NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
55.40 |
54.29 |
-1.11 |
-2.0% |
50.66 |
| High |
55.59 |
54.29 |
-1.30 |
-2.3% |
57.19 |
| Low |
53.22 |
51.50 |
-1.72 |
-3.2% |
49.72 |
| Close |
53.43 |
52.43 |
-1.00 |
-1.9% |
54.86 |
| Range |
2.37 |
2.79 |
0.42 |
17.7% |
7.47 |
| ATR |
2.86 |
2.85 |
0.00 |
-0.2% |
0.00 |
| Volume |
123,174 |
96,243 |
-26,931 |
-21.9% |
531,314 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.11 |
59.56 |
53.96 |
|
| R3 |
58.32 |
56.77 |
53.20 |
|
| R2 |
55.53 |
55.53 |
52.94 |
|
| R1 |
53.98 |
53.98 |
52.69 |
53.36 |
| PP |
52.74 |
52.74 |
52.74 |
52.43 |
| S1 |
51.19 |
51.19 |
52.17 |
50.57 |
| S2 |
49.95 |
49.95 |
51.92 |
|
| S3 |
47.16 |
48.40 |
51.66 |
|
| S4 |
44.37 |
45.61 |
50.90 |
|
|
| 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 |
11.5% |
2.80 |
5.3% |
29% |
False |
False |
111,748 |
| 10 |
57.19 |
46.68 |
10.51 |
20.0% |
3.17 |
6.0% |
55% |
False |
False |
99,754 |
| 20 |
57.19 |
46.68 |
10.51 |
20.0% |
2.84 |
5.4% |
55% |
False |
False |
87,027 |
| 40 |
60.32 |
46.68 |
13.64 |
26.0% |
2.76 |
5.3% |
42% |
False |
False |
66,690 |
| 60 |
77.70 |
46.68 |
31.02 |
59.2% |
2.63 |
5.0% |
19% |
False |
False |
57,311 |
| 80 |
81.92 |
46.68 |
35.24 |
67.2% |
2.41 |
4.6% |
16% |
False |
False |
51,323 |
| 100 |
90.62 |
46.68 |
43.94 |
83.8% |
2.30 |
4.4% |
13% |
False |
False |
47,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.15 |
|
2.618 |
61.59 |
|
1.618 |
58.80 |
|
1.000 |
57.08 |
|
0.618 |
56.01 |
|
HIGH |
54.29 |
|
0.618 |
53.22 |
|
0.500 |
52.90 |
|
0.382 |
52.57 |
|
LOW |
51.50 |
|
0.618 |
49.78 |
|
1.000 |
48.71 |
|
1.618 |
46.99 |
|
2.618 |
44.20 |
|
4.250 |
39.64 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.90 |
54.11 |
| PP |
52.74 |
53.55 |
| S1 |
52.59 |
52.99 |
|