NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
55.00 |
55.40 |
0.40 |
0.7% |
50.66 |
| High |
56.71 |
55.59 |
-1.12 |
-2.0% |
57.19 |
| Low |
54.75 |
53.22 |
-1.53 |
-2.8% |
49.72 |
| Close |
55.82 |
53.43 |
-2.39 |
-4.3% |
54.86 |
| Range |
1.96 |
2.37 |
0.41 |
20.9% |
7.47 |
| ATR |
2.88 |
2.86 |
-0.02 |
-0.7% |
0.00 |
| Volume |
110,531 |
123,174 |
12,643 |
11.4% |
531,314 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.19 |
59.68 |
54.73 |
|
| R3 |
58.82 |
57.31 |
54.08 |
|
| R2 |
56.45 |
56.45 |
53.86 |
|
| R1 |
54.94 |
54.94 |
53.65 |
54.51 |
| PP |
54.08 |
54.08 |
54.08 |
53.87 |
| S1 |
52.57 |
52.57 |
53.21 |
52.14 |
| S2 |
51.71 |
51.71 |
53.00 |
|
| S3 |
49.34 |
50.20 |
52.78 |
|
| S4 |
46.97 |
47.83 |
52.13 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.33 |
73.07 |
58.97 |
|
| R3 |
68.86 |
65.60 |
56.91 |
|
| R2 |
61.39 |
61.39 |
56.23 |
|
| R1 |
58.13 |
58.13 |
55.54 |
59.76 |
| PP |
53.92 |
53.92 |
53.92 |
54.74 |
| S1 |
50.66 |
50.66 |
54.18 |
52.29 |
| S2 |
46.45 |
46.45 |
53.49 |
|
| S3 |
38.98 |
43.19 |
52.81 |
|
| S4 |
31.51 |
35.72 |
50.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.71 |
50.70 |
6.01 |
11.2% |
3.08 |
5.8% |
45% |
False |
False |
118,218 |
| 10 |
57.19 |
46.68 |
10.51 |
19.7% |
3.02 |
5.7% |
64% |
False |
False |
94,849 |
| 20 |
57.19 |
46.68 |
10.51 |
19.7% |
2.82 |
5.3% |
64% |
False |
False |
85,282 |
| 40 |
61.05 |
46.68 |
14.37 |
26.9% |
2.74 |
5.1% |
47% |
False |
False |
65,443 |
| 60 |
77.70 |
46.68 |
31.02 |
58.1% |
2.64 |
4.9% |
22% |
False |
False |
56,222 |
| 80 |
82.17 |
46.68 |
35.49 |
66.4% |
2.43 |
4.6% |
19% |
False |
False |
50,762 |
| 100 |
91.35 |
46.68 |
44.67 |
83.6% |
2.29 |
4.3% |
15% |
False |
False |
46,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.66 |
|
2.618 |
61.79 |
|
1.618 |
59.42 |
|
1.000 |
57.96 |
|
0.618 |
57.05 |
|
HIGH |
55.59 |
|
0.618 |
54.68 |
|
0.500 |
54.41 |
|
0.382 |
54.13 |
|
LOW |
53.22 |
|
0.618 |
51.76 |
|
1.000 |
50.85 |
|
1.618 |
49.39 |
|
2.618 |
47.02 |
|
4.250 |
43.15 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
54.41 |
54.97 |
| PP |
54.08 |
54.45 |
| S1 |
53.76 |
53.94 |
|