NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 02-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
53.87 |
53.76 |
-0.11 |
-0.2% |
55.05 |
High |
54.02 |
55.11 |
1.09 |
2.0% |
55.74 |
Low |
52.44 |
52.03 |
-0.41 |
-0.8% |
52.03 |
Close |
53.27 |
52.69 |
-0.58 |
-1.1% |
52.69 |
Range |
1.58 |
3.08 |
1.50 |
94.9% |
3.71 |
ATR |
2.72 |
2.75 |
0.03 |
0.9% |
0.00 |
Volume |
233,516 |
268,708 |
35,192 |
15.1% |
962,159 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.52 |
60.68 |
54.38 |
|
R3 |
59.44 |
57.60 |
53.54 |
|
R2 |
56.36 |
56.36 |
53.25 |
|
R1 |
54.52 |
54.52 |
52.97 |
53.90 |
PP |
53.28 |
53.28 |
53.28 |
52.97 |
S1 |
51.44 |
51.44 |
52.41 |
50.82 |
S2 |
50.20 |
50.20 |
52.13 |
|
S3 |
47.12 |
48.36 |
51.84 |
|
S4 |
44.04 |
45.28 |
51.00 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.62 |
62.36 |
54.73 |
|
R3 |
60.91 |
58.65 |
53.71 |
|
R2 |
57.20 |
57.20 |
53.37 |
|
R1 |
54.94 |
54.94 |
53.03 |
54.22 |
PP |
53.49 |
53.49 |
53.49 |
53.12 |
S1 |
51.23 |
51.23 |
52.35 |
50.51 |
S2 |
49.78 |
49.78 |
52.01 |
|
S3 |
46.07 |
47.52 |
51.67 |
|
S4 |
42.36 |
43.81 |
50.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.59 |
52.03 |
4.56 |
8.7% |
2.24 |
4.3% |
14% |
False |
True |
217,872 |
10 |
59.04 |
52.03 |
7.01 |
13.3% |
2.79 |
5.3% |
9% |
False |
True |
265,319 |
20 |
68.30 |
52.03 |
16.27 |
30.9% |
2.80 |
5.3% |
4% |
False |
True |
211,274 |
40 |
79.69 |
52.03 |
27.66 |
52.5% |
2.65 |
5.0% |
2% |
False |
True |
130,504 |
60 |
86.87 |
52.03 |
34.84 |
66.1% |
2.50 |
4.7% |
2% |
False |
True |
96,600 |
80 |
92.63 |
52.03 |
40.60 |
77.1% |
2.30 |
4.4% |
2% |
False |
True |
77,337 |
100 |
95.39 |
52.03 |
43.36 |
82.3% |
2.08 |
3.9% |
2% |
False |
True |
63,687 |
120 |
98.68 |
52.03 |
46.65 |
88.5% |
1.89 |
3.6% |
1% |
False |
True |
54,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.20 |
2.618 |
63.17 |
1.618 |
60.09 |
1.000 |
58.19 |
0.618 |
57.01 |
HIGH |
55.11 |
0.618 |
53.93 |
0.500 |
53.57 |
0.382 |
53.21 |
LOW |
52.03 |
0.618 |
50.13 |
1.000 |
48.95 |
1.618 |
47.05 |
2.618 |
43.97 |
4.250 |
38.94 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
53.57 |
53.57 |
PP |
53.28 |
53.28 |
S1 |
52.98 |
52.98 |
|