NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
57.15 |
54.64 |
-2.51 |
-4.4% |
50.04 |
High |
57.84 |
57.48 |
-0.36 |
-0.6% |
53.47 |
Low |
53.99 |
53.36 |
-0.63 |
-1.2% |
49.00 |
Close |
54.38 |
56.18 |
1.80 |
3.3% |
53.44 |
Range |
3.85 |
4.12 |
0.27 |
7.0% |
4.47 |
ATR |
2.53 |
2.64 |
0.11 |
4.5% |
0.00 |
Volume |
23,002 |
17,990 |
-5,012 |
-21.8% |
59,703 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.03 |
66.23 |
58.45 |
|
R3 |
63.91 |
62.11 |
57.31 |
|
R2 |
59.79 |
59.79 |
56.94 |
|
R1 |
57.99 |
57.99 |
56.56 |
58.89 |
PP |
55.67 |
55.67 |
55.67 |
56.13 |
S1 |
53.87 |
53.87 |
55.80 |
54.77 |
S2 |
51.55 |
51.55 |
55.42 |
|
S3 |
47.43 |
49.75 |
55.05 |
|
S4 |
43.31 |
45.63 |
53.91 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.38 |
63.88 |
55.90 |
|
R3 |
60.91 |
59.41 |
54.67 |
|
R2 |
56.44 |
56.44 |
54.26 |
|
R1 |
54.94 |
54.94 |
53.85 |
55.69 |
PP |
51.97 |
51.97 |
51.97 |
52.35 |
S1 |
50.47 |
50.47 |
53.03 |
51.22 |
S2 |
47.50 |
47.50 |
52.62 |
|
S3 |
43.03 |
46.00 |
52.21 |
|
S4 |
38.56 |
41.53 |
50.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.17 |
49.57 |
9.60 |
17.1% |
3.90 |
6.9% |
69% |
False |
False |
18,000 |
10 |
59.17 |
49.00 |
10.17 |
18.1% |
2.60 |
4.6% |
71% |
False |
False |
15,478 |
20 |
59.17 |
49.00 |
10.17 |
18.1% |
2.40 |
4.3% |
71% |
False |
False |
12,283 |
40 |
65.02 |
49.00 |
16.02 |
28.5% |
2.36 |
4.2% |
45% |
False |
False |
8,498 |
60 |
79.78 |
49.00 |
30.78 |
54.8% |
2.16 |
3.9% |
23% |
False |
False |
6,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.99 |
2.618 |
68.27 |
1.618 |
64.15 |
1.000 |
61.60 |
0.618 |
60.03 |
HIGH |
57.48 |
0.618 |
55.91 |
0.500 |
55.42 |
0.382 |
54.93 |
LOW |
53.36 |
0.618 |
50.81 |
1.000 |
49.24 |
1.618 |
46.69 |
2.618 |
42.57 |
4.250 |
35.85 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.93 |
56.27 |
PP |
55.67 |
56.24 |
S1 |
55.42 |
56.21 |
|