NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 02-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
51.05 |
51.71 |
0.66 |
1.3% |
51.92 |
High |
52.27 |
53.01 |
0.74 |
1.4% |
53.04 |
Low |
50.81 |
50.99 |
0.18 |
0.4% |
50.03 |
Close |
52.14 |
51.52 |
-0.62 |
-1.2% |
52.14 |
Range |
1.46 |
2.02 |
0.56 |
38.4% |
3.01 |
ATR |
2.66 |
2.61 |
-0.05 |
-1.7% |
0.00 |
Volume |
166,047 |
131,294 |
-34,753 |
-20.9% |
593,669 |
|
Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.90 |
56.73 |
52.63 |
|
R3 |
55.88 |
54.71 |
52.08 |
|
R2 |
53.86 |
53.86 |
51.89 |
|
R1 |
52.69 |
52.69 |
51.71 |
52.27 |
PP |
51.84 |
51.84 |
51.84 |
51.63 |
S1 |
50.67 |
50.67 |
51.33 |
50.25 |
S2 |
49.82 |
49.82 |
51.15 |
|
S3 |
47.80 |
48.65 |
50.96 |
|
S4 |
45.78 |
46.63 |
50.41 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.77 |
59.46 |
53.80 |
|
R3 |
57.76 |
56.45 |
52.97 |
|
R2 |
54.75 |
54.75 |
52.69 |
|
R1 |
53.44 |
53.44 |
52.42 |
54.10 |
PP |
51.74 |
51.74 |
51.74 |
52.06 |
S1 |
50.43 |
50.43 |
51.86 |
51.09 |
S2 |
48.73 |
48.73 |
51.59 |
|
S3 |
45.72 |
47.42 |
51.31 |
|
S4 |
42.71 |
44.41 |
50.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.04 |
50.03 |
3.01 |
5.8% |
2.21 |
4.3% |
50% |
False |
False |
127,673 |
10 |
56.08 |
50.03 |
6.05 |
11.7% |
2.41 |
4.7% |
25% |
False |
False |
111,468 |
20 |
56.08 |
48.55 |
7.53 |
14.6% |
2.78 |
5.4% |
39% |
False |
False |
99,145 |
40 |
56.46 |
45.52 |
10.94 |
21.2% |
2.63 |
5.1% |
55% |
False |
False |
68,759 |
60 |
68.83 |
45.52 |
23.31 |
45.2% |
2.58 |
5.0% |
26% |
False |
False |
52,104 |
80 |
79.76 |
45.52 |
34.24 |
66.5% |
2.49 |
4.8% |
18% |
False |
False |
42,021 |
100 |
86.50 |
45.52 |
40.98 |
79.5% |
2.34 |
4.5% |
15% |
False |
False |
35,062 |
120 |
91.81 |
45.52 |
46.29 |
89.8% |
2.16 |
4.2% |
13% |
False |
False |
30,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.60 |
2.618 |
58.30 |
1.618 |
56.28 |
1.000 |
55.03 |
0.618 |
54.26 |
HIGH |
53.01 |
0.618 |
52.24 |
0.500 |
52.00 |
0.382 |
51.76 |
LOW |
50.99 |
0.618 |
49.74 |
1.000 |
48.97 |
1.618 |
47.72 |
2.618 |
45.70 |
4.250 |
42.41 |
|
|
Fisher Pivots for day following 02-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
52.00 |
51.54 |
PP |
51.84 |
51.53 |
S1 |
51.68 |
51.53 |
|