NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 18-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
56.12 |
56.53 |
0.41 |
0.7% |
55.00 |
High |
57.27 |
56.67 |
-0.60 |
-1.0% |
56.78 |
Low |
54.27 |
53.49 |
-0.78 |
-1.4% |
51.50 |
Close |
56.76 |
55.19 |
-1.57 |
-2.8% |
56.25 |
Range |
3.00 |
3.18 |
0.18 |
6.0% |
5.28 |
ATR |
2.81 |
2.85 |
0.03 |
1.2% |
0.00 |
Volume |
93,535 |
129,155 |
35,620 |
38.1% |
534,267 |
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.66 |
63.10 |
56.94 |
|
R3 |
61.48 |
59.92 |
56.06 |
|
R2 |
58.30 |
58.30 |
55.77 |
|
R1 |
56.74 |
56.74 |
55.48 |
55.93 |
PP |
55.12 |
55.12 |
55.12 |
54.71 |
S1 |
53.56 |
53.56 |
54.90 |
52.75 |
S2 |
51.94 |
51.94 |
54.61 |
|
S3 |
48.76 |
50.38 |
54.32 |
|
S4 |
45.58 |
47.20 |
53.44 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.68 |
68.75 |
59.15 |
|
R3 |
65.40 |
63.47 |
57.70 |
|
R2 |
60.12 |
60.12 |
57.22 |
|
R1 |
58.19 |
58.19 |
56.73 |
59.16 |
PP |
54.84 |
54.84 |
54.84 |
55.33 |
S1 |
52.91 |
52.91 |
55.77 |
53.88 |
S2 |
49.56 |
49.56 |
55.28 |
|
S3 |
44.28 |
47.63 |
54.80 |
|
S4 |
39.00 |
42.35 |
53.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.27 |
51.50 |
5.77 |
10.5% |
2.72 |
4.9% |
64% |
False |
False |
104,650 |
10 |
57.27 |
50.70 |
6.57 |
11.9% |
2.90 |
5.3% |
68% |
False |
False |
111,434 |
20 |
57.27 |
46.68 |
10.59 |
19.2% |
2.70 |
4.9% |
80% |
False |
False |
91,753 |
40 |
59.98 |
46.68 |
13.30 |
24.1% |
2.65 |
4.8% |
64% |
False |
False |
71,271 |
60 |
77.70 |
46.68 |
31.02 |
56.2% |
2.69 |
4.9% |
27% |
False |
False |
62,213 |
80 |
81.92 |
46.68 |
35.24 |
63.9% |
2.46 |
4.4% |
24% |
False |
False |
54,987 |
100 |
90.62 |
46.68 |
43.94 |
79.6% |
2.37 |
4.3% |
19% |
False |
False |
51,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.19 |
2.618 |
65.00 |
1.618 |
61.82 |
1.000 |
59.85 |
0.618 |
58.64 |
HIGH |
56.67 |
0.618 |
55.46 |
0.500 |
55.08 |
0.382 |
54.70 |
LOW |
53.49 |
0.618 |
51.52 |
1.000 |
50.31 |
1.618 |
48.34 |
2.618 |
45.16 |
4.250 |
39.98 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.15 |
55.38 |
PP |
55.12 |
55.32 |
S1 |
55.08 |
55.25 |
|