NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
54.54 |
56.15 |
1.61 |
3.0% |
48.97 |
High |
58.18 |
56.76 |
-1.42 |
-2.4% |
52.47 |
Low |
53.92 |
52.71 |
-1.21 |
-2.2% |
47.87 |
Close |
57.27 |
53.18 |
-4.09 |
-7.1% |
52.37 |
Range |
4.26 |
4.05 |
-0.21 |
-4.9% |
4.60 |
ATR |
2.55 |
2.70 |
0.14 |
5.6% |
0.00 |
Volume |
38,915 |
39,505 |
590 |
1.5% |
100,597 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.37 |
63.82 |
55.41 |
|
R3 |
62.32 |
59.77 |
54.29 |
|
R2 |
58.27 |
58.27 |
53.92 |
|
R1 |
55.72 |
55.72 |
53.55 |
54.97 |
PP |
54.22 |
54.22 |
54.22 |
53.84 |
S1 |
51.67 |
51.67 |
52.81 |
50.92 |
S2 |
50.17 |
50.17 |
52.44 |
|
S3 |
46.12 |
47.62 |
52.07 |
|
S4 |
42.07 |
43.57 |
50.95 |
|
|
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 |
19.4% |
3.43 |
6.5% |
52% |
False |
False |
28,886 |
10 |
58.18 |
47.87 |
10.31 |
19.4% |
2.66 |
5.0% |
52% |
False |
False |
26,148 |
20 |
58.18 |
47.87 |
10.31 |
19.4% |
2.53 |
4.8% |
52% |
False |
False |
22,095 |
40 |
66.37 |
47.87 |
18.50 |
34.8% |
2.49 |
4.7% |
29% |
False |
False |
15,182 |
60 |
79.75 |
47.87 |
31.88 |
59.9% |
2.35 |
4.4% |
17% |
False |
False |
11,748 |
80 |
83.79 |
47.87 |
35.92 |
67.5% |
2.19 |
4.1% |
15% |
False |
False |
9,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.97 |
2.618 |
67.36 |
1.618 |
63.31 |
1.000 |
60.81 |
0.618 |
59.26 |
HIGH |
56.76 |
0.618 |
55.21 |
0.500 |
54.74 |
0.382 |
54.26 |
LOW |
52.71 |
0.618 |
50.21 |
1.000 |
48.66 |
1.618 |
46.16 |
2.618 |
42.11 |
4.250 |
35.50 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
54.74 |
54.57 |
PP |
54.22 |
54.11 |
S1 |
53.70 |
53.64 |
|