NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.46 |
49.18 |
0.72 |
1.5% |
55.45 |
High |
49.78 |
50.04 |
0.26 |
0.5% |
56.12 |
Low |
47.35 |
48.20 |
0.85 |
1.8% |
52.46 |
Close |
49.08 |
49.28 |
0.20 |
0.4% |
53.11 |
Range |
2.43 |
1.84 |
-0.59 |
-24.3% |
3.66 |
ATR |
2.70 |
2.64 |
-0.06 |
-2.3% |
0.00 |
Volume |
162,091 |
183,040 |
20,949 |
12.9% |
175,851 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.69 |
53.83 |
50.29 |
|
R3 |
52.85 |
51.99 |
49.79 |
|
R2 |
51.01 |
51.01 |
49.62 |
|
R1 |
50.15 |
50.15 |
49.45 |
50.58 |
PP |
49.17 |
49.17 |
49.17 |
49.39 |
S1 |
48.31 |
48.31 |
49.11 |
48.74 |
S2 |
47.33 |
47.33 |
48.94 |
|
S3 |
45.49 |
46.47 |
48.77 |
|
S4 |
43.65 |
44.63 |
48.27 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.88 |
62.65 |
55.12 |
|
R3 |
61.22 |
58.99 |
54.12 |
|
R2 |
57.56 |
57.56 |
53.78 |
|
R1 |
55.33 |
55.33 |
53.45 |
54.62 |
PP |
53.90 |
53.90 |
53.90 |
53.54 |
S1 |
51.67 |
51.67 |
52.77 |
50.96 |
S2 |
50.24 |
50.24 |
52.44 |
|
S3 |
46.58 |
48.01 |
52.10 |
|
S4 |
42.92 |
44.35 |
51.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.51 |
47.35 |
8.16 |
16.6% |
2.61 |
5.3% |
24% |
False |
False |
114,714 |
10 |
57.50 |
47.35 |
10.15 |
20.6% |
2.31 |
4.7% |
19% |
False |
False |
77,543 |
20 |
63.67 |
47.35 |
16.32 |
33.1% |
2.83 |
5.7% |
12% |
False |
False |
75,027 |
40 |
77.90 |
47.35 |
30.55 |
62.0% |
2.63 |
5.3% |
6% |
False |
False |
58,433 |
60 |
83.57 |
47.35 |
36.22 |
73.5% |
2.46 |
5.0% |
5% |
False |
False |
50,822 |
80 |
92.32 |
47.35 |
44.97 |
91.3% |
2.28 |
4.6% |
4% |
False |
False |
45,670 |
100 |
93.80 |
47.35 |
46.45 |
94.3% |
2.05 |
4.2% |
4% |
False |
False |
39,467 |
120 |
98.02 |
47.35 |
50.67 |
102.8% |
1.88 |
3.8% |
4% |
False |
False |
34,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.86 |
2.618 |
54.86 |
1.618 |
53.02 |
1.000 |
51.88 |
0.618 |
51.18 |
HIGH |
50.04 |
0.618 |
49.34 |
0.500 |
49.12 |
0.382 |
48.90 |
LOW |
48.20 |
0.618 |
47.06 |
1.000 |
46.36 |
1.618 |
45.22 |
2.618 |
43.38 |
4.250 |
40.38 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.23 |
49.22 |
PP |
49.17 |
49.16 |
S1 |
49.12 |
49.10 |
|