NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.60 |
46.35 |
-2.25 |
-4.6% |
48.19 |
High |
51.27 |
48.87 |
-2.40 |
-4.7% |
51.27 |
Low |
46.07 |
45.95 |
-0.12 |
-0.3% |
44.20 |
Close |
46.25 |
48.69 |
2.44 |
5.3% |
48.69 |
Range |
5.20 |
2.92 |
-2.28 |
-43.8% |
7.07 |
ATR |
2.94 |
2.93 |
0.00 |
0.0% |
0.00 |
Volume |
478,340 |
175,626 |
-302,714 |
-63.3% |
2,035,705 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.60 |
55.56 |
50.30 |
|
R3 |
53.68 |
52.64 |
49.49 |
|
R2 |
50.76 |
50.76 |
49.23 |
|
R1 |
49.72 |
49.72 |
48.96 |
50.24 |
PP |
47.84 |
47.84 |
47.84 |
48.10 |
S1 |
46.80 |
46.80 |
48.42 |
47.32 |
S2 |
44.92 |
44.92 |
48.15 |
|
S3 |
42.00 |
43.88 |
47.89 |
|
S4 |
39.08 |
40.96 |
47.08 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.26 |
66.05 |
52.58 |
|
R3 |
62.19 |
58.98 |
50.63 |
|
R2 |
55.12 |
55.12 |
49.99 |
|
R1 |
51.91 |
51.91 |
49.34 |
53.52 |
PP |
48.05 |
48.05 |
48.05 |
48.86 |
S1 |
44.84 |
44.84 |
48.04 |
46.45 |
S2 |
40.98 |
40.98 |
47.39 |
|
S3 |
33.91 |
37.77 |
46.75 |
|
S4 |
26.84 |
30.70 |
44.80 |
|
|
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 |
14.5% |
3.44 |
7.1% |
64% |
False |
False |
407,141 |
10 |
52.73 |
44.20 |
8.53 |
17.5% |
2.99 |
6.1% |
53% |
False |
False |
410,630 |
20 |
59.04 |
44.20 |
14.84 |
30.5% |
2.89 |
5.9% |
30% |
False |
False |
337,974 |
40 |
77.81 |
44.20 |
33.61 |
69.0% |
2.86 |
5.9% |
13% |
False |
False |
222,002 |
60 |
82.32 |
44.20 |
38.12 |
78.3% |
2.57 |
5.3% |
12% |
False |
False |
160,154 |
80 |
92.47 |
44.20 |
48.27 |
99.1% |
2.49 |
5.1% |
9% |
False |
False |
126,688 |
100 |
93.83 |
44.20 |
49.63 |
101.9% |
2.26 |
4.6% |
9% |
False |
False |
103,994 |
120 |
97.63 |
44.20 |
53.43 |
109.7% |
2.06 |
4.2% |
8% |
False |
False |
87,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.28 |
2.618 |
56.51 |
1.618 |
53.59 |
1.000 |
51.79 |
0.618 |
50.67 |
HIGH |
48.87 |
0.618 |
47.75 |
0.500 |
47.41 |
0.382 |
47.07 |
LOW |
45.95 |
0.618 |
44.15 |
1.000 |
43.03 |
1.618 |
41.23 |
2.618 |
38.31 |
4.250 |
33.54 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
48.26 |
48.51 |
PP |
47.84 |
48.32 |
S1 |
47.41 |
48.14 |
|