NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
53.34 |
52.50 |
-0.84 |
-1.6% |
56.12 |
High |
53.73 |
53.33 |
-0.40 |
-0.7% |
57.27 |
Low |
51.60 |
51.82 |
0.22 |
0.4% |
52.24 |
Close |
52.56 |
52.34 |
-0.22 |
-0.4% |
53.45 |
Range |
2.13 |
1.51 |
-0.62 |
-29.1% |
5.03 |
ATR |
2.72 |
2.63 |
-0.09 |
-3.2% |
0.00 |
Volume |
75,753 |
124,545 |
48,792 |
64.4% |
416,349 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.03 |
56.19 |
53.17 |
|
R3 |
55.52 |
54.68 |
52.76 |
|
R2 |
54.01 |
54.01 |
52.62 |
|
R1 |
53.17 |
53.17 |
52.48 |
52.84 |
PP |
52.50 |
52.50 |
52.50 |
52.33 |
S1 |
51.66 |
51.66 |
52.20 |
51.33 |
S2 |
50.99 |
50.99 |
52.06 |
|
S3 |
49.48 |
50.15 |
51.92 |
|
S4 |
47.97 |
48.64 |
51.51 |
|
|
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 |
56.67 |
51.60 |
5.07 |
9.7% |
2.23 |
4.3% |
15% |
False |
False |
104,622 |
10 |
57.27 |
51.50 |
5.77 |
11.0% |
2.40 |
4.6% |
15% |
False |
False |
104,038 |
20 |
57.27 |
46.68 |
10.59 |
20.2% |
2.67 |
5.1% |
53% |
False |
False |
95,703 |
40 |
58.27 |
46.68 |
11.59 |
22.1% |
2.57 |
4.9% |
49% |
False |
False |
76,738 |
60 |
74.90 |
46.68 |
28.22 |
53.9% |
2.69 |
5.1% |
20% |
False |
False |
66,412 |
80 |
81.92 |
46.68 |
35.24 |
67.3% |
2.48 |
4.7% |
16% |
False |
False |
58,222 |
100 |
89.04 |
46.68 |
42.36 |
80.9% |
2.40 |
4.6% |
13% |
False |
False |
53,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.75 |
2.618 |
57.28 |
1.618 |
55.77 |
1.000 |
54.84 |
0.618 |
54.26 |
HIGH |
53.33 |
0.618 |
52.75 |
0.500 |
52.58 |
0.382 |
52.40 |
LOW |
51.82 |
0.618 |
50.89 |
1.000 |
50.31 |
1.618 |
49.38 |
2.618 |
47.87 |
4.250 |
45.40 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
52.58 |
53.22 |
PP |
52.50 |
52.93 |
S1 |
52.42 |
52.63 |
|