NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
46.35 |
48.69 |
2.34 |
5.0% |
48.19 |
High |
48.87 |
48.77 |
-0.10 |
-0.2% |
51.27 |
Low |
45.95 |
45.89 |
-0.06 |
-0.1% |
44.20 |
Close |
48.69 |
46.39 |
-2.30 |
-4.7% |
48.69 |
Range |
2.92 |
2.88 |
-0.04 |
-1.4% |
7.07 |
ATR |
2.93 |
2.93 |
0.00 |
-0.1% |
0.00 |
Volume |
175,626 |
175,626 |
0 |
0.0% |
2,035,705 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.66 |
53.90 |
47.97 |
|
R3 |
52.78 |
51.02 |
47.18 |
|
R2 |
49.90 |
49.90 |
46.92 |
|
R1 |
48.14 |
48.14 |
46.65 |
47.58 |
PP |
47.02 |
47.02 |
47.02 |
46.74 |
S1 |
45.26 |
45.26 |
46.13 |
44.70 |
S2 |
44.14 |
44.14 |
45.86 |
|
S3 |
41.26 |
42.38 |
45.60 |
|
S4 |
38.38 |
39.50 |
44.81 |
|
|
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 |
15.2% |
3.50 |
7.5% |
31% |
False |
False |
363,277 |
10 |
51.27 |
44.20 |
7.07 |
15.2% |
2.97 |
6.4% |
31% |
False |
False |
390,614 |
20 |
58.53 |
44.20 |
14.33 |
30.9% |
2.80 |
6.0% |
15% |
False |
False |
324,055 |
40 |
77.81 |
44.20 |
33.61 |
72.5% |
2.90 |
6.3% |
7% |
False |
False |
225,597 |
60 |
82.32 |
44.20 |
38.12 |
82.2% |
2.57 |
5.6% |
6% |
False |
False |
162,620 |
80 |
92.47 |
44.20 |
48.27 |
104.1% |
2.50 |
5.4% |
5% |
False |
False |
128,674 |
100 |
93.83 |
44.20 |
49.63 |
107.0% |
2.28 |
4.9% |
4% |
False |
False |
105,696 |
120 |
97.42 |
44.20 |
53.22 |
114.7% |
2.08 |
4.5% |
4% |
False |
False |
89,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.01 |
2.618 |
56.31 |
1.618 |
53.43 |
1.000 |
51.65 |
0.618 |
50.55 |
HIGH |
48.77 |
0.618 |
47.67 |
0.500 |
47.33 |
0.382 |
46.99 |
LOW |
45.89 |
0.618 |
44.11 |
1.000 |
43.01 |
1.618 |
41.23 |
2.618 |
38.35 |
4.250 |
33.65 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
47.33 |
48.58 |
PP |
47.02 |
47.85 |
S1 |
46.70 |
47.12 |
|