NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
54.70 |
54.17 |
-0.53 |
-1.0% |
57.88 |
High |
55.13 |
54.79 |
-0.34 |
-0.6% |
58.37 |
Low |
53.13 |
53.45 |
0.32 |
0.6% |
53.50 |
Close |
54.06 |
53.79 |
-0.27 |
-0.5% |
54.84 |
Range |
2.00 |
1.34 |
-0.66 |
-33.0% |
4.87 |
ATR |
2.58 |
2.49 |
-0.09 |
-3.4% |
0.00 |
Volume |
35,056 |
67,835 |
32,779 |
93.5% |
141,220 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.03 |
57.25 |
54.53 |
|
R3 |
56.69 |
55.91 |
54.16 |
|
R2 |
55.35 |
55.35 |
54.04 |
|
R1 |
54.57 |
54.57 |
53.91 |
54.29 |
PP |
54.01 |
54.01 |
54.01 |
53.87 |
S1 |
53.23 |
53.23 |
53.67 |
52.95 |
S2 |
52.67 |
52.67 |
53.54 |
|
S3 |
51.33 |
51.89 |
53.42 |
|
S4 |
49.99 |
50.55 |
53.05 |
|
|
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 |
57.90 |
53.13 |
4.77 |
8.9% |
2.10 |
3.9% |
14% |
False |
False |
42,659 |
10 |
58.37 |
52.83 |
5.54 |
10.3% |
2.28 |
4.2% |
17% |
False |
False |
42,183 |
20 |
58.37 |
47.87 |
10.50 |
19.5% |
2.55 |
4.7% |
56% |
False |
False |
35,551 |
40 |
58.60 |
47.87 |
10.73 |
19.9% |
2.40 |
4.5% |
55% |
False |
False |
25,530 |
60 |
74.90 |
47.87 |
27.03 |
50.3% |
2.50 |
4.6% |
22% |
False |
False |
19,642 |
80 |
81.61 |
47.87 |
33.74 |
62.7% |
2.28 |
4.2% |
18% |
False |
False |
15,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.49 |
2.618 |
58.30 |
1.618 |
56.96 |
1.000 |
56.13 |
0.618 |
55.62 |
HIGH |
54.79 |
0.618 |
54.28 |
0.500 |
54.12 |
0.382 |
53.96 |
LOW |
53.45 |
0.618 |
52.62 |
1.000 |
52.11 |
1.618 |
51.28 |
2.618 |
49.94 |
4.250 |
47.76 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
54.12 |
54.54 |
PP |
54.01 |
54.29 |
S1 |
53.90 |
54.04 |
|