NYMEX Light Sweet Crude Oil Future August 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
55.07 |
57.02 |
1.95 |
3.5% |
59.10 |
| High |
57.19 |
57.02 |
-0.17 |
-0.3% |
59.24 |
| Low |
54.63 |
54.74 |
0.11 |
0.2% |
54.71 |
| Close |
57.07 |
55.06 |
-2.01 |
-3.5% |
56.07 |
| Range |
2.56 |
2.28 |
-0.28 |
-10.9% |
4.53 |
| ATR |
2.34 |
2.34 |
0.00 |
0.0% |
0.00 |
| Volume |
16,639 |
35,383 |
18,744 |
112.7% |
86,067 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.45 |
61.03 |
56.31 |
|
| R3 |
60.17 |
58.75 |
55.69 |
|
| R2 |
57.89 |
57.89 |
55.48 |
|
| R1 |
56.47 |
56.47 |
55.27 |
56.04 |
| PP |
55.61 |
55.61 |
55.61 |
55.39 |
| S1 |
54.19 |
54.19 |
54.85 |
53.76 |
| S2 |
53.33 |
53.33 |
54.64 |
|
| S3 |
51.05 |
51.91 |
54.43 |
|
| S4 |
48.77 |
49.63 |
53.81 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.26 |
67.70 |
58.56 |
|
| R3 |
65.73 |
63.17 |
57.32 |
|
| R2 |
61.20 |
61.20 |
56.90 |
|
| R1 |
58.64 |
58.64 |
56.49 |
57.66 |
| PP |
56.67 |
56.67 |
56.67 |
56.18 |
| S1 |
54.11 |
54.11 |
55.65 |
53.13 |
| S2 |
52.14 |
52.14 |
55.24 |
|
| S3 |
47.61 |
49.58 |
54.82 |
|
| S4 |
43.08 |
45.05 |
53.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.19 |
54.44 |
2.75 |
5.0% |
1.86 |
3.4% |
23% |
False |
False |
27,198 |
| 10 |
59.24 |
54.44 |
4.80 |
8.7% |
2.14 |
3.9% |
13% |
False |
False |
24,715 |
| 20 |
59.24 |
49.00 |
10.24 |
18.6% |
2.52 |
4.6% |
59% |
False |
False |
21,912 |
| 40 |
59.24 |
49.00 |
10.24 |
18.6% |
2.25 |
4.1% |
59% |
False |
False |
15,253 |
| 60 |
70.13 |
49.00 |
21.13 |
38.4% |
2.28 |
4.1% |
29% |
False |
False |
11,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.71 |
|
2.618 |
62.99 |
|
1.618 |
60.71 |
|
1.000 |
59.30 |
|
0.618 |
58.43 |
|
HIGH |
57.02 |
|
0.618 |
56.15 |
|
0.500 |
55.88 |
|
0.382 |
55.61 |
|
LOW |
54.74 |
|
0.618 |
53.33 |
|
1.000 |
52.46 |
|
1.618 |
51.05 |
|
2.618 |
48.77 |
|
4.250 |
45.05 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
55.88 |
55.91 |
| PP |
55.61 |
55.63 |
| S1 |
55.33 |
55.34 |
|