NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
53.50 |
54.05 |
0.55 |
1.0% |
53.05 |
| High |
54.92 |
54.22 |
-0.70 |
-1.3% |
54.71 |
| Low |
51.64 |
51.00 |
-0.64 |
-1.2% |
48.97 |
| Close |
54.29 |
52.82 |
-1.47 |
-2.7% |
53.67 |
| Range |
3.28 |
3.22 |
-0.06 |
-1.8% |
5.74 |
| ATR |
2.97 |
2.99 |
0.02 |
0.8% |
0.00 |
| Volume |
278,386 |
280,306 |
1,920 |
0.7% |
1,194,815 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.34 |
60.80 |
54.59 |
|
| R3 |
59.12 |
57.58 |
53.71 |
|
| R2 |
55.90 |
55.90 |
53.41 |
|
| R1 |
54.36 |
54.36 |
53.12 |
53.52 |
| PP |
52.68 |
52.68 |
52.68 |
52.26 |
| S1 |
51.14 |
51.14 |
52.52 |
50.30 |
| S2 |
49.46 |
49.46 |
52.23 |
|
| S3 |
46.24 |
47.92 |
51.93 |
|
| S4 |
43.02 |
44.70 |
51.05 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.67 |
67.41 |
56.83 |
|
| R3 |
63.93 |
61.67 |
55.25 |
|
| R2 |
58.19 |
58.19 |
54.72 |
|
| R1 |
55.93 |
55.93 |
54.20 |
57.06 |
| PP |
52.45 |
52.45 |
52.45 |
53.02 |
| S1 |
50.19 |
50.19 |
53.14 |
51.32 |
| S2 |
46.71 |
46.71 |
52.62 |
|
| S3 |
40.97 |
44.45 |
52.09 |
|
| S4 |
35.23 |
38.71 |
50.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.92 |
48.97 |
5.95 |
11.3% |
2.87 |
5.4% |
65% |
False |
False |
257,031 |
| 10 |
54.92 |
48.20 |
6.72 |
12.7% |
3.10 |
5.9% |
69% |
False |
False |
223,030 |
| 20 |
55.05 |
44.37 |
10.68 |
20.2% |
2.87 |
5.4% |
79% |
False |
False |
152,788 |
| 40 |
59.21 |
44.37 |
14.84 |
28.1% |
2.77 |
5.2% |
57% |
False |
False |
99,481 |
| 60 |
77.75 |
44.37 |
33.38 |
63.2% |
2.79 |
5.3% |
25% |
False |
False |
73,773 |
| 80 |
82.03 |
44.37 |
37.66 |
71.3% |
2.53 |
4.8% |
22% |
False |
False |
58,889 |
| 100 |
91.36 |
44.37 |
46.99 |
89.0% |
2.43 |
4.6% |
18% |
False |
False |
49,434 |
| 120 |
93.50 |
44.37 |
49.13 |
93.0% |
2.22 |
4.2% |
17% |
False |
False |
41,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.91 |
|
2.618 |
62.65 |
|
1.618 |
59.43 |
|
1.000 |
57.44 |
|
0.618 |
56.21 |
|
HIGH |
54.22 |
|
0.618 |
52.99 |
|
0.500 |
52.61 |
|
0.382 |
52.23 |
|
LOW |
51.00 |
|
0.618 |
49.01 |
|
1.000 |
47.78 |
|
1.618 |
45.79 |
|
2.618 |
42.57 |
|
4.250 |
37.32 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.75 |
52.96 |
| PP |
52.68 |
52.91 |
| S1 |
52.61 |
52.87 |
|