NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
50.79 |
52.84 |
2.05 |
4.0% |
54.92 |
| High |
53.03 |
53.04 |
0.01 |
0.0% |
56.08 |
| Low |
50.05 |
50.03 |
-0.02 |
0.0% |
50.99 |
| Close |
52.76 |
50.39 |
-2.37 |
-4.5% |
52.09 |
| Range |
2.98 |
3.01 |
0.03 |
1.0% |
5.09 |
| ATR |
2.69 |
2.72 |
0.02 |
0.8% |
0.00 |
| Volume |
67,121 |
130,017 |
62,896 |
93.7% |
389,718 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.18 |
58.30 |
52.05 |
|
| R3 |
57.17 |
55.29 |
51.22 |
|
| R2 |
54.16 |
54.16 |
50.94 |
|
| R1 |
52.28 |
52.28 |
50.67 |
51.72 |
| PP |
51.15 |
51.15 |
51.15 |
50.87 |
| S1 |
49.27 |
49.27 |
50.11 |
48.71 |
| S2 |
48.14 |
48.14 |
49.84 |
|
| S3 |
45.13 |
46.26 |
49.56 |
|
| S4 |
42.12 |
43.25 |
48.73 |
|
|
| 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 |
53.63 |
50.03 |
3.60 |
7.1% |
2.29 |
4.5% |
10% |
False |
True |
107,358 |
| 10 |
56.08 |
50.03 |
6.05 |
12.0% |
2.54 |
5.0% |
6% |
False |
True |
104,875 |
| 20 |
56.08 |
45.52 |
10.56 |
21.0% |
2.87 |
5.7% |
46% |
False |
False |
89,160 |
| 40 |
56.46 |
45.52 |
10.94 |
21.7% |
2.61 |
5.2% |
45% |
False |
False |
62,079 |
| 60 |
69.97 |
45.52 |
24.45 |
48.5% |
2.65 |
5.3% |
20% |
False |
False |
47,857 |
| 80 |
80.62 |
45.52 |
35.10 |
69.7% |
2.49 |
4.9% |
14% |
False |
False |
38,438 |
| 100 |
87.34 |
45.52 |
41.82 |
83.0% |
2.33 |
4.6% |
12% |
False |
False |
32,263 |
| 120 |
92.53 |
45.52 |
47.01 |
93.3% |
2.15 |
4.3% |
10% |
False |
False |
27,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.83 |
|
2.618 |
60.92 |
|
1.618 |
57.91 |
|
1.000 |
56.05 |
|
0.618 |
54.90 |
|
HIGH |
53.04 |
|
0.618 |
51.89 |
|
0.500 |
51.54 |
|
0.382 |
51.18 |
|
LOW |
50.03 |
|
0.618 |
48.17 |
|
1.000 |
47.02 |
|
1.618 |
45.16 |
|
2.618 |
42.15 |
|
4.250 |
37.24 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.54 |
51.54 |
| PP |
51.15 |
51.15 |
| S1 |
50.77 |
50.77 |
|