NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 19-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
56.53 |
53.71 |
-2.82 |
-5.0% |
55.00 |
High |
56.67 |
55.02 |
-1.65 |
-2.9% |
56.78 |
Low |
53.49 |
52.24 |
-1.25 |
-2.3% |
51.50 |
Close |
55.19 |
54.22 |
-0.97 |
-1.8% |
56.25 |
Range |
3.18 |
2.78 |
-0.40 |
-12.6% |
5.28 |
ATR |
2.85 |
2.85 |
0.01 |
0.3% |
0.00 |
Volume |
129,155 |
87,451 |
-41,704 |
-32.3% |
534,267 |
|
Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.17 |
60.97 |
55.75 |
|
R3 |
59.39 |
58.19 |
54.98 |
|
R2 |
56.61 |
56.61 |
54.73 |
|
R1 |
55.41 |
55.41 |
54.47 |
56.01 |
PP |
53.83 |
53.83 |
53.83 |
54.13 |
S1 |
52.63 |
52.63 |
53.97 |
53.23 |
S2 |
51.05 |
51.05 |
53.71 |
|
S3 |
48.27 |
49.85 |
53.46 |
|
S4 |
45.49 |
47.07 |
52.69 |
|
|
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 |
52.24 |
5.03 |
9.3% |
2.72 |
5.0% |
39% |
False |
True |
102,892 |
10 |
57.27 |
50.70 |
6.57 |
12.1% |
2.76 |
5.1% |
54% |
False |
False |
107,320 |
20 |
57.27 |
46.68 |
10.59 |
19.5% |
2.77 |
5.1% |
71% |
False |
False |
92,351 |
40 |
59.98 |
46.68 |
13.30 |
24.5% |
2.63 |
4.8% |
57% |
False |
False |
71,874 |
60 |
77.70 |
46.68 |
31.02 |
57.2% |
2.70 |
5.0% |
24% |
False |
False |
62,782 |
80 |
81.92 |
46.68 |
35.24 |
65.0% |
2.46 |
4.5% |
21% |
False |
False |
55,591 |
100 |
90.62 |
46.68 |
43.94 |
81.0% |
2.39 |
4.4% |
17% |
False |
False |
51,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.84 |
2.618 |
62.30 |
1.618 |
59.52 |
1.000 |
57.80 |
0.618 |
56.74 |
HIGH |
55.02 |
0.618 |
53.96 |
0.500 |
53.63 |
0.382 |
53.30 |
LOW |
52.24 |
0.618 |
50.52 |
1.000 |
49.46 |
1.618 |
47.74 |
2.618 |
44.96 |
4.250 |
40.43 |
|
|
Fisher Pivots for day following 19-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
54.02 |
54.76 |
PP |
53.83 |
54.58 |
S1 |
53.63 |
54.40 |
|