NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.00 |
48.78 |
0.78 |
1.6% |
55.05 |
High |
49.31 |
49.65 |
0.34 |
0.7% |
55.74 |
Low |
46.83 |
47.73 |
0.90 |
1.9% |
52.03 |
Close |
48.65 |
48.79 |
0.14 |
0.3% |
52.69 |
Range |
2.48 |
1.92 |
-0.56 |
-22.6% |
3.71 |
ATR |
2.75 |
2.69 |
-0.06 |
-2.2% |
0.00 |
Volume |
460,083 |
362,081 |
-98,002 |
-21.3% |
962,159 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.48 |
53.56 |
49.85 |
|
R3 |
52.56 |
51.64 |
49.32 |
|
R2 |
50.64 |
50.64 |
49.14 |
|
R1 |
49.72 |
49.72 |
48.97 |
50.18 |
PP |
48.72 |
48.72 |
48.72 |
48.96 |
S1 |
47.80 |
47.80 |
48.61 |
48.26 |
S2 |
46.80 |
46.80 |
48.44 |
|
S3 |
44.88 |
45.88 |
48.26 |
|
S4 |
42.96 |
43.96 |
47.73 |
|
|
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 |
55.11 |
46.83 |
8.28 |
17.0% |
2.67 |
5.5% |
24% |
False |
False |
383,659 |
10 |
57.15 |
46.83 |
10.32 |
21.2% |
2.36 |
4.8% |
19% |
False |
False |
291,391 |
20 |
63.60 |
46.83 |
16.77 |
34.4% |
2.89 |
5.9% |
12% |
False |
False |
279,143 |
40 |
77.90 |
46.83 |
31.07 |
63.7% |
2.68 |
5.5% |
6% |
False |
False |
167,138 |
60 |
83.73 |
46.83 |
36.90 |
75.6% |
2.51 |
5.1% |
5% |
False |
False |
122,208 |
80 |
92.63 |
46.83 |
45.80 |
93.9% |
2.34 |
4.8% |
4% |
False |
False |
96,917 |
100 |
93.83 |
46.83 |
47.00 |
96.3% |
2.12 |
4.4% |
4% |
False |
False |
79,943 |
120 |
98.68 |
46.83 |
51.85 |
106.3% |
1.95 |
4.0% |
4% |
False |
False |
67,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.81 |
2.618 |
54.68 |
1.618 |
52.76 |
1.000 |
51.57 |
0.618 |
50.84 |
HIGH |
49.65 |
0.618 |
48.92 |
0.500 |
48.69 |
0.382 |
48.46 |
LOW |
47.73 |
0.618 |
46.54 |
1.000 |
45.81 |
1.618 |
44.62 |
2.618 |
42.70 |
4.250 |
39.57 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
48.76 |
48.73 |
PP |
48.72 |
48.66 |
S1 |
48.69 |
48.60 |
|