NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
51.92 |
51.00 |
-0.92 |
-1.8% |
54.92 |
High |
52.32 |
51.84 |
-0.48 |
-0.9% |
56.08 |
Low |
50.11 |
50.26 |
0.15 |
0.3% |
50.99 |
Close |
51.01 |
50.83 |
-0.18 |
-0.4% |
52.09 |
Range |
2.21 |
1.58 |
-0.63 |
-28.5% |
5.09 |
ATR |
2.76 |
2.67 |
-0.08 |
-3.0% |
0.00 |
Volume |
86,597 |
143,887 |
57,290 |
66.2% |
389,718 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.72 |
54.85 |
51.70 |
|
R3 |
54.14 |
53.27 |
51.26 |
|
R2 |
52.56 |
52.56 |
51.12 |
|
R1 |
51.69 |
51.69 |
50.97 |
51.34 |
PP |
50.98 |
50.98 |
50.98 |
50.80 |
S1 |
50.11 |
50.11 |
50.69 |
49.76 |
S2 |
49.40 |
49.40 |
50.54 |
|
S3 |
47.82 |
48.53 |
50.40 |
|
S4 |
46.24 |
46.95 |
49.96 |
|
|
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 |
55.44 |
50.11 |
5.33 |
10.5% |
2.31 |
4.5% |
14% |
False |
False |
105,674 |
10 |
56.08 |
50.11 |
5.97 |
11.7% |
2.47 |
4.9% |
12% |
False |
False |
106,667 |
20 |
56.08 |
45.52 |
10.56 |
20.8% |
2.72 |
5.4% |
50% |
False |
False |
83,034 |
40 |
57.80 |
45.52 |
12.28 |
24.2% |
2.57 |
5.1% |
43% |
False |
False |
57,583 |
60 |
74.80 |
45.52 |
29.28 |
57.6% |
2.68 |
5.3% |
18% |
False |
False |
44,944 |
80 |
81.93 |
45.52 |
36.41 |
71.6% |
2.43 |
4.8% |
15% |
False |
False |
36,153 |
100 |
89.37 |
45.52 |
43.85 |
86.3% |
2.31 |
4.6% |
12% |
False |
False |
30,446 |
120 |
93.40 |
45.52 |
47.88 |
94.2% |
2.12 |
4.2% |
11% |
False |
False |
26,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.56 |
2.618 |
55.98 |
1.618 |
54.40 |
1.000 |
53.42 |
0.618 |
52.82 |
HIGH |
51.84 |
0.618 |
51.24 |
0.500 |
51.05 |
0.382 |
50.86 |
LOW |
50.26 |
0.618 |
49.28 |
1.000 |
48.68 |
1.618 |
47.70 |
2.618 |
46.12 |
4.250 |
43.55 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
51.05 |
51.87 |
PP |
50.98 |
51.52 |
S1 |
50.90 |
51.18 |
|