NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 03-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
51.87 |
54.54 |
2.67 |
5.1% |
48.97 |
High |
54.64 |
58.18 |
3.54 |
6.5% |
52.47 |
Low |
50.96 |
53.92 |
2.96 |
5.8% |
47.87 |
Close |
53.89 |
57.27 |
3.38 |
6.3% |
52.37 |
Range |
3.68 |
4.26 |
0.58 |
15.8% |
4.60 |
ATR |
2.42 |
2.55 |
0.13 |
5.5% |
0.00 |
Volume |
24,046 |
38,915 |
14,869 |
61.8% |
100,597 |
|
Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.24 |
67.51 |
59.61 |
|
R3 |
64.98 |
63.25 |
58.44 |
|
R2 |
60.72 |
60.72 |
58.05 |
|
R1 |
58.99 |
58.99 |
57.66 |
59.86 |
PP |
56.46 |
56.46 |
56.46 |
56.89 |
S1 |
54.73 |
54.73 |
56.88 |
55.60 |
S2 |
52.20 |
52.20 |
56.49 |
|
S3 |
47.94 |
50.47 |
56.10 |
|
S4 |
43.68 |
46.21 |
54.93 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.70 |
63.14 |
54.90 |
|
R3 |
60.10 |
58.54 |
53.64 |
|
R2 |
55.50 |
55.50 |
53.21 |
|
R1 |
53.94 |
53.94 |
52.79 |
54.72 |
PP |
50.90 |
50.90 |
50.90 |
51.30 |
S1 |
49.34 |
49.34 |
51.95 |
50.12 |
S2 |
46.30 |
46.30 |
51.53 |
|
S3 |
41.70 |
44.74 |
51.11 |
|
S4 |
37.10 |
40.14 |
49.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.18 |
47.87 |
10.31 |
18.0% |
2.88 |
5.0% |
91% |
True |
False |
24,417 |
10 |
58.18 |
47.87 |
10.31 |
18.0% |
2.39 |
4.2% |
91% |
True |
False |
24,926 |
20 |
58.18 |
47.87 |
10.31 |
18.0% |
2.46 |
4.3% |
91% |
True |
False |
20,775 |
40 |
67.70 |
47.87 |
19.83 |
34.6% |
2.42 |
4.2% |
47% |
False |
False |
14,293 |
60 |
79.75 |
47.87 |
31.88 |
55.7% |
2.30 |
4.0% |
29% |
False |
False |
11,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.29 |
2.618 |
69.33 |
1.618 |
65.07 |
1.000 |
62.44 |
0.618 |
60.81 |
HIGH |
58.18 |
0.618 |
56.55 |
0.500 |
56.05 |
0.382 |
55.55 |
LOW |
53.92 |
0.618 |
51.29 |
1.000 |
49.66 |
1.618 |
47.03 |
2.618 |
42.77 |
4.250 |
35.82 |
|
|
Fisher Pivots for day following 03-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
56.86 |
55.96 |
PP |
56.46 |
54.64 |
S1 |
56.05 |
53.33 |
|