NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
54.29 |
52.80 |
-1.49 |
-2.7% |
50.66 |
| High |
54.29 |
55.16 |
0.87 |
1.6% |
57.19 |
| Low |
51.50 |
52.75 |
1.25 |
2.4% |
49.72 |
| Close |
52.43 |
54.87 |
2.44 |
4.7% |
54.86 |
| Range |
2.79 |
2.41 |
-0.38 |
-13.6% |
7.47 |
| ATR |
2.85 |
2.84 |
-0.01 |
-0.3% |
0.00 |
| Volume |
96,243 |
85,216 |
-11,027 |
-11.5% |
531,314 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.49 |
60.59 |
56.20 |
|
| R3 |
59.08 |
58.18 |
55.53 |
|
| R2 |
56.67 |
56.67 |
55.31 |
|
| R1 |
55.77 |
55.77 |
55.09 |
56.22 |
| PP |
54.26 |
54.26 |
54.26 |
54.49 |
| S1 |
53.36 |
53.36 |
54.65 |
53.81 |
| S2 |
51.85 |
51.85 |
54.43 |
|
| S3 |
49.44 |
50.95 |
54.21 |
|
| S4 |
47.03 |
48.54 |
53.54 |
|
|
| 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 |
51.50 |
5.21 |
9.5% |
2.35 |
4.3% |
65% |
False |
False |
107,402 |
| 10 |
57.19 |
47.32 |
9.87 |
18.0% |
3.28 |
6.0% |
76% |
False |
False |
100,276 |
| 20 |
57.19 |
46.68 |
10.51 |
19.2% |
2.78 |
5.1% |
78% |
False |
False |
87,383 |
| 40 |
60.31 |
46.68 |
13.63 |
24.8% |
2.74 |
5.0% |
60% |
False |
False |
67,599 |
| 60 |
77.70 |
46.68 |
31.02 |
56.5% |
2.63 |
4.8% |
26% |
False |
False |
58,109 |
| 80 |
81.92 |
46.68 |
35.24 |
64.2% |
2.42 |
4.4% |
23% |
False |
False |
51,715 |
| 100 |
90.62 |
46.68 |
43.94 |
80.1% |
2.32 |
4.2% |
19% |
False |
False |
48,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.40 |
|
2.618 |
61.47 |
|
1.618 |
59.06 |
|
1.000 |
57.57 |
|
0.618 |
56.65 |
|
HIGH |
55.16 |
|
0.618 |
54.24 |
|
0.500 |
53.96 |
|
0.382 |
53.67 |
|
LOW |
52.75 |
|
0.618 |
51.26 |
|
1.000 |
50.34 |
|
1.618 |
48.85 |
|
2.618 |
46.44 |
|
4.250 |
42.51 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
54.57 |
54.43 |
| PP |
54.26 |
53.99 |
| S1 |
53.96 |
53.55 |
|