NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
54.91 |
52.21 |
-2.70 |
-4.9% |
48.16 |
| High |
55.63 |
55.35 |
-0.28 |
-0.5% |
51.33 |
| Low |
51.43 |
50.70 |
-0.73 |
-1.4% |
46.68 |
| Close |
51.89 |
53.79 |
1.90 |
3.7% |
51.22 |
| Range |
4.20 |
4.65 |
0.45 |
10.7% |
4.65 |
| ATR |
2.85 |
2.98 |
0.13 |
4.5% |
0.00 |
| Volume |
128,595 |
106,943 |
-21,652 |
-16.8% |
317,723 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.23 |
65.16 |
56.35 |
|
| R3 |
62.58 |
60.51 |
55.07 |
|
| R2 |
57.93 |
57.93 |
54.64 |
|
| R1 |
55.86 |
55.86 |
54.22 |
56.90 |
| PP |
53.28 |
53.28 |
53.28 |
53.80 |
| S1 |
51.21 |
51.21 |
53.36 |
52.25 |
| S2 |
48.63 |
48.63 |
52.94 |
|
| S3 |
43.98 |
46.56 |
52.51 |
|
| S4 |
39.33 |
41.91 |
51.23 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.69 |
62.11 |
53.78 |
|
| R3 |
59.04 |
57.46 |
52.50 |
|
| R2 |
54.39 |
54.39 |
52.07 |
|
| R1 |
52.81 |
52.81 |
51.65 |
53.60 |
| PP |
49.74 |
49.74 |
49.74 |
50.14 |
| S1 |
48.16 |
48.16 |
50.79 |
48.95 |
| S2 |
45.09 |
45.09 |
50.37 |
|
| S3 |
40.44 |
43.51 |
49.94 |
|
| S4 |
35.79 |
38.86 |
48.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.19 |
47.32 |
9.87 |
18.3% |
4.21 |
7.8% |
66% |
False |
False |
93,149 |
| 10 |
57.19 |
46.68 |
10.51 |
19.5% |
2.93 |
5.4% |
68% |
False |
False |
81,437 |
| 20 |
57.19 |
46.68 |
10.51 |
19.5% |
2.81 |
5.2% |
68% |
False |
False |
76,714 |
| 40 |
65.15 |
46.68 |
18.47 |
34.3% |
2.75 |
5.1% |
38% |
False |
False |
60,192 |
| 60 |
79.86 |
46.68 |
33.18 |
61.7% |
2.60 |
4.8% |
21% |
False |
False |
51,987 |
| 80 |
83.72 |
46.68 |
37.04 |
68.9% |
2.45 |
4.5% |
19% |
False |
False |
47,709 |
| 100 |
91.94 |
46.68 |
45.26 |
84.1% |
2.26 |
4.2% |
16% |
False |
False |
43,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.11 |
|
2.618 |
67.52 |
|
1.618 |
62.87 |
|
1.000 |
60.00 |
|
0.618 |
58.22 |
|
HIGH |
55.35 |
|
0.618 |
53.57 |
|
0.500 |
53.03 |
|
0.382 |
52.48 |
|
LOW |
50.70 |
|
0.618 |
47.83 |
|
1.000 |
46.05 |
|
1.618 |
43.18 |
|
2.618 |
38.53 |
|
4.250 |
30.94 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
53.54 |
53.95 |
| PP |
53.28 |
53.89 |
| S1 |
53.03 |
53.84 |
|