NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
52.89 |
54.91 |
2.02 |
3.8% |
48.16 |
High |
57.19 |
55.63 |
-1.56 |
-2.7% |
51.33 |
Low |
52.84 |
51.43 |
-1.41 |
-2.7% |
46.68 |
Close |
56.11 |
51.89 |
-4.22 |
-7.5% |
51.22 |
Range |
4.35 |
4.20 |
-0.15 |
-3.4% |
4.65 |
ATR |
2.71 |
2.85 |
0.14 |
5.2% |
0.00 |
Volume |
99,591 |
128,595 |
29,004 |
29.1% |
317,723 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.58 |
62.94 |
54.20 |
|
R3 |
61.38 |
58.74 |
53.05 |
|
R2 |
57.18 |
57.18 |
52.66 |
|
R1 |
54.54 |
54.54 |
52.28 |
53.76 |
PP |
52.98 |
52.98 |
52.98 |
52.60 |
S1 |
50.34 |
50.34 |
51.51 |
49.56 |
S2 |
48.78 |
48.78 |
51.12 |
|
S3 |
44.58 |
46.14 |
50.74 |
|
S4 |
40.38 |
41.94 |
49.58 |
|
|
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 |
20.3% |
3.53 |
6.8% |
50% |
False |
False |
87,760 |
10 |
57.19 |
46.68 |
10.51 |
20.3% |
2.77 |
5.3% |
50% |
False |
False |
77,382 |
20 |
57.19 |
46.68 |
10.51 |
20.3% |
2.69 |
5.2% |
50% |
False |
False |
75,106 |
40 |
66.29 |
46.68 |
19.61 |
37.8% |
2.70 |
5.2% |
27% |
False |
False |
58,239 |
60 |
79.86 |
46.68 |
33.18 |
63.9% |
2.55 |
4.9% |
16% |
False |
False |
50,658 |
80 |
84.00 |
46.68 |
37.32 |
71.9% |
2.42 |
4.7% |
14% |
False |
False |
46,813 |
100 |
91.94 |
46.68 |
45.26 |
87.2% |
2.23 |
4.3% |
12% |
False |
False |
43,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.48 |
2.618 |
66.63 |
1.618 |
62.43 |
1.000 |
59.83 |
0.618 |
58.23 |
HIGH |
55.63 |
0.618 |
54.03 |
0.500 |
53.53 |
0.382 |
53.03 |
LOW |
51.43 |
0.618 |
48.83 |
1.000 |
47.23 |
1.618 |
44.63 |
2.618 |
40.43 |
4.250 |
33.58 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
53.53 |
53.46 |
PP |
52.98 |
52.93 |
S1 |
52.44 |
52.41 |
|