NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
52.01 |
52.43 |
0.42 |
0.8% |
47.59 |
| High |
53.99 |
52.65 |
-1.34 |
-2.5% |
54.24 |
| Low |
51.65 |
49.86 |
-1.79 |
-3.5% |
46.67 |
| Close |
52.86 |
50.02 |
-2.84 |
-5.4% |
51.69 |
| Range |
2.34 |
2.79 |
0.45 |
19.2% |
7.57 |
| ATR |
3.08 |
3.07 |
-0.01 |
-0.2% |
0.00 |
| Volume |
536,364 |
501,701 |
-34,663 |
-6.5% |
2,915,670 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.21 |
57.41 |
51.55 |
|
| R3 |
56.42 |
54.62 |
50.79 |
|
| R2 |
53.63 |
53.63 |
50.53 |
|
| R1 |
51.83 |
51.83 |
50.28 |
51.34 |
| PP |
50.84 |
50.84 |
50.84 |
50.60 |
| S1 |
49.04 |
49.04 |
49.76 |
48.55 |
| S2 |
48.05 |
48.05 |
49.51 |
|
| S3 |
45.26 |
46.25 |
49.25 |
|
| S4 |
42.47 |
43.46 |
48.49 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.58 |
70.20 |
55.85 |
|
| R3 |
66.01 |
62.63 |
53.77 |
|
| R2 |
58.44 |
58.44 |
53.08 |
|
| R1 |
55.06 |
55.06 |
52.38 |
56.75 |
| PP |
50.87 |
50.87 |
50.87 |
51.71 |
| S1 |
47.49 |
47.49 |
51.00 |
49.18 |
| S2 |
43.30 |
43.30 |
50.30 |
|
| S3 |
35.73 |
39.92 |
49.61 |
|
| S4 |
28.16 |
32.35 |
47.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.99 |
47.36 |
6.63 |
13.3% |
3.38 |
6.8% |
40% |
False |
False |
559,481 |
| 10 |
54.24 |
43.58 |
10.66 |
21.3% |
3.25 |
6.5% |
60% |
False |
False |
507,404 |
| 20 |
54.24 |
43.58 |
10.66 |
21.3% |
3.06 |
6.1% |
60% |
False |
False |
433,217 |
| 40 |
60.10 |
43.58 |
16.52 |
33.0% |
2.93 |
5.9% |
39% |
False |
False |
261,003 |
| 60 |
77.79 |
43.58 |
34.21 |
68.4% |
2.81 |
5.6% |
19% |
False |
False |
188,810 |
| 80 |
82.58 |
43.58 |
39.00 |
78.0% |
2.60 |
5.2% |
17% |
False |
False |
150,332 |
| 100 |
91.92 |
43.58 |
48.34 |
96.6% |
2.45 |
4.9% |
13% |
False |
False |
126,791 |
| 120 |
93.80 |
43.58 |
50.22 |
100.4% |
2.24 |
4.5% |
13% |
False |
False |
108,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.51 |
|
2.618 |
59.95 |
|
1.618 |
57.16 |
|
1.000 |
55.44 |
|
0.618 |
54.37 |
|
HIGH |
52.65 |
|
0.618 |
51.58 |
|
0.500 |
51.26 |
|
0.382 |
50.93 |
|
LOW |
49.86 |
|
0.618 |
48.14 |
|
1.000 |
47.07 |
|
1.618 |
45.35 |
|
2.618 |
42.56 |
|
4.250 |
38.00 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.26 |
51.93 |
| PP |
50.84 |
51.29 |
| S1 |
50.43 |
50.66 |
|