NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
55.77 |
55.19 |
-0.58 |
-1.0% |
59.10 |
High |
56.43 |
56.06 |
-0.37 |
-0.7% |
59.24 |
Low |
54.44 |
54.73 |
0.29 |
0.5% |
54.71 |
Close |
55.40 |
55.09 |
-0.31 |
-0.6% |
56.07 |
Range |
1.99 |
1.33 |
-0.66 |
-33.2% |
4.53 |
ATR |
2.40 |
2.32 |
-0.08 |
-3.2% |
0.00 |
Volume |
22,402 |
37,881 |
15,479 |
69.1% |
86,067 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.28 |
58.52 |
55.82 |
|
R3 |
57.95 |
57.19 |
55.46 |
|
R2 |
56.62 |
56.62 |
55.33 |
|
R1 |
55.86 |
55.86 |
55.21 |
55.58 |
PP |
55.29 |
55.29 |
55.29 |
55.15 |
S1 |
54.53 |
54.53 |
54.97 |
54.25 |
S2 |
53.96 |
53.96 |
54.85 |
|
S3 |
52.63 |
53.20 |
54.72 |
|
S4 |
51.30 |
51.87 |
54.36 |
|
|
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 |
58.89 |
54.44 |
4.45 |
8.1% |
1.98 |
3.6% |
15% |
False |
False |
25,549 |
10 |
59.24 |
54.07 |
5.17 |
9.4% |
2.11 |
3.8% |
20% |
False |
False |
23,591 |
20 |
59.24 |
49.00 |
10.24 |
18.6% |
2.40 |
4.4% |
59% |
False |
False |
20,264 |
40 |
59.24 |
49.00 |
10.24 |
18.6% |
2.23 |
4.0% |
59% |
False |
False |
14,037 |
60 |
74.69 |
49.00 |
25.69 |
46.6% |
2.31 |
4.2% |
24% |
False |
False |
10,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.71 |
2.618 |
59.54 |
1.618 |
58.21 |
1.000 |
57.39 |
0.618 |
56.88 |
HIGH |
56.06 |
0.618 |
55.55 |
0.500 |
55.40 |
0.382 |
55.24 |
LOW |
54.73 |
0.618 |
53.91 |
1.000 |
53.40 |
1.618 |
52.58 |
2.618 |
51.25 |
4.250 |
49.08 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
55.40 |
55.70 |
PP |
55.29 |
55.50 |
S1 |
55.19 |
55.29 |
|