NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
46.16 |
48.60 |
2.44 |
5.3% |
52.61 |
High |
48.91 |
51.27 |
2.36 |
4.8% |
52.73 |
Low |
45.01 |
46.07 |
1.06 |
2.4% |
46.83 |
Close |
48.48 |
46.25 |
-2.23 |
-4.6% |
48.36 |
Range |
3.90 |
5.20 |
1.30 |
33.3% |
5.90 |
ATR |
2.76 |
2.94 |
0.17 |
6.3% |
0.00 |
Volume |
510,252 |
478,340 |
-31,912 |
-6.3% |
2,070,595 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.46 |
60.06 |
49.11 |
|
R3 |
58.26 |
54.86 |
47.68 |
|
R2 |
53.06 |
53.06 |
47.20 |
|
R1 |
49.66 |
49.66 |
46.73 |
48.76 |
PP |
47.86 |
47.86 |
47.86 |
47.42 |
S1 |
44.46 |
44.46 |
45.77 |
43.56 |
S2 |
42.66 |
42.66 |
45.30 |
|
S3 |
37.46 |
39.26 |
44.82 |
|
S4 |
32.26 |
34.06 |
43.39 |
|
|
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 |
51.27 |
44.20 |
7.07 |
15.3% |
3.34 |
7.2% |
29% |
True |
False |
456,217 |
10 |
55.11 |
44.20 |
10.91 |
23.6% |
3.01 |
6.5% |
19% |
False |
False |
419,938 |
20 |
59.27 |
44.20 |
15.07 |
32.6% |
2.98 |
6.4% |
14% |
False |
False |
346,205 |
40 |
77.81 |
44.20 |
33.61 |
72.7% |
2.85 |
6.2% |
6% |
False |
False |
218,486 |
60 |
82.32 |
44.20 |
38.12 |
82.4% |
2.55 |
5.5% |
5% |
False |
False |
157,615 |
80 |
92.47 |
44.20 |
48.27 |
104.4% |
2.46 |
5.3% |
4% |
False |
False |
124,637 |
100 |
93.83 |
44.20 |
49.63 |
107.3% |
2.24 |
4.8% |
4% |
False |
False |
102,332 |
120 |
98.12 |
44.20 |
53.92 |
116.6% |
2.05 |
4.4% |
4% |
False |
False |
86,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.37 |
2.618 |
64.88 |
1.618 |
59.68 |
1.000 |
56.47 |
0.618 |
54.48 |
HIGH |
51.27 |
0.618 |
49.28 |
0.500 |
48.67 |
0.382 |
48.06 |
LOW |
46.07 |
0.618 |
42.86 |
1.000 |
40.87 |
1.618 |
37.66 |
2.618 |
32.46 |
4.250 |
23.97 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
48.67 |
47.74 |
PP |
47.86 |
47.24 |
S1 |
47.06 |
46.75 |
|