NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 27-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
55.85 |
54.25 |
-1.60 |
-2.9% |
54.70 |
High |
56.12 |
55.55 |
-0.57 |
-1.0% |
56.12 |
Low |
53.40 |
54.20 |
0.80 |
1.5% |
53.09 |
Close |
53.69 |
55.44 |
1.75 |
3.3% |
55.44 |
Range |
2.72 |
1.35 |
-1.37 |
-50.4% |
3.03 |
ATR |
2.53 |
2.48 |
-0.05 |
-1.9% |
0.00 |
Volume |
51,543 |
67,264 |
15,721 |
30.5% |
249,836 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.11 |
58.63 |
56.18 |
|
R3 |
57.76 |
57.28 |
55.81 |
|
R2 |
56.41 |
56.41 |
55.69 |
|
R1 |
55.93 |
55.93 |
55.56 |
56.17 |
PP |
55.06 |
55.06 |
55.06 |
55.19 |
S1 |
54.58 |
54.58 |
55.32 |
54.82 |
S2 |
53.71 |
53.71 |
55.19 |
|
S3 |
52.36 |
53.23 |
55.07 |
|
S4 |
51.01 |
51.88 |
54.70 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.97 |
62.74 |
57.11 |
|
R3 |
60.94 |
59.71 |
56.27 |
|
R2 |
57.91 |
57.91 |
56.00 |
|
R1 |
56.68 |
56.68 |
55.72 |
57.30 |
PP |
54.88 |
54.88 |
54.88 |
55.19 |
S1 |
53.65 |
53.65 |
55.16 |
54.27 |
S2 |
51.85 |
51.85 |
54.88 |
|
S3 |
48.82 |
50.62 |
54.61 |
|
S4 |
45.79 |
47.59 |
53.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.12 |
53.09 |
3.03 |
5.5% |
2.05 |
3.7% |
78% |
False |
False |
49,967 |
10 |
58.37 |
53.09 |
5.28 |
9.5% |
2.23 |
4.0% |
45% |
False |
False |
44,602 |
20 |
58.37 |
48.47 |
9.90 |
17.9% |
2.70 |
4.9% |
70% |
False |
False |
39,974 |
40 |
58.37 |
47.87 |
10.50 |
18.9% |
2.44 |
4.4% |
72% |
False |
False |
28,852 |
60 |
69.85 |
47.87 |
21.98 |
39.6% |
2.40 |
4.3% |
34% |
False |
False |
21,804 |
80 |
80.60 |
47.87 |
32.73 |
59.0% |
2.33 |
4.2% |
23% |
False |
False |
17,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.29 |
2.618 |
59.08 |
1.618 |
57.73 |
1.000 |
56.90 |
0.618 |
56.38 |
HIGH |
55.55 |
0.618 |
55.03 |
0.500 |
54.88 |
0.382 |
54.72 |
LOW |
54.20 |
0.618 |
53.37 |
1.000 |
52.85 |
1.618 |
52.02 |
2.618 |
50.67 |
4.250 |
48.46 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.25 |
55.16 |
PP |
55.06 |
54.88 |
S1 |
54.88 |
54.61 |
|