NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
56.42 |
55.28 |
-1.14 |
-2.0% |
52.56 |
High |
56.46 |
57.50 |
1.04 |
1.8% |
59.17 |
Low |
54.07 |
55.22 |
1.15 |
2.1% |
52.27 |
Close |
55.02 |
57.46 |
2.44 |
4.4% |
57.18 |
Range |
2.39 |
2.28 |
-0.11 |
-4.6% |
6.90 |
ATR |
2.52 |
2.52 |
0.00 |
-0.1% |
0.00 |
Volume |
16,187 |
22,355 |
6,168 |
38.1% |
101,671 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.57 |
62.79 |
58.71 |
|
R3 |
61.29 |
60.51 |
58.09 |
|
R2 |
59.01 |
59.01 |
57.88 |
|
R1 |
58.23 |
58.23 |
57.67 |
58.62 |
PP |
56.73 |
56.73 |
56.73 |
56.92 |
S1 |
55.95 |
55.95 |
57.25 |
56.34 |
S2 |
54.45 |
54.45 |
57.04 |
|
S3 |
52.17 |
53.67 |
56.83 |
|
S4 |
49.89 |
51.39 |
56.21 |
|
|
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 |
54.07 |
4.78 |
8.3% |
2.15 |
3.7% |
71% |
False |
False |
21,831 |
10 |
59.17 |
49.57 |
9.60 |
16.7% |
3.02 |
5.3% |
82% |
False |
False |
19,915 |
20 |
59.17 |
49.00 |
10.17 |
17.7% |
2.47 |
4.3% |
83% |
False |
False |
16,006 |
40 |
60.55 |
49.00 |
11.55 |
20.1% |
2.38 |
4.1% |
73% |
False |
False |
10,647 |
60 |
76.90 |
49.00 |
27.90 |
48.6% |
2.21 |
3.9% |
30% |
False |
False |
8,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.19 |
2.618 |
63.47 |
1.618 |
61.19 |
1.000 |
59.78 |
0.618 |
58.91 |
HIGH |
57.50 |
0.618 |
56.63 |
0.500 |
56.36 |
0.382 |
56.09 |
LOW |
55.22 |
0.618 |
53.81 |
1.000 |
52.94 |
1.618 |
51.53 |
2.618 |
49.25 |
4.250 |
45.53 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
57.09 |
56.96 |
PP |
56.73 |
56.46 |
S1 |
56.36 |
55.96 |
|