NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
55.63 |
54.44 |
-1.19 |
-2.1% |
51.87 |
High |
55.68 |
56.51 |
0.83 |
1.5% |
58.18 |
Low |
52.83 |
54.17 |
1.34 |
2.5% |
50.96 |
Close |
53.79 |
56.24 |
2.45 |
4.6% |
56.06 |
Range |
2.85 |
2.34 |
-0.51 |
-17.9% |
7.22 |
ATR |
2.71 |
2.71 |
0.00 |
0.0% |
0.00 |
Volume |
34,919 |
43,978 |
9,059 |
25.9% |
174,897 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.66 |
61.79 |
57.53 |
|
R3 |
60.32 |
59.45 |
56.88 |
|
R2 |
57.98 |
57.98 |
56.67 |
|
R1 |
57.11 |
57.11 |
56.45 |
57.55 |
PP |
55.64 |
55.64 |
55.64 |
55.86 |
S1 |
54.77 |
54.77 |
56.03 |
55.21 |
S2 |
53.30 |
53.30 |
55.81 |
|
S3 |
50.96 |
52.43 |
55.60 |
|
S4 |
48.62 |
50.09 |
54.95 |
|
|
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 |
52.83 |
4.98 |
8.9% |
2.28 |
4.1% |
68% |
False |
False |
40,209 |
10 |
58.18 |
48.47 |
9.71 |
17.3% |
3.17 |
5.6% |
80% |
False |
False |
35,345 |
20 |
58.18 |
47.87 |
10.31 |
18.3% |
2.66 |
4.7% |
81% |
False |
False |
28,923 |
40 |
60.41 |
47.87 |
12.54 |
22.3% |
2.54 |
4.5% |
67% |
False |
False |
19,754 |
60 |
77.60 |
47.87 |
29.73 |
52.9% |
2.43 |
4.3% |
28% |
False |
False |
15,247 |
80 |
81.61 |
47.87 |
33.74 |
60.0% |
2.21 |
3.9% |
25% |
False |
False |
12,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.46 |
2.618 |
62.64 |
1.618 |
60.30 |
1.000 |
58.85 |
0.618 |
57.96 |
HIGH |
56.51 |
0.618 |
55.62 |
0.500 |
55.34 |
0.382 |
55.06 |
LOW |
54.17 |
0.618 |
52.72 |
1.000 |
51.83 |
1.618 |
50.38 |
2.618 |
48.04 |
4.250 |
44.23 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.94 |
55.76 |
PP |
55.64 |
55.27 |
S1 |
55.34 |
54.79 |
|