.42 |
54.42 |
53.72 |
54.88 |
PP |
52.91 |
52.91 |
52.91 |
53.14 |
S1 |
51.99 |
51.99 |
53.28 |
52.45 |
S2 |
50.48 |
50.48 |
53.05 |
|
S3 |
48.05 |
49.56 |
52.83 |
|
S4 |
45.62 |
47.13 |
52.16 |
|
|
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 |
50.20 |
5.45 |
10.2% |
2.42 |
4.5% |
61% |
False |
False |
97,461 |
10 |
56.07 |
46.18 |
9.89 |
18.5% |
3.32 |
6.2% |
74% |
False |
False |
78,566 |
20 |
56.07 |
45.52 |
10.55 |
19.7% |
2.82 |
5.3% |
76% |
False |
False |
61,524 |
40 |
59.99 |
45.52 |
14.47 |
27.0% |
2.73 |
5.1% |
55% |
False |
False |
42,959 |
60 |
77.67 |
45.52 |
32.15 |
60.1% |
2.59 |
4.8% |
25% |
False |
False |
33,966 |
80 |
81.93 |
45.52 |
36.41 |
68.1% |
2.35 |
4.4% |
22% |
False |
False |
27,485 |
100 |
90.94 |
45.52 |
45.42 |
84.9% |
2.22 |
4.2% |
18% |
False |
False |
23,396 |
120 |
93.40 |
45.52 |
47.88 |
89.5% |
2.02 |
3.8% |
17% |
False |
False |
19,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.16 |
2.618 |
60.19 |
1.618 |
57.76 |
1.000 |
56.26 |
0.618 |
55.33 |
HIGH |
53.83 |
0.618 |
52.90 |
0.500 |
52.62 |
0.382 |
52.33 |
LOW |
51.40 |
0.618 |
49.90 |
1.000 |
48.97 |
1.618 |
47.47 |
2.618 |
45.04 |
4.250 |
41.07 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
53.21 |
53.12 |
PP |
52.91 |
52.73 |
S1 |
52.62 |
52.35 |
|