NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
56.15 |
53.30 |
-2.85 |
-5.1% |
48.97 |
High |
56.76 |
56.47 |
-0.29 |
-0.5% |
52.47 |
Low |
52.71 |
52.16 |
-0.55 |
-1.0% |
47.87 |
Close |
53.18 |
55.03 |
1.85 |
3.5% |
52.37 |
Range |
4.05 |
4.31 |
0.26 |
6.4% |
4.60 |
ATR |
2.70 |
2.81 |
0.12 |
4.3% |
0.00 |
Volume |
39,505 |
32,626 |
-6,879 |
-17.4% |
100,597 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.48 |
65.57 |
57.40 |
|
R3 |
63.17 |
61.26 |
56.22 |
|
R2 |
58.86 |
58.86 |
55.82 |
|
R1 |
56.95 |
56.95 |
55.43 |
57.91 |
PP |
54.55 |
54.55 |
54.55 |
55.03 |
S1 |
52.64 |
52.64 |
54.63 |
53.60 |
S2 |
50.24 |
50.24 |
54.24 |
|
S3 |
45.93 |
48.33 |
53.84 |
|
S4 |
41.62 |
44.02 |
52.66 |
|
|
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 |
48.47 |
9.71 |
17.6% |
4.06 |
7.4% |
68% |
False |
False |
30,481 |
10 |
58.18 |
47.87 |
10.31 |
18.7% |
2.79 |
5.1% |
69% |
False |
False |
26,719 |
20 |
58.18 |
47.87 |
10.31 |
18.7% |
2.64 |
4.8% |
69% |
False |
False |
22,544 |
40 |
65.00 |
47.87 |
17.13 |
31.1% |
2.54 |
4.6% |
42% |
False |
False |
15,829 |
60 |
79.75 |
47.87 |
31.88 |
57.9% |
2.39 |
4.3% |
22% |
False |
False |
12,227 |
80 |
83.64 |
47.87 |
35.77 |
65.0% |
2.22 |
4.0% |
20% |
False |
False |
10,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.79 |
2.618 |
67.75 |
1.618 |
63.44 |
1.000 |
60.78 |
0.618 |
59.13 |
HIGH |
56.47 |
0.618 |
54.82 |
0.500 |
54.32 |
0.382 |
53.81 |
LOW |
52.16 |
0.618 |
49.50 |
1.000 |
47.85 |
1.618 |
45.19 |
2.618 |
40.88 |
4.250 |
33.84 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
54.79 |
55.17 |
PP |
54.55 |
55.12 |
S1 |
54.32 |
55.08 |
|