NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
49.42 |
51.35 |
1.93 |
3.9% |
52.01 |
| High |
51.60 |
53.43 |
1.83 |
3.5% |
53.99 |
| Low |
49.14 |
51.03 |
1.89 |
3.8% |
48.08 |
| Close |
51.21 |
52.78 |
1.57 |
3.1% |
52.78 |
| Range |
2.46 |
2.40 |
-0.06 |
-2.4% |
5.91 |
| ATR |
3.05 |
3.00 |
-0.05 |
-1.5% |
0.00 |
| Volume |
563,662 |
437,072 |
-126,590 |
-22.5% |
2,558,071 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.61 |
58.60 |
54.10 |
|
| R3 |
57.21 |
56.20 |
53.44 |
|
| R2 |
54.81 |
54.81 |
53.22 |
|
| R1 |
53.80 |
53.80 |
53.00 |
54.31 |
| PP |
52.41 |
52.41 |
52.41 |
52.67 |
| S1 |
51.40 |
51.40 |
52.56 |
51.91 |
| S2 |
50.01 |
50.01 |
52.34 |
|
| S3 |
47.61 |
49.00 |
52.12 |
|
| S4 |
45.21 |
46.60 |
51.46 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.35 |
66.97 |
56.03 |
|
| R3 |
63.44 |
61.06 |
54.41 |
|
| R2 |
57.53 |
57.53 |
53.86 |
|
| R1 |
55.15 |
55.15 |
53.32 |
56.34 |
| PP |
51.62 |
51.62 |
51.62 |
52.21 |
| S1 |
49.24 |
49.24 |
52.24 |
50.43 |
| S2 |
45.71 |
45.71 |
51.70 |
|
| S3 |
39.80 |
43.33 |
51.15 |
|
| S4 |
33.89 |
37.42 |
49.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.99 |
48.08 |
5.91 |
11.2% |
2.61 |
4.9% |
80% |
False |
False |
511,614 |
| 10 |
54.24 |
46.67 |
7.57 |
14.3% |
3.33 |
6.3% |
81% |
False |
False |
547,374 |
| 20 |
54.24 |
43.58 |
10.66 |
20.2% |
2.87 |
5.4% |
86% |
False |
False |
460,148 |
| 40 |
59.53 |
43.58 |
15.95 |
30.2% |
2.90 |
5.5% |
58% |
False |
False |
293,777 |
| 60 |
77.79 |
43.58 |
34.21 |
64.8% |
2.82 |
5.3% |
27% |
False |
False |
212,318 |
| 80 |
82.19 |
43.58 |
38.61 |
73.2% |
2.59 |
4.9% |
24% |
False |
False |
167,680 |
| 100 |
91.92 |
43.58 |
48.34 |
91.6% |
2.50 |
4.7% |
19% |
False |
False |
141,470 |
| 120 |
93.80 |
43.58 |
50.22 |
95.1% |
2.29 |
4.3% |
18% |
False |
False |
120,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.63 |
|
2.618 |
59.71 |
|
1.618 |
57.31 |
|
1.000 |
55.83 |
|
0.618 |
54.91 |
|
HIGH |
53.43 |
|
0.618 |
52.51 |
|
0.500 |
52.23 |
|
0.382 |
51.95 |
|
LOW |
51.03 |
|
0.618 |
49.55 |
|
1.000 |
48.63 |
|
1.618 |
47.15 |
|
2.618 |
44.75 |
|
4.250 |
40.83 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.60 |
52.11 |
| PP |
52.41 |
51.43 |
| S1 |
52.23 |
50.76 |
|