NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 20-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
55.88 |
56.81 |
0.93 |
1.7% |
59.10 |
High |
57.25 |
56.96 |
-0.29 |
-0.5% |
59.24 |
Low |
54.71 |
55.84 |
1.13 |
2.1% |
54.71 |
Close |
56.53 |
56.07 |
-0.46 |
-0.8% |
56.07 |
Range |
2.54 |
1.12 |
-1.42 |
-55.9% |
4.53 |
ATR |
2.53 |
2.43 |
-0.10 |
-4.0% |
0.00 |
Volume |
14,449 |
23,688 |
9,239 |
63.9% |
86,067 |
|
Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.65 |
58.98 |
56.69 |
|
R3 |
58.53 |
57.86 |
56.38 |
|
R2 |
57.41 |
57.41 |
56.28 |
|
R1 |
56.74 |
56.74 |
56.17 |
56.52 |
PP |
56.29 |
56.29 |
56.29 |
56.18 |
S1 |
55.62 |
55.62 |
55.97 |
55.40 |
S2 |
55.17 |
55.17 |
55.86 |
|
S3 |
54.05 |
54.50 |
55.76 |
|
S4 |
52.93 |
53.38 |
55.45 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.26 |
67.70 |
58.56 |
|
R3 |
65.73 |
63.17 |
57.32 |
|
R2 |
61.20 |
61.20 |
56.90 |
|
R1 |
58.64 |
58.64 |
56.49 |
57.66 |
PP |
56.67 |
56.67 |
56.67 |
56.18 |
S1 |
54.11 |
54.11 |
55.65 |
53.13 |
S2 |
52.14 |
52.14 |
55.24 |
|
S3 |
47.61 |
49.58 |
54.82 |
|
S4 |
43.08 |
45.05 |
53.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.24 |
54.71 |
4.53 |
8.1% |
2.19 |
3.9% |
30% |
False |
False |
22,499 |
10 |
59.24 |
54.07 |
5.17 |
9.2% |
2.17 |
3.9% |
39% |
False |
False |
22,165 |
20 |
59.24 |
49.00 |
10.24 |
18.3% |
2.38 |
4.3% |
69% |
False |
False |
18,821 |
40 |
59.78 |
49.00 |
10.78 |
19.2% |
2.23 |
4.0% |
66% |
False |
False |
12,817 |
60 |
76.65 |
49.00 |
27.65 |
49.3% |
2.31 |
4.1% |
26% |
False |
False |
9,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.72 |
2.618 |
59.89 |
1.618 |
58.77 |
1.000 |
58.08 |
0.618 |
57.65 |
HIGH |
56.96 |
0.618 |
56.53 |
0.500 |
56.40 |
0.382 |
56.27 |
LOW |
55.84 |
0.618 |
55.15 |
1.000 |
54.72 |
1.618 |
54.03 |
2.618 |
52.91 |
4.250 |
51.08 |
|
|
Fisher Pivots for day following 20-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
56.40 |
56.80 |
PP |
56.29 |
56.56 |
S1 |
56.18 |
56.31 |
|