NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
54.29 |
53.34 |
-0.95 |
-1.7% |
56.12 |
High |
54.84 |
53.73 |
-1.11 |
-2.0% |
57.27 |
Low |
53.29 |
51.60 |
-1.69 |
-3.2% |
52.24 |
Close |
53.45 |
52.56 |
-0.89 |
-1.7% |
53.45 |
Range |
1.55 |
2.13 |
0.58 |
37.4% |
5.03 |
ATR |
2.76 |
2.72 |
-0.05 |
-1.6% |
0.00 |
Volume |
106,208 |
75,753 |
-30,455 |
-28.7% |
416,349 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.02 |
57.92 |
53.73 |
|
R3 |
56.89 |
55.79 |
53.15 |
|
R2 |
54.76 |
54.76 |
52.95 |
|
R1 |
53.66 |
53.66 |
52.76 |
53.15 |
PP |
52.63 |
52.63 |
52.63 |
52.37 |
S1 |
51.53 |
51.53 |
52.36 |
51.02 |
S2 |
50.50 |
50.50 |
52.17 |
|
S3 |
48.37 |
49.40 |
51.97 |
|
S4 |
46.24 |
47.27 |
51.39 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.41 |
66.46 |
56.22 |
|
R3 |
64.38 |
61.43 |
54.83 |
|
R2 |
59.35 |
59.35 |
54.37 |
|
R1 |
56.40 |
56.40 |
53.91 |
55.36 |
PP |
54.32 |
54.32 |
54.32 |
53.80 |
S1 |
51.37 |
51.37 |
52.99 |
50.33 |
S2 |
49.29 |
49.29 |
52.53 |
|
S3 |
44.26 |
46.34 |
52.07 |
|
S4 |
39.23 |
41.31 |
50.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.27 |
51.60 |
5.67 |
10.8% |
2.53 |
4.8% |
17% |
False |
True |
98,420 |
10 |
57.27 |
51.50 |
5.77 |
11.0% |
2.44 |
4.6% |
18% |
False |
False |
102,636 |
20 |
57.27 |
46.68 |
10.59 |
20.1% |
2.69 |
5.1% |
56% |
False |
False |
93,770 |
40 |
58.73 |
46.68 |
12.05 |
22.9% |
2.58 |
4.9% |
49% |
False |
False |
74,495 |
60 |
76.75 |
46.68 |
30.07 |
57.2% |
2.71 |
5.2% |
20% |
False |
False |
64,790 |
80 |
81.92 |
46.68 |
35.24 |
67.0% |
2.47 |
4.7% |
17% |
False |
False |
56,979 |
100 |
90.62 |
46.68 |
43.94 |
83.6% |
2.41 |
4.6% |
13% |
False |
False |
52,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.78 |
2.618 |
59.31 |
1.618 |
57.18 |
1.000 |
55.86 |
0.618 |
55.05 |
HIGH |
53.73 |
0.618 |
52.92 |
0.500 |
52.67 |
0.382 |
52.41 |
LOW |
51.60 |
0.618 |
50.28 |
1.000 |
49.47 |
1.618 |
48.15 |
2.618 |
46.02 |
4.250 |
42.55 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
52.67 |
53.31 |
PP |
52.63 |
53.06 |
S1 |
52.60 |
52.81 |
|