NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 17-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
53.48 |
54.92 |
1.44 |
2.7% |
55.07 |
High |
55.54 |
56.08 |
0.54 |
1.0% |
55.65 |
Low |
53.25 |
52.95 |
-0.30 |
-0.6% |
50.20 |
Close |
54.96 |
55.52 |
0.56 |
1.0% |
54.96 |
Range |
2.29 |
3.13 |
0.84 |
36.7% |
5.45 |
ATR |
2.82 |
2.85 |
0.02 |
0.8% |
0.00 |
Volume |
121,162 |
91,831 |
-29,331 |
-24.2% |
529,261 |
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.24 |
63.01 |
57.24 |
|
R3 |
61.11 |
59.88 |
56.38 |
|
R2 |
57.98 |
57.98 |
56.09 |
|
R1 |
56.75 |
56.75 |
55.81 |
57.37 |
PP |
54.85 |
54.85 |
54.85 |
55.16 |
S1 |
53.62 |
53.62 |
55.23 |
54.24 |
S2 |
51.72 |
51.72 |
54.95 |
|
S3 |
48.59 |
50.49 |
54.66 |
|
S4 |
45.46 |
47.36 |
53.80 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.95 |
67.91 |
57.96 |
|
R3 |
64.50 |
62.46 |
56.46 |
|
R2 |
59.05 |
59.05 |
55.96 |
|
R1 |
57.01 |
57.01 |
55.46 |
55.31 |
PP |
53.60 |
53.60 |
53.60 |
52.75 |
S1 |
51.56 |
51.56 |
54.46 |
49.86 |
S2 |
48.15 |
48.15 |
53.96 |
|
S3 |
42.70 |
46.11 |
53.46 |
|
S4 |
37.25 |
40.66 |
51.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.08 |
50.20 |
5.88 |
10.6% |
2.63 |
4.7% |
90% |
True |
False |
107,661 |
10 |
56.08 |
49.49 |
6.59 |
11.9% |
3.08 |
5.6% |
92% |
True |
False |
90,210 |
20 |
56.08 |
45.52 |
10.56 |
19.0% |
2.71 |
4.9% |
95% |
True |
False |
67,564 |
40 |
59.90 |
45.52 |
14.38 |
25.9% |
2.68 |
4.8% |
70% |
False |
False |
47,000 |
60 |
77.67 |
45.52 |
32.15 |
57.9% |
2.63 |
4.7% |
31% |
False |
False |
37,245 |
80 |
81.93 |
45.52 |
36.41 |
65.6% |
2.38 |
4.3% |
27% |
False |
False |
30,018 |
100 |
90.94 |
45.52 |
45.42 |
81.8% |
2.26 |
4.1% |
22% |
False |
False |
25,476 |
120 |
93.40 |
45.52 |
47.88 |
86.2% |
2.05 |
3.7% |
21% |
False |
False |
21,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.38 |
2.618 |
64.27 |
1.618 |
61.14 |
1.000 |
59.21 |
0.618 |
58.01 |
HIGH |
56.08 |
0.618 |
54.88 |
0.500 |
54.52 |
0.382 |
54.15 |
LOW |
52.95 |
0.618 |
51.02 |
1.000 |
49.82 |
1.618 |
47.89 |
2.618 |
44.76 |
4.250 |
39.65 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.19 |
54.93 |
PP |
54.85 |
54.33 |
S1 |
54.52 |
53.74 |
|