NYMEX Light Sweet Crude Oil Future April 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 |
53.05 |
53.25 |
0.20 |
0.4% |
48.62 |
| High |
54.71 |
53.45 |
-1.26 |
-2.3% |
55.05 |
| Low |
52.45 |
50.75 |
-1.70 |
-3.2% |
47.47 |
| Close |
53.67 |
50.93 |
-2.74 |
-5.1% |
52.50 |
| Range |
2.26 |
2.70 |
0.44 |
19.5% |
7.58 |
| ATR |
3.01 |
3.01 |
-0.01 |
-0.2% |
0.00 |
| Volume |
248,740 |
219,610 |
-29,130 |
-11.7% |
689,155 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.81 |
58.07 |
52.42 |
|
| R3 |
57.11 |
55.37 |
51.67 |
|
| R2 |
54.41 |
54.41 |
51.43 |
|
| R1 |
52.67 |
52.67 |
51.18 |
52.19 |
| PP |
51.71 |
51.71 |
51.71 |
51.47 |
| S1 |
49.97 |
49.97 |
50.68 |
49.49 |
| S2 |
49.01 |
49.01 |
50.44 |
|
| S3 |
46.31 |
47.27 |
50.19 |
|
| S4 |
43.61 |
44.57 |
49.45 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.41 |
71.04 |
56.67 |
|
| R3 |
66.83 |
63.46 |
54.58 |
|
| R2 |
59.25 |
59.25 |
53.89 |
|
| R1 |
55.88 |
55.88 |
53.19 |
57.57 |
| PP |
51.67 |
51.67 |
51.67 |
52.52 |
| S1 |
48.30 |
48.30 |
51.81 |
49.99 |
| S2 |
44.09 |
44.09 |
51.11 |
|
| S3 |
36.51 |
40.72 |
50.42 |
|
| S4 |
28.93 |
33.14 |
48.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.71 |
48.20 |
6.51 |
12.8% |
3.33 |
6.5% |
42% |
False |
False |
189,029 |
| 10 |
55.05 |
44.37 |
10.68 |
21.0% |
3.20 |
6.3% |
61% |
False |
False |
138,675 |
| 20 |
55.05 |
44.37 |
10.68 |
21.0% |
2.99 |
5.9% |
61% |
False |
False |
106,921 |
| 40 |
60.33 |
44.37 |
15.96 |
31.3% |
2.85 |
5.6% |
41% |
False |
False |
70,968 |
| 60 |
77.75 |
44.37 |
33.38 |
65.5% |
2.72 |
5.3% |
20% |
False |
False |
53,510 |
| 80 |
82.27 |
44.37 |
37.90 |
74.4% |
2.49 |
4.9% |
17% |
False |
False |
43,553 |
| 100 |
91.54 |
44.37 |
47.17 |
92.6% |
2.34 |
4.6% |
14% |
False |
False |
36,805 |
| 120 |
93.50 |
44.37 |
49.13 |
96.5% |
2.12 |
4.2% |
13% |
False |
False |
31,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.93 |
|
2.618 |
60.52 |
|
1.618 |
57.82 |
|
1.000 |
56.15 |
|
0.618 |
55.12 |
|
HIGH |
53.45 |
|
0.618 |
52.42 |
|
0.500 |
52.10 |
|
0.382 |
51.78 |
|
LOW |
50.75 |
|
0.618 |
49.08 |
|
1.000 |
48.05 |
|
1.618 |
46.38 |
|
2.618 |
43.68 |
|
4.250 |
39.28 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.10 |
52.73 |
| PP |
51.71 |
52.13 |
| S1 |
51.32 |
51.53 |
|