NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
55.01 |
55.69 |
0.68 |
1.2% |
57.88 |
High |
56.25 |
55.94 |
-0.31 |
-0.6% |
58.37 |
Low |
53.50 |
54.65 |
1.15 |
2.1% |
53.50 |
Close |
55.46 |
54.84 |
-0.62 |
-1.1% |
54.84 |
Range |
2.75 |
1.29 |
-1.46 |
-53.1% |
4.87 |
ATR |
2.72 |
2.62 |
-0.10 |
-3.8% |
0.00 |
Volume |
23,944 |
40,950 |
17,006 |
71.0% |
141,220 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.01 |
58.22 |
55.55 |
|
R3 |
57.72 |
56.93 |
55.19 |
|
R2 |
56.43 |
56.43 |
55.08 |
|
R1 |
55.64 |
55.64 |
54.96 |
55.39 |
PP |
55.14 |
55.14 |
55.14 |
55.02 |
S1 |
54.35 |
54.35 |
54.72 |
54.10 |
S2 |
53.85 |
53.85 |
54.60 |
|
S3 |
52.56 |
53.06 |
54.49 |
|
S4 |
51.27 |
51.77 |
54.13 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.18 |
67.38 |
57.52 |
|
R3 |
65.31 |
62.51 |
56.18 |
|
R2 |
60.44 |
60.44 |
55.73 |
|
R1 |
57.64 |
57.64 |
55.29 |
56.61 |
PP |
55.57 |
55.57 |
55.57 |
55.05 |
S1 |
52.77 |
52.77 |
54.39 |
51.74 |
S2 |
50.70 |
50.70 |
53.95 |
|
S3 |
45.83 |
47.90 |
53.50 |
|
S4 |
40.96 |
43.03 |
52.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.37 |
53.50 |
4.87 |
8.9% |
2.41 |
4.4% |
28% |
False |
False |
39,238 |
10 |
58.37 |
52.83 |
5.54 |
10.1% |
2.34 |
4.3% |
36% |
False |
False |
39,723 |
20 |
58.37 |
47.87 |
10.50 |
19.1% |
2.57 |
4.7% |
66% |
False |
False |
33,221 |
40 |
59.25 |
47.87 |
11.38 |
20.8% |
2.41 |
4.4% |
61% |
False |
False |
23,343 |
60 |
77.08 |
47.87 |
29.21 |
53.3% |
2.50 |
4.6% |
24% |
False |
False |
18,103 |
80 |
81.61 |
47.87 |
33.74 |
61.5% |
2.27 |
4.1% |
21% |
False |
False |
14,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.42 |
2.618 |
59.32 |
1.618 |
58.03 |
1.000 |
57.23 |
0.618 |
56.74 |
HIGH |
55.94 |
0.618 |
55.45 |
0.500 |
55.30 |
0.382 |
55.14 |
LOW |
54.65 |
0.618 |
53.85 |
1.000 |
53.36 |
1.618 |
52.56 |
2.618 |
51.27 |
4.250 |
49.17 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.30 |
55.70 |
PP |
55.14 |
55.41 |
S1 |
54.99 |
55.13 |
|