NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
56.81 |
55.77 |
-1.04 |
-1.8% |
59.10 |
High |
56.96 |
56.43 |
-0.53 |
-0.9% |
59.24 |
Low |
55.84 |
54.44 |
-1.40 |
-2.5% |
54.71 |
Close |
56.07 |
55.40 |
-0.67 |
-1.2% |
56.07 |
Range |
1.12 |
1.99 |
0.87 |
77.7% |
4.53 |
ATR |
2.43 |
2.40 |
-0.03 |
-1.3% |
0.00 |
Volume |
23,688 |
22,402 |
-1,286 |
-5.4% |
86,067 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.39 |
60.39 |
56.49 |
|
R3 |
59.40 |
58.40 |
55.95 |
|
R2 |
57.41 |
57.41 |
55.76 |
|
R1 |
56.41 |
56.41 |
55.58 |
55.92 |
PP |
55.42 |
55.42 |
55.42 |
55.18 |
S1 |
54.42 |
54.42 |
55.22 |
53.93 |
S2 |
53.43 |
53.43 |
55.04 |
|
S3 |
51.44 |
52.43 |
54.85 |
|
S4 |
49.45 |
50.44 |
54.31 |
|
|
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 |
54.44 |
4.80 |
8.7% |
2.20 |
4.0% |
20% |
False |
True |
21,693 |
10 |
59.24 |
54.07 |
5.17 |
9.3% |
2.17 |
3.9% |
26% |
False |
False |
21,962 |
20 |
59.24 |
49.00 |
10.24 |
18.5% |
2.41 |
4.3% |
63% |
False |
False |
19,049 |
40 |
59.24 |
49.00 |
10.24 |
18.5% |
2.23 |
4.0% |
63% |
False |
False |
13,177 |
60 |
76.63 |
49.00 |
27.63 |
49.9% |
2.33 |
4.2% |
23% |
False |
False |
10,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.89 |
2.618 |
61.64 |
1.618 |
59.65 |
1.000 |
58.42 |
0.618 |
57.66 |
HIGH |
56.43 |
0.618 |
55.67 |
0.500 |
55.44 |
0.382 |
55.20 |
LOW |
54.44 |
0.618 |
53.21 |
1.000 |
52.45 |
1.618 |
51.22 |
2.618 |
49.23 |
4.250 |
45.98 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.44 |
55.85 |
PP |
55.42 |
55.70 |
S1 |
55.41 |
55.55 |
|