NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
57.66 |
56.42 |
-1.24 |
-2.2% |
52.56 |
High |
57.85 |
56.46 |
-1.39 |
-2.4% |
59.17 |
Low |
55.65 |
54.07 |
-1.58 |
-2.8% |
52.27 |
Close |
55.90 |
55.02 |
-0.88 |
-1.6% |
57.18 |
Range |
2.20 |
2.39 |
0.19 |
8.6% |
6.90 |
ATR |
2.54 |
2.52 |
-0.01 |
-0.4% |
0.00 |
Volume |
24,594 |
16,187 |
-8,407 |
-34.2% |
101,671 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.35 |
61.08 |
56.33 |
|
R3 |
59.96 |
58.69 |
55.68 |
|
R2 |
57.57 |
57.57 |
55.46 |
|
R1 |
56.30 |
56.30 |
55.24 |
55.74 |
PP |
55.18 |
55.18 |
55.18 |
54.91 |
S1 |
53.91 |
53.91 |
54.80 |
53.35 |
S2 |
52.79 |
52.79 |
54.58 |
|
S3 |
50.40 |
51.52 |
54.36 |
|
S4 |
48.01 |
49.13 |
53.71 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.91 |
73.94 |
60.98 |
|
R3 |
70.01 |
67.04 |
59.08 |
|
R2 |
63.11 |
63.11 |
58.45 |
|
R1 |
60.14 |
60.14 |
57.81 |
61.63 |
PP |
56.21 |
56.21 |
56.21 |
56.95 |
S1 |
53.24 |
53.24 |
56.55 |
54.73 |
S2 |
49.31 |
49.31 |
55.92 |
|
S3 |
42.41 |
46.34 |
55.28 |
|
S4 |
35.51 |
39.44 |
53.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.85 |
53.36 |
5.49 |
10.0% |
2.51 |
4.6% |
30% |
False |
False |
20,958 |
10 |
59.17 |
49.00 |
10.17 |
18.5% |
2.91 |
5.3% |
59% |
False |
False |
19,109 |
20 |
59.17 |
49.00 |
10.17 |
18.5% |
2.50 |
4.5% |
59% |
False |
False |
15,296 |
40 |
60.55 |
49.00 |
11.55 |
21.0% |
2.39 |
4.4% |
52% |
False |
False |
10,217 |
60 |
76.90 |
49.00 |
27.90 |
50.7% |
2.21 |
4.0% |
22% |
False |
False |
8,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.62 |
2.618 |
62.72 |
1.618 |
60.33 |
1.000 |
58.85 |
0.618 |
57.94 |
HIGH |
56.46 |
0.618 |
55.55 |
0.500 |
55.27 |
0.382 |
54.98 |
LOW |
54.07 |
0.618 |
52.59 |
1.000 |
51.68 |
1.618 |
50.20 |
2.618 |
47.81 |
4.250 |
43.91 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.27 |
56.46 |
PP |
55.18 |
55.98 |
S1 |
55.10 |
55.50 |
|