NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
51.00 |
48.97 |
-2.03 |
-4.0% |
50.75 |
| High |
51.22 |
49.94 |
-1.28 |
-2.5% |
51.28 |
| Low |
47.80 |
48.46 |
0.66 |
1.4% |
47.80 |
| Close |
48.17 |
49.76 |
1.59 |
3.3% |
49.76 |
| Range |
3.42 |
1.48 |
-1.94 |
-56.7% |
3.48 |
| ATR |
2.83 |
2.75 |
-0.08 |
-2.7% |
0.00 |
| Volume |
459,584 |
399,494 |
-60,090 |
-13.1% |
2,057,086 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.83 |
53.27 |
50.57 |
|
| R3 |
52.35 |
51.79 |
50.17 |
|
| R2 |
50.87 |
50.87 |
50.03 |
|
| R1 |
50.31 |
50.31 |
49.90 |
50.59 |
| PP |
49.39 |
49.39 |
49.39 |
49.53 |
| S1 |
48.83 |
48.83 |
49.62 |
49.11 |
| S2 |
47.91 |
47.91 |
49.49 |
|
| S3 |
46.43 |
47.35 |
49.35 |
|
| S4 |
44.95 |
45.87 |
48.95 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.05 |
58.39 |
51.67 |
|
| R3 |
56.57 |
54.91 |
50.72 |
|
| R2 |
53.09 |
53.09 |
50.40 |
|
| R1 |
51.43 |
51.43 |
50.08 |
50.52 |
| PP |
49.61 |
49.61 |
49.61 |
49.16 |
| S1 |
47.95 |
47.95 |
49.44 |
47.04 |
| S2 |
46.13 |
46.13 |
49.12 |
|
| S3 |
42.65 |
44.47 |
48.80 |
|
| S4 |
39.17 |
40.99 |
47.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.28 |
47.80 |
3.48 |
7.0% |
2.34 |
4.7% |
56% |
False |
False |
411,417 |
| 10 |
54.92 |
47.80 |
7.12 |
14.3% |
2.53 |
5.1% |
28% |
False |
False |
376,140 |
| 20 |
55.05 |
45.07 |
9.98 |
20.1% |
2.99 |
6.0% |
47% |
False |
False |
274,552 |
| 40 |
56.05 |
44.37 |
11.68 |
23.5% |
2.74 |
5.5% |
46% |
False |
False |
169,859 |
| 60 |
69.52 |
44.37 |
25.15 |
50.5% |
2.69 |
5.4% |
21% |
False |
False |
121,247 |
| 80 |
80.73 |
44.37 |
36.36 |
73.1% |
2.61 |
5.2% |
15% |
False |
False |
95,111 |
| 100 |
87.50 |
44.37 |
43.13 |
86.7% |
2.47 |
5.0% |
12% |
False |
False |
78,412 |
| 120 |
92.17 |
44.37 |
47.80 |
96.1% |
2.29 |
4.6% |
11% |
False |
False |
66,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.23 |
|
2.618 |
53.81 |
|
1.618 |
52.33 |
|
1.000 |
51.42 |
|
0.618 |
50.85 |
|
HIGH |
49.94 |
|
0.618 |
49.37 |
|
0.500 |
49.20 |
|
0.382 |
49.03 |
|
LOW |
48.46 |
|
0.618 |
47.55 |
|
1.000 |
46.98 |
|
1.618 |
46.07 |
|
2.618 |
44.59 |
|
4.250 |
42.17 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.57 |
49.69 |
| PP |
49.39 |
49.61 |
| S1 |
49.20 |
49.54 |
|