NYMEX Light Sweet Crude Oil Future August 2015
Trading Metrics calculated at close of trading on 27-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
57.02 |
55.62 |
-1.40 |
-2.5% |
55.77 |
High |
57.02 |
56.94 |
-0.08 |
-0.1% |
57.19 |
Low |
54.74 |
55.37 |
0.63 |
1.2% |
54.44 |
Close |
55.06 |
56.82 |
1.76 |
3.2% |
56.82 |
Range |
2.28 |
1.57 |
-0.71 |
-31.1% |
2.75 |
ATR |
2.34 |
2.31 |
-0.03 |
-1.4% |
0.00 |
Volume |
35,383 |
32,891 |
-2,492 |
-7.0% |
145,196 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.09 |
60.52 |
57.68 |
|
R3 |
59.52 |
58.95 |
57.25 |
|
R2 |
57.95 |
57.95 |
57.11 |
|
R1 |
57.38 |
57.38 |
56.96 |
57.67 |
PP |
56.38 |
56.38 |
56.38 |
56.52 |
S1 |
55.81 |
55.81 |
56.68 |
56.10 |
S2 |
54.81 |
54.81 |
56.53 |
|
S3 |
53.24 |
54.24 |
56.39 |
|
S4 |
51.67 |
52.67 |
55.96 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.40 |
63.36 |
58.33 |
|
R3 |
61.65 |
60.61 |
57.58 |
|
R2 |
58.90 |
58.90 |
57.32 |
|
R1 |
57.86 |
57.86 |
57.07 |
58.38 |
PP |
56.15 |
56.15 |
56.15 |
56.41 |
S1 |
55.11 |
55.11 |
56.57 |
55.63 |
S2 |
53.40 |
53.40 |
56.32 |
|
S3 |
50.65 |
52.36 |
56.06 |
|
S4 |
47.90 |
49.61 |
55.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.19 |
54.44 |
2.75 |
4.8% |
1.95 |
3.4% |
87% |
False |
False |
29,039 |
10 |
59.24 |
54.44 |
4.80 |
8.4% |
2.07 |
3.6% |
50% |
False |
False |
25,769 |
20 |
59.24 |
49.57 |
9.67 |
17.0% |
2.55 |
4.5% |
75% |
False |
False |
22,842 |
40 |
59.24 |
49.00 |
10.24 |
18.0% |
2.26 |
4.0% |
76% |
False |
False |
15,980 |
60 |
69.35 |
49.00 |
20.35 |
35.8% |
2.23 |
3.9% |
38% |
False |
False |
12,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.61 |
2.618 |
61.05 |
1.618 |
59.48 |
1.000 |
58.51 |
0.618 |
57.91 |
HIGH |
56.94 |
0.618 |
56.34 |
0.500 |
56.16 |
0.382 |
55.97 |
LOW |
55.37 |
0.618 |
54.40 |
1.000 |
53.80 |
1.618 |
52.83 |
2.618 |
51.26 |
4.250 |
48.70 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
56.60 |
56.52 |
PP |
56.38 |
56.21 |
S1 |
56.16 |
55.91 |
|