NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 03-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
50.66 |
52.89 |
2.23 |
4.4% |
48.16 |
High |
53.56 |
57.19 |
3.63 |
6.8% |
51.33 |
Low |
49.72 |
52.84 |
3.12 |
6.3% |
46.68 |
Close |
52.72 |
56.11 |
3.39 |
6.4% |
51.22 |
Range |
3.84 |
4.35 |
0.51 |
13.3% |
4.65 |
ATR |
2.58 |
2.71 |
0.14 |
5.2% |
0.00 |
Volume |
74,336 |
99,591 |
25,255 |
34.0% |
317,723 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.43 |
66.62 |
58.50 |
|
R3 |
64.08 |
62.27 |
57.31 |
|
R2 |
59.73 |
59.73 |
56.91 |
|
R1 |
57.92 |
57.92 |
56.51 |
58.83 |
PP |
55.38 |
55.38 |
55.38 |
55.83 |
S1 |
53.57 |
53.57 |
55.71 |
54.48 |
S2 |
51.03 |
51.03 |
55.31 |
|
S3 |
46.68 |
49.22 |
54.91 |
|
S4 |
42.33 |
44.87 |
53.72 |
|
|
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 |
57.19 |
46.68 |
10.51 |
18.7% |
2.96 |
5.3% |
90% |
True |
False |
71,481 |
10 |
57.19 |
46.68 |
10.51 |
18.7% |
2.49 |
4.4% |
90% |
True |
False |
72,073 |
20 |
57.19 |
46.68 |
10.51 |
18.7% |
2.62 |
4.7% |
90% |
True |
False |
70,832 |
40 |
67.62 |
46.68 |
20.94 |
37.3% |
2.63 |
4.7% |
45% |
False |
False |
55,823 |
60 |
79.86 |
46.68 |
33.18 |
59.1% |
2.50 |
4.5% |
28% |
False |
False |
49,290 |
80 |
85.49 |
46.68 |
38.81 |
69.2% |
2.40 |
4.3% |
24% |
False |
False |
45,738 |
100 |
91.94 |
46.68 |
45.26 |
80.7% |
2.21 |
3.9% |
21% |
False |
False |
41,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.68 |
2.618 |
68.58 |
1.618 |
64.23 |
1.000 |
61.54 |
0.618 |
59.88 |
HIGH |
57.19 |
0.618 |
55.53 |
0.500 |
55.02 |
0.382 |
54.50 |
LOW |
52.84 |
0.618 |
50.15 |
1.000 |
48.49 |
1.618 |
45.80 |
2.618 |
41.45 |
4.250 |
34.35 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.75 |
54.83 |
PP |
55.38 |
53.54 |
S1 |
55.02 |
52.26 |
|