NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
47.66 |
50.66 |
3.00 |
6.3% |
48.16 |
High |
51.33 |
53.56 |
2.23 |
4.3% |
51.33 |
Low |
47.32 |
49.72 |
2.40 |
5.1% |
46.68 |
Close |
51.22 |
52.72 |
1.50 |
2.9% |
51.22 |
Range |
4.01 |
3.84 |
-0.17 |
-4.2% |
4.65 |
ATR |
2.48 |
2.58 |
0.10 |
3.9% |
0.00 |
Volume |
56,283 |
74,336 |
18,053 |
32.1% |
317,723 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.52 |
61.96 |
54.83 |
|
R3 |
59.68 |
58.12 |
53.78 |
|
R2 |
55.84 |
55.84 |
53.42 |
|
R1 |
54.28 |
54.28 |
53.07 |
55.06 |
PP |
52.00 |
52.00 |
52.00 |
52.39 |
S1 |
50.44 |
50.44 |
52.37 |
51.22 |
S2 |
48.16 |
48.16 |
52.02 |
|
S3 |
44.32 |
46.60 |
51.66 |
|
S4 |
40.48 |
42.76 |
50.61 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.69 |
62.11 |
53.78 |
|
R3 |
59.04 |
57.46 |
52.50 |
|
R2 |
54.39 |
54.39 |
52.07 |
|
R1 |
52.81 |
52.81 |
51.65 |
53.60 |
PP |
49.74 |
49.74 |
49.74 |
50.14 |
S1 |
48.16 |
48.16 |
50.79 |
48.95 |
S2 |
45.09 |
45.09 |
50.37 |
|
S3 |
40.44 |
43.51 |
49.94 |
|
S4 |
35.79 |
38.86 |
48.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.56 |
46.68 |
6.88 |
13.1% |
2.41 |
4.6% |
88% |
True |
False |
61,234 |
10 |
53.56 |
46.68 |
6.88 |
13.1% |
2.32 |
4.4% |
88% |
True |
False |
67,844 |
20 |
55.02 |
46.68 |
8.34 |
15.8% |
2.53 |
4.8% |
72% |
False |
False |
67,300 |
40 |
68.95 |
46.68 |
22.27 |
42.2% |
2.58 |
4.9% |
27% |
False |
False |
54,231 |
60 |
79.86 |
46.68 |
33.18 |
62.9% |
2.47 |
4.7% |
18% |
False |
False |
48,609 |
80 |
85.73 |
46.68 |
39.05 |
74.1% |
2.37 |
4.5% |
15% |
False |
False |
45,004 |
100 |
91.94 |
46.68 |
45.26 |
85.8% |
2.18 |
4.1% |
13% |
False |
False |
41,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.88 |
2.618 |
63.61 |
1.618 |
59.77 |
1.000 |
57.40 |
0.618 |
55.93 |
HIGH |
53.56 |
0.618 |
52.09 |
0.500 |
51.64 |
0.382 |
51.19 |
LOW |
49.72 |
0.618 |
47.35 |
1.000 |
45.88 |
1.618 |
43.51 |
2.618 |
39.67 |
4.250 |
33.40 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
52.36 |
51.85 |
PP |
52.00 |
50.99 |
S1 |
51.64 |
50.12 |
|