NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
53.32 |
51.92 |
-1.40 |
-2.6% |
54.92 |
High |
53.63 |
52.32 |
-1.31 |
-2.4% |
56.08 |
Low |
51.97 |
50.11 |
-1.86 |
-3.6% |
50.99 |
Close |
52.09 |
51.01 |
-1.08 |
-2.1% |
52.09 |
Range |
1.66 |
2.21 |
0.55 |
33.1% |
5.09 |
ATR |
2.80 |
2.76 |
-0.04 |
-1.5% |
0.00 |
Volume |
109,169 |
86,597 |
-22,572 |
-20.7% |
389,718 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.78 |
56.60 |
52.23 |
|
R3 |
55.57 |
54.39 |
51.62 |
|
R2 |
53.36 |
53.36 |
51.42 |
|
R1 |
52.18 |
52.18 |
51.21 |
51.67 |
PP |
51.15 |
51.15 |
51.15 |
50.89 |
S1 |
49.97 |
49.97 |
50.81 |
49.46 |
S2 |
48.94 |
48.94 |
50.60 |
|
S3 |
46.73 |
47.76 |
50.40 |
|
S4 |
44.52 |
45.55 |
49.79 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.32 |
65.30 |
54.89 |
|
R3 |
63.23 |
60.21 |
53.49 |
|
R2 |
58.14 |
58.14 |
53.02 |
|
R1 |
55.12 |
55.12 |
52.56 |
54.09 |
PP |
53.05 |
53.05 |
53.05 |
52.54 |
S1 |
50.03 |
50.03 |
51.62 |
49.00 |
S2 |
47.96 |
47.96 |
51.16 |
|
S3 |
42.87 |
44.94 |
50.69 |
|
S4 |
37.78 |
39.85 |
49.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.08 |
50.11 |
5.97 |
11.7% |
2.62 |
5.1% |
15% |
False |
True |
95,263 |
10 |
56.08 |
50.11 |
5.97 |
11.7% |
2.52 |
4.9% |
15% |
False |
True |
100,557 |
20 |
56.08 |
45.52 |
10.56 |
20.7% |
2.74 |
5.4% |
52% |
False |
False |
78,556 |
40 |
58.30 |
45.52 |
12.78 |
25.1% |
2.58 |
5.1% |
43% |
False |
False |
54,313 |
60 |
76.74 |
45.52 |
31.22 |
61.2% |
2.70 |
5.3% |
18% |
False |
False |
42,706 |
80 |
81.93 |
45.52 |
36.41 |
71.4% |
2.42 |
4.8% |
15% |
False |
False |
34,416 |
100 |
90.94 |
45.52 |
45.42 |
89.0% |
2.33 |
4.6% |
12% |
False |
False |
29,056 |
120 |
93.40 |
45.52 |
47.88 |
93.9% |
2.12 |
4.2% |
11% |
False |
False |
24,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.71 |
2.618 |
58.11 |
1.618 |
55.90 |
1.000 |
54.53 |
0.618 |
53.69 |
HIGH |
52.32 |
0.618 |
51.48 |
0.500 |
51.22 |
0.382 |
50.95 |
LOW |
50.11 |
0.618 |
48.74 |
1.000 |
47.90 |
1.618 |
46.53 |
2.618 |
44.32 |
4.250 |
40.72 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
51.22 |
51.99 |
PP |
51.15 |
51.66 |
S1 |
51.08 |
51.34 |
|