NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 10-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
56.55 |
56.28 |
-0.27 |
-0.5% |
51.87 |
High |
57.81 |
56.75 |
-1.06 |
-1.8% |
58.18 |
Low |
55.93 |
54.47 |
-1.46 |
-2.6% |
50.96 |
Close |
56.97 |
54.72 |
-2.25 |
-3.9% |
56.06 |
Range |
1.88 |
2.28 |
0.40 |
21.3% |
7.22 |
ATR |
2.71 |
2.70 |
-0.02 |
-0.6% |
0.00 |
Volume |
38,485 |
43,859 |
5,374 |
14.0% |
174,897 |
|
Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.15 |
60.72 |
55.97 |
|
R3 |
59.87 |
58.44 |
55.35 |
|
R2 |
57.59 |
57.59 |
55.14 |
|
R1 |
56.16 |
56.16 |
54.93 |
55.74 |
PP |
55.31 |
55.31 |
55.31 |
55.10 |
S1 |
53.88 |
53.88 |
54.51 |
53.46 |
S2 |
53.03 |
53.03 |
54.30 |
|
S3 |
50.75 |
51.60 |
54.09 |
|
S4 |
48.47 |
49.32 |
53.47 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.73 |
73.61 |
60.03 |
|
R3 |
69.51 |
66.39 |
58.05 |
|
R2 |
62.29 |
62.29 |
57.38 |
|
R1 |
59.17 |
59.17 |
56.72 |
60.73 |
PP |
55.07 |
55.07 |
55.07 |
55.85 |
S1 |
51.95 |
51.95 |
55.40 |
53.51 |
S2 |
47.85 |
47.85 |
54.74 |
|
S3 |
40.63 |
44.73 |
54.07 |
|
S4 |
33.41 |
37.51 |
52.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.81 |
52.16 |
5.65 |
10.3% |
2.91 |
5.3% |
45% |
False |
False |
38,856 |
10 |
58.18 |
47.87 |
10.31 |
18.8% |
2.90 |
5.3% |
66% |
False |
False |
31,636 |
20 |
58.18 |
47.87 |
10.31 |
18.8% |
2.67 |
4.9% |
66% |
False |
False |
26,526 |
40 |
61.35 |
47.87 |
13.48 |
24.6% |
2.54 |
4.6% |
51% |
False |
False |
18,183 |
60 |
77.60 |
47.87 |
29.73 |
54.3% |
2.43 |
4.4% |
23% |
False |
False |
14,068 |
80 |
81.63 |
47.87 |
33.76 |
61.7% |
2.21 |
4.0% |
20% |
False |
False |
11,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.44 |
2.618 |
62.72 |
1.618 |
60.44 |
1.000 |
59.03 |
0.618 |
58.16 |
HIGH |
56.75 |
0.618 |
55.88 |
0.500 |
55.61 |
0.382 |
55.34 |
LOW |
54.47 |
0.618 |
53.06 |
1.000 |
52.19 |
1.618 |
50.78 |
2.618 |
48.50 |
4.250 |
44.78 |
|
|
Fisher Pivots for day following 10-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.61 |
56.14 |
PP |
55.31 |
55.67 |
S1 |
55.02 |
55.19 |
|