NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
52.47 |
53.32 |
0.85 |
1.6% |
54.92 |
| High |
53.86 |
53.63 |
-0.23 |
-0.4% |
56.08 |
| Low |
50.99 |
51.97 |
0.98 |
1.9% |
50.99 |
| Close |
53.00 |
52.09 |
-0.91 |
-1.7% |
52.09 |
| Range |
2.87 |
1.66 |
-1.21 |
-42.2% |
5.09 |
| ATR |
2.89 |
2.80 |
-0.09 |
-3.0% |
0.00 |
| Volume |
81,477 |
109,169 |
27,692 |
34.0% |
389,718 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.54 |
56.48 |
53.00 |
|
| R3 |
55.88 |
54.82 |
52.55 |
|
| R2 |
54.22 |
54.22 |
52.39 |
|
| R1 |
53.16 |
53.16 |
52.24 |
52.86 |
| PP |
52.56 |
52.56 |
52.56 |
52.42 |
| S1 |
51.50 |
51.50 |
51.94 |
51.20 |
| S2 |
50.90 |
50.90 |
51.79 |
|
| S3 |
49.24 |
49.84 |
51.63 |
|
| S4 |
47.58 |
48.18 |
51.18 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.32 |
65.30 |
54.89 |
|
| R3 |
63.23 |
60.21 |
53.49 |
|
| R2 |
58.14 |
58.14 |
53.02 |
|
| R1 |
55.12 |
55.12 |
52.56 |
54.09 |
| PP |
53.05 |
53.05 |
53.05 |
52.54 |
| S1 |
50.03 |
50.03 |
51.62 |
49.00 |
| S2 |
47.96 |
47.96 |
51.16 |
|
| S3 |
42.87 |
44.94 |
50.69 |
|
| S4 |
37.78 |
39.85 |
49.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.08 |
50.99 |
5.09 |
9.8% |
2.63 |
5.1% |
22% |
False |
False |
102,176 |
| 10 |
56.08 |
50.20 |
5.88 |
11.3% |
2.53 |
4.9% |
32% |
False |
False |
99,818 |
| 20 |
56.08 |
45.52 |
10.56 |
20.3% |
2.73 |
5.2% |
62% |
False |
False |
76,699 |
| 40 |
58.66 |
45.52 |
13.14 |
25.2% |
2.58 |
5.0% |
50% |
False |
False |
52,615 |
| 60 |
77.15 |
45.52 |
31.63 |
60.7% |
2.68 |
5.1% |
21% |
False |
False |
41,528 |
| 80 |
81.93 |
45.52 |
36.41 |
69.9% |
2.41 |
4.6% |
18% |
False |
False |
33,417 |
| 100 |
90.94 |
45.52 |
45.42 |
87.2% |
2.31 |
4.4% |
14% |
False |
False |
28,247 |
| 120 |
93.40 |
45.52 |
47.88 |
91.9% |
2.11 |
4.0% |
14% |
False |
False |
24,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.69 |
|
2.618 |
57.98 |
|
1.618 |
56.32 |
|
1.000 |
55.29 |
|
0.618 |
54.66 |
|
HIGH |
53.63 |
|
0.618 |
53.00 |
|
0.500 |
52.80 |
|
0.382 |
52.60 |
|
LOW |
51.97 |
|
0.618 |
50.94 |
|
1.000 |
50.31 |
|
1.618 |
49.28 |
|
2.618 |
47.62 |
|
4.250 |
44.92 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.80 |
53.22 |
| PP |
52.56 |
52.84 |
| S1 |
52.33 |
52.47 |
|