NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 18-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
54.92 |
55.32 |
0.40 |
0.7% |
55.07 |
High |
56.08 |
55.44 |
-0.64 |
-1.1% |
55.65 |
Low |
52.95 |
52.22 |
-0.73 |
-1.4% |
50.20 |
Close |
55.52 |
53.97 |
-1.55 |
-2.8% |
54.96 |
Range |
3.13 |
3.22 |
0.09 |
2.9% |
5.45 |
ATR |
2.85 |
2.88 |
0.03 |
1.1% |
0.00 |
Volume |
91,831 |
107,241 |
15,410 |
16.8% |
529,261 |
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.54 |
61.97 |
55.74 |
|
R3 |
60.32 |
58.75 |
54.86 |
|
R2 |
57.10 |
57.10 |
54.56 |
|
R1 |
55.53 |
55.53 |
54.27 |
54.71 |
PP |
53.88 |
53.88 |
53.88 |
53.46 |
S1 |
52.31 |
52.31 |
53.67 |
51.49 |
S2 |
50.66 |
50.66 |
53.38 |
|
S3 |
47.44 |
49.09 |
53.08 |
|
S4 |
44.22 |
45.87 |
52.20 |
|
|
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 |
10.9% |
2.78 |
5.1% |
64% |
False |
False |
106,152 |
10 |
56.08 |
49.49 |
6.59 |
12.2% |
2.97 |
5.5% |
68% |
False |
False |
94,799 |
20 |
56.08 |
45.52 |
10.56 |
19.6% |
2.73 |
5.1% |
80% |
False |
False |
71,208 |
40 |
59.61 |
45.52 |
14.09 |
26.1% |
2.65 |
4.9% |
60% |
False |
False |
49,030 |
60 |
77.67 |
45.52 |
32.15 |
59.6% |
2.66 |
4.9% |
26% |
False |
False |
38,931 |
80 |
81.93 |
45.52 |
36.41 |
67.5% |
2.40 |
4.4% |
23% |
False |
False |
31,295 |
100 |
90.94 |
45.52 |
45.42 |
84.2% |
2.28 |
4.2% |
19% |
False |
False |
26,497 |
120 |
93.40 |
45.52 |
47.88 |
88.7% |
2.08 |
3.8% |
18% |
False |
False |
22,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.13 |
2.618 |
63.87 |
1.618 |
60.65 |
1.000 |
58.66 |
0.618 |
57.43 |
HIGH |
55.44 |
0.618 |
54.21 |
0.500 |
53.83 |
0.382 |
53.45 |
LOW |
52.22 |
0.618 |
50.23 |
1.000 |
49.00 |
1.618 |
47.01 |
2.618 |
43.79 |
4.250 |
38.54 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
53.92 |
54.15 |
PP |
53.88 |
54.09 |
S1 |
53.83 |
54.03 |
|