NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
45.69 |
46.16 |
0.47 |
1.0% |
52.61 |
High |
46.79 |
48.91 |
2.12 |
4.5% |
52.73 |
Low |
44.20 |
45.01 |
0.81 |
1.8% |
46.83 |
Close |
45.89 |
48.48 |
2.59 |
5.6% |
48.36 |
Range |
2.59 |
3.90 |
1.31 |
50.6% |
5.90 |
ATR |
2.67 |
2.76 |
0.09 |
3.3% |
0.00 |
Volume |
476,541 |
510,252 |
33,711 |
7.1% |
2,070,595 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.17 |
57.72 |
50.63 |
|
R3 |
55.27 |
53.82 |
49.55 |
|
R2 |
51.37 |
51.37 |
49.20 |
|
R1 |
49.92 |
49.92 |
48.84 |
50.65 |
PP |
47.47 |
47.47 |
47.47 |
47.83 |
S1 |
46.02 |
46.02 |
48.12 |
46.75 |
S2 |
43.57 |
43.57 |
47.77 |
|
S3 |
39.67 |
42.12 |
47.41 |
|
S4 |
35.77 |
38.22 |
46.34 |
|
|
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 |
11.2% |
2.69 |
5.5% |
79% |
False |
False |
432,965 |
10 |
55.11 |
44.20 |
10.91 |
22.5% |
2.64 |
5.5% |
39% |
False |
False |
395,455 |
20 |
59.27 |
44.20 |
15.07 |
31.1% |
2.89 |
6.0% |
28% |
False |
False |
336,910 |
40 |
77.81 |
44.20 |
33.61 |
69.3% |
2.75 |
5.7% |
13% |
False |
False |
207,480 |
60 |
82.32 |
44.20 |
38.12 |
78.6% |
2.49 |
5.1% |
11% |
False |
False |
150,044 |
80 |
92.47 |
44.20 |
48.27 |
99.6% |
2.41 |
5.0% |
9% |
False |
False |
118,792 |
100 |
93.83 |
44.20 |
49.63 |
102.4% |
2.19 |
4.5% |
9% |
False |
False |
97,659 |
120 |
98.21 |
44.20 |
54.01 |
111.4% |
2.01 |
4.2% |
8% |
False |
False |
82,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.49 |
2.618 |
59.12 |
1.618 |
55.22 |
1.000 |
52.81 |
0.618 |
51.32 |
HIGH |
48.91 |
0.618 |
47.42 |
0.500 |
46.96 |
0.382 |
46.50 |
LOW |
45.01 |
0.618 |
42.60 |
1.000 |
41.11 |
1.618 |
38.70 |
2.618 |
34.80 |
4.250 |
28.44 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
47.97 |
47.84 |
PP |
47.47 |
47.20 |
S1 |
46.96 |
46.56 |
|