NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
49.79 |
51.67 |
1.88 |
3.8% |
45.20 |
| High |
54.24 |
52.56 |
-1.68 |
-3.1% |
48.35 |
| Low |
49.69 |
47.95 |
-1.74 |
-3.5% |
43.58 |
| Close |
53.05 |
48.45 |
-4.60 |
-8.7% |
48.24 |
| Range |
4.55 |
4.61 |
0.06 |
1.3% |
4.77 |
| ATR |
2.89 |
3.05 |
0.16 |
5.5% |
0.00 |
| Volume |
644,919 |
577,515 |
-67,404 |
-10.5% |
1,744,093 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.48 |
60.58 |
50.99 |
|
| R3 |
58.87 |
55.97 |
49.72 |
|
| R2 |
54.26 |
54.26 |
49.30 |
|
| R1 |
51.36 |
51.36 |
48.87 |
50.51 |
| PP |
49.65 |
49.65 |
49.65 |
49.23 |
| S1 |
46.75 |
46.75 |
48.03 |
45.90 |
| S2 |
45.04 |
45.04 |
47.60 |
|
| S3 |
40.43 |
42.14 |
47.18 |
|
| S4 |
35.82 |
37.53 |
45.91 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.03 |
59.41 |
50.86 |
|
| R3 |
56.26 |
54.64 |
49.55 |
|
| R2 |
51.49 |
51.49 |
49.11 |
|
| R1 |
49.87 |
49.87 |
48.68 |
50.68 |
| PP |
46.72 |
46.72 |
46.72 |
47.13 |
| S1 |
45.10 |
45.10 |
47.80 |
45.91 |
| S2 |
41.95 |
41.95 |
47.37 |
|
| S3 |
37.18 |
40.33 |
46.93 |
|
| S4 |
32.41 |
35.56 |
45.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.24 |
43.58 |
10.66 |
22.0% |
3.69 |
7.6% |
46% |
False |
False |
497,743 |
| 10 |
54.24 |
43.58 |
10.66 |
22.0% |
2.98 |
6.1% |
46% |
False |
False |
427,905 |
| 20 |
54.24 |
43.58 |
10.66 |
22.0% |
2.90 |
6.0% |
46% |
False |
False |
359,253 |
| 40 |
65.90 |
43.58 |
22.32 |
46.1% |
2.88 |
5.9% |
22% |
False |
False |
210,983 |
| 60 |
79.65 |
43.58 |
36.07 |
74.4% |
2.72 |
5.6% |
14% |
False |
False |
154,218 |
| 80 |
84.51 |
43.58 |
40.93 |
84.5% |
2.57 |
5.3% |
12% |
False |
False |
124,613 |
| 100 |
92.32 |
43.58 |
48.74 |
100.6% |
2.39 |
4.9% |
10% |
False |
False |
105,462 |
| 120 |
94.90 |
43.58 |
51.32 |
105.9% |
2.19 |
4.5% |
9% |
False |
False |
90,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.15 |
|
2.618 |
64.63 |
|
1.618 |
60.02 |
|
1.000 |
57.17 |
|
0.618 |
55.41 |
|
HIGH |
52.56 |
|
0.618 |
50.80 |
|
0.500 |
50.26 |
|
0.382 |
49.71 |
|
LOW |
47.95 |
|
0.618 |
45.10 |
|
1.000 |
43.34 |
|
1.618 |
40.49 |
|
2.618 |
35.88 |
|
4.250 |
28.36 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.26 |
50.46 |
| PP |
49.65 |
49.79 |
| S1 |
49.05 |
49.12 |
|