NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
48.62 |
50.62 |
2.00 |
4.1% |
46.01 |
| High |
51.29 |
55.05 |
3.76 |
7.3% |
49.10 |
| Low |
47.47 |
50.56 |
3.09 |
6.5% |
44.37 |
| Close |
50.45 |
53.86 |
3.41 |
6.8% |
48.99 |
| Range |
3.82 |
4.49 |
0.67 |
17.5% |
4.73 |
| ATR |
2.68 |
2.82 |
0.14 |
5.1% |
0.00 |
| Volume |
94,949 |
117,408 |
22,459 |
23.7% |
371,254 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.63 |
64.73 |
56.33 |
|
| R3 |
62.14 |
60.24 |
55.09 |
|
| R2 |
57.65 |
57.65 |
54.68 |
|
| R1 |
55.75 |
55.75 |
54.27 |
56.70 |
| PP |
53.16 |
53.16 |
53.16 |
53.63 |
| S1 |
51.26 |
51.26 |
53.45 |
52.21 |
| S2 |
48.67 |
48.67 |
53.04 |
|
| S3 |
44.18 |
46.77 |
52.63 |
|
| S4 |
39.69 |
42.28 |
51.39 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.68 |
60.06 |
51.59 |
|
| R3 |
56.95 |
55.33 |
50.29 |
|
| R2 |
52.22 |
52.22 |
49.86 |
|
| R1 |
50.60 |
50.60 |
49.42 |
51.41 |
| PP |
47.49 |
47.49 |
47.49 |
47.89 |
| S1 |
45.87 |
45.87 |
48.56 |
46.68 |
| S2 |
42.76 |
42.76 |
48.12 |
|
| S3 |
38.03 |
41.14 |
47.69 |
|
| S4 |
33.30 |
36.41 |
46.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.05 |
44.37 |
10.68 |
19.8% |
3.07 |
5.7% |
89% |
True |
False |
88,321 |
| 10 |
55.05 |
44.37 |
10.68 |
19.8% |
2.63 |
4.9% |
89% |
True |
False |
82,545 |
| 20 |
55.05 |
44.37 |
10.68 |
19.8% |
2.74 |
5.1% |
89% |
True |
False |
75,485 |
| 40 |
67.13 |
44.37 |
22.76 |
42.3% |
2.71 |
5.0% |
42% |
False |
False |
50,232 |
| 60 |
79.70 |
44.37 |
35.33 |
65.6% |
2.57 |
4.8% |
27% |
False |
False |
39,160 |
| 80 |
85.79 |
44.37 |
41.42 |
76.9% |
2.44 |
4.5% |
23% |
False |
False |
32,565 |
| 100 |
92.17 |
44.37 |
47.80 |
88.7% |
2.25 |
4.2% |
20% |
False |
False |
27,647 |
| 120 |
94.76 |
44.37 |
50.39 |
93.6% |
2.03 |
3.8% |
19% |
False |
False |
23,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.13 |
|
2.618 |
66.80 |
|
1.618 |
62.31 |
|
1.000 |
59.54 |
|
0.618 |
57.82 |
|
HIGH |
55.05 |
|
0.618 |
53.33 |
|
0.500 |
52.81 |
|
0.382 |
52.28 |
|
LOW |
50.56 |
|
0.618 |
47.79 |
|
1.000 |
46.07 |
|
1.618 |
43.30 |
|
2.618 |
38.81 |
|
4.250 |
31.48 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
53.51 |
52.59 |
| PP |
53.16 |
51.33 |
| S1 |
52.81 |
50.06 |
|