NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
56.28 |
55.63 |
-0.65 |
-1.2% |
51.87 |
High |
56.75 |
55.68 |
-1.07 |
-1.9% |
58.18 |
Low |
54.47 |
52.83 |
-1.64 |
-3.0% |
50.96 |
Close |
54.72 |
53.79 |
-0.93 |
-1.7% |
56.06 |
Range |
2.28 |
2.85 |
0.57 |
25.0% |
7.22 |
ATR |
2.70 |
2.71 |
0.01 |
0.4% |
0.00 |
Volume |
43,859 |
34,919 |
-8,940 |
-20.4% |
174,897 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.65 |
61.07 |
55.36 |
|
R3 |
59.80 |
58.22 |
54.57 |
|
R2 |
56.95 |
56.95 |
54.31 |
|
R1 |
55.37 |
55.37 |
54.05 |
54.74 |
PP |
54.10 |
54.10 |
54.10 |
53.78 |
S1 |
52.52 |
52.52 |
53.53 |
51.89 |
S2 |
51.25 |
51.25 |
53.27 |
|
S3 |
48.40 |
49.67 |
53.01 |
|
S4 |
45.55 |
46.82 |
52.22 |
|
|
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 |
10.5% |
2.67 |
5.0% |
29% |
False |
False |
37,938 |
10 |
58.18 |
47.87 |
10.31 |
19.2% |
3.05 |
5.7% |
57% |
False |
False |
33,412 |
20 |
58.18 |
47.87 |
10.31 |
19.2% |
2.71 |
5.0% |
57% |
False |
False |
27,666 |
40 |
60.51 |
47.87 |
12.64 |
23.5% |
2.56 |
4.8% |
47% |
False |
False |
18,869 |
60 |
77.60 |
47.87 |
29.73 |
55.3% |
2.43 |
4.5% |
20% |
False |
False |
14,569 |
80 |
81.61 |
47.87 |
33.74 |
62.7% |
2.20 |
4.1% |
18% |
False |
False |
11,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.79 |
2.618 |
63.14 |
1.618 |
60.29 |
1.000 |
58.53 |
0.618 |
57.44 |
HIGH |
55.68 |
0.618 |
54.59 |
0.500 |
54.26 |
0.382 |
53.92 |
LOW |
52.83 |
0.618 |
51.07 |
1.000 |
49.98 |
1.618 |
48.22 |
2.618 |
45.37 |
4.250 |
40.72 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
54.26 |
55.32 |
PP |
54.10 |
54.81 |
S1 |
53.95 |
54.30 |
|