NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
55.55 |
57.15 |
1.60 |
2.9% |
50.04 |
| High |
59.17 |
57.84 |
-1.33 |
-2.2% |
53.47 |
| Low |
54.96 |
53.99 |
-0.97 |
-1.8% |
49.00 |
| Close |
58.35 |
54.38 |
-3.97 |
-6.8% |
53.44 |
| Range |
4.21 |
3.85 |
-0.36 |
-8.6% |
4.47 |
| ATR |
2.38 |
2.53 |
0.14 |
5.9% |
0.00 |
| Volume |
25,411 |
23,002 |
-2,409 |
-9.5% |
59,703 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.95 |
64.52 |
56.50 |
|
| R3 |
63.10 |
60.67 |
55.44 |
|
| R2 |
59.25 |
59.25 |
55.09 |
|
| R1 |
56.82 |
56.82 |
54.73 |
56.11 |
| PP |
55.40 |
55.40 |
55.40 |
55.05 |
| S1 |
52.97 |
52.97 |
54.03 |
52.26 |
| S2 |
51.55 |
51.55 |
53.67 |
|
| S3 |
47.70 |
49.12 |
53.32 |
|
| S4 |
43.85 |
45.27 |
52.26 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.38 |
63.88 |
55.90 |
|
| R3 |
60.91 |
59.41 |
54.67 |
|
| R2 |
56.44 |
56.44 |
54.26 |
|
| R1 |
54.94 |
54.94 |
53.85 |
55.69 |
| PP |
51.97 |
51.97 |
51.97 |
52.35 |
| S1 |
50.47 |
50.47 |
53.03 |
51.22 |
| S2 |
47.50 |
47.50 |
52.62 |
|
| S3 |
43.03 |
46.00 |
52.21 |
|
| S4 |
38.56 |
41.53 |
50.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.17 |
49.00 |
10.17 |
18.7% |
3.30 |
6.1% |
53% |
False |
False |
17,260 |
| 10 |
59.17 |
49.00 |
10.17 |
18.7% |
2.45 |
4.5% |
53% |
False |
False |
15,041 |
| 20 |
59.17 |
49.00 |
10.17 |
18.7% |
2.29 |
4.2% |
53% |
False |
False |
11,983 |
| 40 |
66.34 |
49.00 |
17.34 |
31.9% |
2.32 |
4.3% |
31% |
False |
False |
8,174 |
| 60 |
79.78 |
49.00 |
30.78 |
56.6% |
2.11 |
3.9% |
17% |
False |
False |
6,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.20 |
|
2.618 |
67.92 |
|
1.618 |
64.07 |
|
1.000 |
61.69 |
|
0.618 |
60.22 |
|
HIGH |
57.84 |
|
0.618 |
56.37 |
|
0.500 |
55.92 |
|
0.382 |
55.46 |
|
LOW |
53.99 |
|
0.618 |
51.61 |
|
1.000 |
50.14 |
|
1.618 |
47.76 |
|
2.618 |
43.91 |
|
4.250 |
37.63 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
55.92 |
55.72 |
| PP |
55.40 |
55.27 |
| S1 |
54.89 |
54.83 |
|