NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
55.69 |
54.70 |
-0.99 |
-1.8% |
57.88 |
High |
55.94 |
55.13 |
-0.81 |
-1.4% |
58.37 |
Low |
54.65 |
53.13 |
-1.52 |
-2.8% |
53.50 |
Close |
54.84 |
54.06 |
-0.78 |
-1.4% |
54.84 |
Range |
1.29 |
2.00 |
0.71 |
55.0% |
4.87 |
ATR |
2.62 |
2.58 |
-0.04 |
-1.7% |
0.00 |
Volume |
40,950 |
35,056 |
-5,894 |
-14.4% |
141,220 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.11 |
59.08 |
55.16 |
|
R3 |
58.11 |
57.08 |
54.61 |
|
R2 |
56.11 |
56.11 |
54.43 |
|
R1 |
55.08 |
55.08 |
54.24 |
54.60 |
PP |
54.11 |
54.11 |
54.11 |
53.86 |
S1 |
53.08 |
53.08 |
53.88 |
52.60 |
S2 |
52.11 |
52.11 |
53.69 |
|
S3 |
50.11 |
51.08 |
53.51 |
|
S4 |
48.11 |
49.08 |
52.96 |
|
|
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 |
53.13 |
5.24 |
9.7% |
2.39 |
4.4% |
18% |
False |
True |
35,255 |
10 |
58.37 |
52.83 |
5.54 |
10.2% |
2.34 |
4.3% |
22% |
False |
False |
39,248 |
20 |
58.37 |
47.87 |
10.50 |
19.4% |
2.57 |
4.7% |
59% |
False |
False |
33,399 |
40 |
58.82 |
47.87 |
10.95 |
20.3% |
2.41 |
4.5% |
57% |
False |
False |
23,973 |
60 |
76.70 |
47.87 |
28.83 |
53.3% |
2.51 |
4.7% |
21% |
False |
False |
18,604 |
80 |
81.61 |
47.87 |
33.74 |
62.4% |
2.27 |
4.2% |
18% |
False |
False |
14,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.63 |
2.618 |
60.37 |
1.618 |
58.37 |
1.000 |
57.13 |
0.618 |
56.37 |
HIGH |
55.13 |
0.618 |
54.37 |
0.500 |
54.13 |
0.382 |
53.89 |
LOW |
53.13 |
0.618 |
51.89 |
1.000 |
51.13 |
1.618 |
49.89 |
2.618 |
47.89 |
4.250 |
44.63 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
54.13 |
54.69 |
PP |
54.11 |
54.48 |
S1 |
54.08 |
54.27 |
|