NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.19 |
45.69 |
-2.50 |
-5.2% |
52.61 |
High |
48.19 |
46.79 |
-1.40 |
-2.9% |
52.73 |
Low |
45.62 |
44.20 |
-1.42 |
-3.1% |
46.83 |
Close |
46.07 |
45.89 |
-0.18 |
-0.4% |
48.36 |
Range |
2.57 |
2.59 |
0.02 |
0.8% |
5.90 |
ATR |
2.68 |
2.67 |
-0.01 |
-0.2% |
0.00 |
Volume |
394,946 |
476,541 |
81,595 |
20.7% |
2,070,595 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.40 |
52.23 |
47.31 |
|
R3 |
50.81 |
49.64 |
46.60 |
|
R2 |
48.22 |
48.22 |
46.36 |
|
R1 |
47.05 |
47.05 |
46.13 |
47.64 |
PP |
45.63 |
45.63 |
45.63 |
45.92 |
S1 |
44.46 |
44.46 |
45.65 |
45.05 |
S2 |
43.04 |
43.04 |
45.42 |
|
S3 |
40.45 |
41.87 |
45.18 |
|
S4 |
37.86 |
39.28 |
44.47 |
|
|
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 |
49.65 |
44.20 |
5.45 |
11.9% |
2.40 |
5.2% |
31% |
False |
True |
422,931 |
10 |
55.11 |
44.20 |
10.91 |
23.8% |
2.42 |
5.3% |
15% |
False |
True |
366,286 |
20 |
59.27 |
44.20 |
15.07 |
32.8% |
2.88 |
6.3% |
11% |
False |
True |
321,145 |
40 |
77.81 |
44.20 |
33.61 |
73.2% |
2.73 |
5.9% |
5% |
False |
True |
196,081 |
60 |
82.87 |
44.20 |
38.67 |
84.3% |
2.46 |
5.4% |
4% |
False |
True |
142,077 |
80 |
92.47 |
44.20 |
48.27 |
105.2% |
2.38 |
5.2% |
4% |
False |
True |
112,589 |
100 |
93.83 |
44.20 |
49.63 |
108.1% |
2.17 |
4.7% |
3% |
False |
True |
92,622 |
120 |
98.68 |
44.20 |
54.48 |
118.7% |
1.99 |
4.3% |
3% |
False |
True |
78,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.80 |
2.618 |
53.57 |
1.618 |
50.98 |
1.000 |
49.38 |
0.618 |
48.39 |
HIGH |
46.79 |
0.618 |
45.80 |
0.500 |
45.50 |
0.382 |
45.19 |
LOW |
44.20 |
0.618 |
42.60 |
1.000 |
41.61 |
1.618 |
40.01 |
2.618 |
37.42 |
4.250 |
33.19 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
45.76 |
46.91 |
PP |
45.63 |
46.57 |
S1 |
45.50 |
46.23 |
|