NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
56.05 |
57.88 |
1.83 |
3.3% |
56.55 |
| High |
58.03 |
58.37 |
0.34 |
0.6% |
58.03 |
| Low |
55.93 |
55.60 |
-0.33 |
-0.6% |
52.83 |
| Close |
57.53 |
57.98 |
0.45 |
0.8% |
57.53 |
| Range |
2.10 |
2.77 |
0.67 |
31.9% |
5.20 |
| ATR |
2.66 |
2.67 |
0.01 |
0.3% |
0.00 |
| Volume |
54,971 |
30,814 |
-24,157 |
-43.9% |
216,212 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.63 |
64.57 |
59.50 |
|
| R3 |
62.86 |
61.80 |
58.74 |
|
| R2 |
60.09 |
60.09 |
58.49 |
|
| R1 |
59.03 |
59.03 |
58.23 |
59.56 |
| PP |
57.32 |
57.32 |
57.32 |
57.58 |
| S1 |
56.26 |
56.26 |
57.73 |
56.79 |
| S2 |
54.55 |
54.55 |
57.47 |
|
| S3 |
51.78 |
53.49 |
57.22 |
|
| S4 |
49.01 |
50.72 |
56.46 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.73 |
69.83 |
60.39 |
|
| R3 |
66.53 |
64.63 |
58.96 |
|
| R2 |
61.33 |
61.33 |
58.48 |
|
| R1 |
59.43 |
59.43 |
58.01 |
60.38 |
| PP |
56.13 |
56.13 |
56.13 |
56.61 |
| S1 |
54.23 |
54.23 |
57.05 |
55.18 |
| S2 |
50.93 |
50.93 |
56.58 |
|
| S3 |
45.73 |
49.03 |
56.10 |
|
| S4 |
40.53 |
43.83 |
54.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.37 |
52.83 |
5.54 |
9.6% |
2.47 |
4.3% |
93% |
True |
False |
41,708 |
| 10 |
58.37 |
52.16 |
6.21 |
10.7% |
2.89 |
5.0% |
94% |
True |
False |
39,787 |
| 20 |
58.37 |
47.87 |
10.50 |
18.1% |
2.55 |
4.4% |
96% |
True |
False |
31,041 |
| 40 |
60.41 |
47.87 |
12.54 |
21.6% |
2.50 |
4.3% |
81% |
False |
False |
21,260 |
| 60 |
77.60 |
47.87 |
29.73 |
51.3% |
2.46 |
4.2% |
34% |
False |
False |
16,540 |
| 80 |
81.61 |
47.87 |
33.74 |
58.2% |
2.24 |
3.9% |
30% |
False |
False |
13,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.14 |
|
2.618 |
65.62 |
|
1.618 |
62.85 |
|
1.000 |
61.14 |
|
0.618 |
60.08 |
|
HIGH |
58.37 |
|
0.618 |
57.31 |
|
0.500 |
56.99 |
|
0.382 |
56.66 |
|
LOW |
55.60 |
|
0.618 |
53.89 |
|
1.000 |
52.83 |
|
1.618 |
51.12 |
|
2.618 |
48.35 |
|
4.250 |
43.83 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
57.65 |
57.41 |
| PP |
57.32 |
56.84 |
| S1 |
56.99 |
56.27 |
|