NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
55.32 |
52.47 |
-2.85 |
-5.2% |
55.07 |
High |
55.44 |
53.86 |
-1.58 |
-2.8% |
55.65 |
Low |
52.22 |
50.99 |
-1.23 |
-2.4% |
50.20 |
Close |
53.97 |
53.00 |
-0.97 |
-1.8% |
54.96 |
Range |
3.22 |
2.87 |
-0.35 |
-10.9% |
5.45 |
ATR |
2.88 |
2.89 |
0.01 |
0.3% |
0.00 |
Volume |
107,241 |
81,477 |
-25,764 |
-24.0% |
529,261 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.23 |
59.98 |
54.58 |
|
R3 |
58.36 |
57.11 |
53.79 |
|
R2 |
55.49 |
55.49 |
53.53 |
|
R1 |
54.24 |
54.24 |
53.26 |
54.87 |
PP |
52.62 |
52.62 |
52.62 |
52.93 |
S1 |
51.37 |
51.37 |
52.74 |
52.00 |
S2 |
49.75 |
49.75 |
52.47 |
|
S3 |
46.88 |
48.50 |
52.21 |
|
S4 |
44.01 |
45.63 |
51.42 |
|
|
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 |
50.99 |
5.09 |
9.6% |
2.79 |
5.3% |
39% |
False |
True |
102,393 |
10 |
56.08 |
49.49 |
6.59 |
12.4% |
2.82 |
5.3% |
53% |
False |
False |
96,058 |
20 |
56.08 |
45.52 |
10.56 |
19.9% |
2.80 |
5.3% |
71% |
False |
False |
73,035 |
40 |
59.61 |
45.52 |
14.09 |
26.6% |
2.62 |
5.0% |
53% |
False |
False |
50,321 |
60 |
77.67 |
45.52 |
32.15 |
60.7% |
2.68 |
5.1% |
23% |
False |
False |
39,944 |
80 |
81.93 |
45.52 |
36.41 |
68.7% |
2.40 |
4.5% |
21% |
False |
False |
32,207 |
100 |
90.94 |
45.52 |
45.42 |
85.7% |
2.30 |
4.3% |
16% |
False |
False |
27,224 |
120 |
93.40 |
45.52 |
47.88 |
90.3% |
2.10 |
4.0% |
16% |
False |
False |
23,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.06 |
2.618 |
61.37 |
1.618 |
58.50 |
1.000 |
56.73 |
0.618 |
55.63 |
HIGH |
53.86 |
0.618 |
52.76 |
0.500 |
52.43 |
0.382 |
52.09 |
LOW |
50.99 |
0.618 |
49.22 |
1.000 |
48.12 |
1.618 |
46.35 |
2.618 |
43.48 |
4.250 |
38.79 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
52.81 |
53.54 |
PP |
52.62 |
53.36 |
S1 |
52.43 |
53.18 |
|