NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.78 |
48.92 |
0.14 |
0.3% |
52.61 |
High |
49.65 |
49.61 |
-0.04 |
-0.1% |
52.73 |
Low |
47.73 |
47.16 |
-0.57 |
-1.2% |
46.83 |
Close |
48.79 |
48.36 |
-0.43 |
-0.9% |
48.36 |
Range |
1.92 |
2.45 |
0.53 |
27.6% |
5.90 |
ATR |
2.69 |
2.68 |
-0.02 |
-0.6% |
0.00 |
Volume |
362,081 |
421,007 |
58,926 |
16.3% |
2,070,595 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.73 |
54.49 |
49.71 |
|
R3 |
53.28 |
52.04 |
49.03 |
|
R2 |
50.83 |
50.83 |
48.81 |
|
R1 |
49.59 |
49.59 |
48.58 |
48.99 |
PP |
48.38 |
48.38 |
48.38 |
48.07 |
S1 |
47.14 |
47.14 |
48.14 |
46.54 |
S2 |
45.93 |
45.93 |
47.91 |
|
S3 |
43.48 |
44.69 |
47.69 |
|
S4 |
41.03 |
42.24 |
47.01 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.01 |
63.58 |
51.61 |
|
R3 |
61.11 |
57.68 |
49.98 |
|
R2 |
55.21 |
55.21 |
49.44 |
|
R1 |
51.78 |
51.78 |
48.90 |
50.55 |
PP |
49.31 |
49.31 |
49.31 |
48.69 |
S1 |
45.88 |
45.88 |
47.82 |
44.65 |
S2 |
43.41 |
43.41 |
47.28 |
|
S3 |
37.51 |
39.98 |
46.74 |
|
S4 |
31.61 |
34.08 |
45.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.73 |
46.83 |
5.90 |
12.2% |
2.54 |
5.3% |
26% |
False |
False |
414,119 |
10 |
56.59 |
46.83 |
9.76 |
20.2% |
2.39 |
4.9% |
16% |
False |
False |
315,995 |
20 |
61.88 |
46.83 |
15.05 |
31.1% |
2.86 |
5.9% |
10% |
False |
False |
292,783 |
40 |
77.81 |
46.83 |
30.98 |
64.1% |
2.71 |
5.6% |
5% |
False |
False |
176,819 |
60 |
82.97 |
46.83 |
36.14 |
74.7% |
2.49 |
5.1% |
4% |
False |
False |
128,865 |
80 |
92.53 |
46.83 |
45.70 |
94.5% |
2.34 |
4.8% |
3% |
False |
False |
102,010 |
100 |
93.83 |
46.83 |
47.00 |
97.2% |
2.14 |
4.4% |
3% |
False |
False |
84,097 |
120 |
98.68 |
46.83 |
51.85 |
107.2% |
1.96 |
4.0% |
3% |
False |
False |
71,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.02 |
2.618 |
56.02 |
1.618 |
53.57 |
1.000 |
52.06 |
0.618 |
51.12 |
HIGH |
49.61 |
0.618 |
48.67 |
0.500 |
48.39 |
0.382 |
48.10 |
LOW |
47.16 |
0.618 |
45.65 |
1.000 |
44.71 |
1.618 |
43.20 |
2.618 |
40.75 |
4.250 |
36.75 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
48.39 |
48.32 |
PP |
48.38 |
48.28 |
S1 |
48.37 |
48.24 |
|