NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 18-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
59.10 |
58.77 |
-0.33 |
-0.6% |
57.86 |
High |
59.24 |
58.89 |
-0.35 |
-0.6% |
59.07 |
Low |
56.80 |
55.97 |
-0.83 |
-1.5% |
54.07 |
Close |
59.02 |
57.46 |
-1.56 |
-2.6% |
58.66 |
Range |
2.44 |
2.92 |
0.48 |
19.7% |
5.00 |
ATR |
2.48 |
2.52 |
0.04 |
1.7% |
0.00 |
Volume |
18,602 |
29,328 |
10,726 |
57.7% |
111,151 |
|
Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.20 |
64.75 |
59.07 |
|
R3 |
63.28 |
61.83 |
58.26 |
|
R2 |
60.36 |
60.36 |
58.00 |
|
R1 |
58.91 |
58.91 |
57.73 |
58.18 |
PP |
57.44 |
57.44 |
57.44 |
57.07 |
S1 |
55.99 |
55.99 |
57.19 |
55.26 |
S2 |
54.52 |
54.52 |
56.92 |
|
S3 |
51.60 |
53.07 |
56.66 |
|
S4 |
48.68 |
50.15 |
55.85 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.27 |
70.46 |
61.41 |
|
R3 |
67.27 |
65.46 |
60.04 |
|
R2 |
62.27 |
62.27 |
59.58 |
|
R1 |
60.46 |
60.46 |
59.12 |
61.37 |
PP |
57.27 |
57.27 |
57.27 |
57.72 |
S1 |
55.46 |
55.46 |
58.20 |
56.37 |
S2 |
52.27 |
52.27 |
57.74 |
|
S3 |
47.27 |
50.46 |
57.29 |
|
S4 |
42.27 |
45.46 |
55.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.24 |
54.07 |
5.17 |
9.0% |
2.39 |
4.2% |
66% |
False |
False |
22,580 |
10 |
59.24 |
53.36 |
5.88 |
10.2% |
2.60 |
4.5% |
70% |
False |
False |
22,450 |
20 |
59.24 |
49.00 |
10.24 |
17.8% |
2.39 |
4.2% |
83% |
False |
False |
18,490 |
40 |
60.55 |
49.00 |
11.55 |
20.1% |
2.30 |
4.0% |
73% |
False |
False |
12,090 |
60 |
76.90 |
49.00 |
27.90 |
48.6% |
2.29 |
4.0% |
30% |
False |
False |
9,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.30 |
2.618 |
66.53 |
1.618 |
63.61 |
1.000 |
61.81 |
0.618 |
60.69 |
HIGH |
58.89 |
0.618 |
57.77 |
0.500 |
57.43 |
0.382 |
57.09 |
LOW |
55.97 |
0.618 |
54.17 |
1.000 |
53.05 |
1.618 |
51.25 |
2.618 |
48.33 |
4.250 |
43.56 |
|
|
Fisher Pivots for day following 18-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
57.45 |
57.61 |
PP |
57.44 |
57.56 |
S1 |
57.43 |
57.51 |
|