NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
53.71 |
54.29 |
0.58 |
1.1% |
56.12 |
| High |
55.02 |
54.84 |
-0.18 |
-0.3% |
57.27 |
| Low |
52.24 |
53.29 |
1.05 |
2.0% |
52.24 |
| Close |
54.22 |
53.45 |
-0.77 |
-1.4% |
53.45 |
| Range |
2.78 |
1.55 |
-1.23 |
-44.2% |
5.03 |
| ATR |
2.85 |
2.76 |
-0.09 |
-3.3% |
0.00 |
| Volume |
87,451 |
106,208 |
18,757 |
21.4% |
416,349 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.51 |
57.53 |
54.30 |
|
| R3 |
56.96 |
55.98 |
53.88 |
|
| R2 |
55.41 |
55.41 |
53.73 |
|
| R1 |
54.43 |
54.43 |
53.59 |
54.15 |
| PP |
53.86 |
53.86 |
53.86 |
53.72 |
| S1 |
52.88 |
52.88 |
53.31 |
52.60 |
| S2 |
52.31 |
52.31 |
53.17 |
|
| S3 |
50.76 |
51.33 |
53.02 |
|
| S4 |
49.21 |
49.78 |
52.60 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.41 |
66.46 |
56.22 |
|
| R3 |
64.38 |
61.43 |
54.83 |
|
| R2 |
59.35 |
59.35 |
54.37 |
|
| R1 |
56.40 |
56.40 |
53.91 |
55.36 |
| PP |
54.32 |
54.32 |
54.32 |
53.80 |
| S1 |
51.37 |
51.37 |
52.99 |
50.33 |
| S2 |
49.29 |
49.29 |
52.53 |
|
| S3 |
44.26 |
46.34 |
52.07 |
|
| S4 |
39.23 |
41.31 |
50.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.27 |
52.24 |
5.03 |
9.4% |
2.55 |
4.8% |
24% |
False |
False |
107,090 |
| 10 |
57.27 |
51.50 |
5.77 |
10.8% |
2.45 |
4.6% |
34% |
False |
False |
107,246 |
| 20 |
57.27 |
46.68 |
10.59 |
19.8% |
2.69 |
5.0% |
64% |
False |
False |
94,342 |
| 40 |
59.10 |
46.68 |
12.42 |
23.2% |
2.59 |
4.8% |
55% |
False |
False |
73,616 |
| 60 |
77.28 |
46.68 |
30.60 |
57.2% |
2.70 |
5.0% |
22% |
False |
False |
64,000 |
| 80 |
81.92 |
46.68 |
35.24 |
65.9% |
2.47 |
4.6% |
19% |
False |
False |
56,437 |
| 100 |
90.62 |
46.68 |
43.94 |
82.2% |
2.40 |
4.5% |
15% |
False |
False |
52,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.43 |
|
2.618 |
58.90 |
|
1.618 |
57.35 |
|
1.000 |
56.39 |
|
0.618 |
55.80 |
|
HIGH |
54.84 |
|
0.618 |
54.25 |
|
0.500 |
54.07 |
|
0.382 |
53.88 |
|
LOW |
53.29 |
|
0.618 |
52.33 |
|
1.000 |
51.74 |
|
1.618 |
50.78 |
|
2.618 |
49.23 |
|
4.250 |
46.70 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
54.07 |
54.46 |
| PP |
53.86 |
54.12 |
| S1 |
53.66 |
53.79 |
|