NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 25-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
51.00 |
50.79 |
-0.21 |
-0.4% |
54.92 |
High |
51.84 |
53.03 |
1.19 |
2.3% |
56.08 |
Low |
50.26 |
50.05 |
-0.21 |
-0.4% |
50.99 |
Close |
50.83 |
52.76 |
1.93 |
3.8% |
52.09 |
Range |
1.58 |
2.98 |
1.40 |
88.6% |
5.09 |
ATR |
2.67 |
2.69 |
0.02 |
0.8% |
0.00 |
Volume |
143,887 |
67,121 |
-76,766 |
-53.4% |
389,718 |
|
Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.89 |
59.80 |
54.40 |
|
R3 |
57.91 |
56.82 |
53.58 |
|
R2 |
54.93 |
54.93 |
53.31 |
|
R1 |
53.84 |
53.84 |
53.03 |
54.39 |
PP |
51.95 |
51.95 |
51.95 |
52.22 |
S1 |
50.86 |
50.86 |
52.49 |
51.41 |
S2 |
48.97 |
48.97 |
52.21 |
|
S3 |
45.99 |
47.88 |
51.94 |
|
S4 |
43.01 |
44.90 |
51.12 |
|
|
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 |
53.86 |
50.05 |
3.81 |
7.2% |
2.26 |
4.3% |
71% |
False |
True |
97,650 |
10 |
56.08 |
50.05 |
6.03 |
11.4% |
2.52 |
4.8% |
45% |
False |
True |
101,901 |
20 |
56.08 |
45.52 |
10.56 |
20.0% |
2.79 |
5.3% |
69% |
False |
False |
84,405 |
40 |
57.00 |
45.52 |
11.48 |
21.8% |
2.60 |
4.9% |
63% |
False |
False |
59,027 |
60 |
73.70 |
45.52 |
28.18 |
53.4% |
2.71 |
5.1% |
26% |
False |
False |
45,869 |
80 |
81.16 |
45.52 |
35.64 |
67.6% |
2.46 |
4.7% |
20% |
False |
False |
36,933 |
100 |
87.69 |
45.52 |
42.17 |
79.9% |
2.33 |
4.4% |
17% |
False |
False |
31,049 |
120 |
93.24 |
45.52 |
47.72 |
90.4% |
2.13 |
4.0% |
15% |
False |
False |
26,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.70 |
2.618 |
60.83 |
1.618 |
57.85 |
1.000 |
56.01 |
0.618 |
54.87 |
HIGH |
53.03 |
0.618 |
51.89 |
0.500 |
51.54 |
0.382 |
51.19 |
LOW |
50.05 |
0.618 |
48.21 |
1.000 |
47.07 |
1.618 |
45.23 |
2.618 |
42.25 |
4.250 |
37.39 |
|
|
Fisher Pivots for day following 25-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
52.35 |
52.35 |
PP |
51.95 |
51.95 |
S1 |
51.54 |
51.54 |
|