NYMEX Light Sweet Crude Oil Future May 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 |
52.84 |
51.05 |
-1.79 |
-3.4% |
51.92 |
| High |
53.04 |
52.27 |
-0.77 |
-1.5% |
53.04 |
| Low |
50.03 |
50.81 |
0.78 |
1.6% |
50.03 |
| Close |
50.39 |
52.14 |
1.75 |
3.5% |
52.14 |
| Range |
3.01 |
1.46 |
-1.55 |
-51.5% |
3.01 |
| ATR |
2.72 |
2.66 |
-0.06 |
-2.2% |
0.00 |
| Volume |
130,017 |
166,047 |
36,030 |
27.7% |
593,669 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.12 |
55.59 |
52.94 |
|
| R3 |
54.66 |
54.13 |
52.54 |
|
| R2 |
53.20 |
53.20 |
52.41 |
|
| R1 |
52.67 |
52.67 |
52.27 |
52.94 |
| PP |
51.74 |
51.74 |
51.74 |
51.87 |
| S1 |
51.21 |
51.21 |
52.01 |
51.48 |
| S2 |
50.28 |
50.28 |
51.87 |
|
| S3 |
48.82 |
49.75 |
51.74 |
|
| S4 |
47.36 |
48.29 |
51.34 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.77 |
59.46 |
53.80 |
|
| R3 |
57.76 |
56.45 |
52.97 |
|
| R2 |
54.75 |
54.75 |
52.69 |
|
| R1 |
53.44 |
53.44 |
52.42 |
54.10 |
| PP |
51.74 |
51.74 |
51.74 |
52.06 |
| S1 |
50.43 |
50.43 |
51.86 |
51.09 |
| S2 |
48.73 |
48.73 |
51.59 |
|
| S3 |
45.72 |
47.42 |
51.31 |
|
| S4 |
42.71 |
44.41 |
50.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.04 |
50.03 |
3.01 |
5.8% |
2.25 |
4.3% |
70% |
False |
False |
118,733 |
| 10 |
56.08 |
50.03 |
6.05 |
11.6% |
2.44 |
4.7% |
35% |
False |
False |
110,454 |
| 20 |
56.08 |
46.18 |
9.90 |
19.0% |
2.88 |
5.5% |
60% |
False |
False |
94,510 |
| 40 |
56.46 |
45.52 |
10.94 |
21.0% |
2.61 |
5.0% |
61% |
False |
False |
65,837 |
| 60 |
69.79 |
45.52 |
24.27 |
46.5% |
2.59 |
5.0% |
27% |
False |
False |
50,261 |
| 80 |
80.62 |
45.52 |
35.10 |
67.3% |
2.49 |
4.8% |
19% |
False |
False |
40,443 |
| 100 |
86.90 |
45.52 |
41.38 |
79.4% |
2.33 |
4.5% |
16% |
False |
False |
33,813 |
| 120 |
91.92 |
45.52 |
46.40 |
89.0% |
2.15 |
4.1% |
14% |
False |
False |
28,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.48 |
|
2.618 |
56.09 |
|
1.618 |
54.63 |
|
1.000 |
53.73 |
|
0.618 |
53.17 |
|
HIGH |
52.27 |
|
0.618 |
51.71 |
|
0.500 |
51.54 |
|
0.382 |
51.37 |
|
LOW |
50.81 |
|
0.618 |
49.91 |
|
1.000 |
49.35 |
|
1.618 |
48.45 |
|
2.618 |
46.99 |
|
4.250 |
44.61 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.94 |
51.94 |
| PP |
51.74 |
51.74 |
| S1 |
51.54 |
51.54 |
|