NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
49.18 |
49.43 |
0.25 |
0.5% |
53.05 |
High |
50.04 |
50.07 |
0.03 |
0.1% |
53.12 |
Low |
48.20 |
47.72 |
-0.48 |
-1.0% |
47.35 |
Close |
49.28 |
48.99 |
-0.29 |
-0.6% |
48.99 |
Range |
1.84 |
2.35 |
0.51 |
27.7% |
5.77 |
ATR |
2.64 |
2.62 |
-0.02 |
-0.8% |
0.00 |
Volume |
183,040 |
175,892 |
-7,148 |
-3.9% |
698,379 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.98 |
54.83 |
50.28 |
|
R3 |
53.63 |
52.48 |
49.64 |
|
R2 |
51.28 |
51.28 |
49.42 |
|
R1 |
50.13 |
50.13 |
49.21 |
49.53 |
PP |
48.93 |
48.93 |
48.93 |
48.63 |
S1 |
47.78 |
47.78 |
48.77 |
47.18 |
S2 |
46.58 |
46.58 |
48.56 |
|
S3 |
44.23 |
45.43 |
48.34 |
|
S4 |
41.88 |
43.08 |
47.70 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.13 |
63.83 |
52.16 |
|
R3 |
61.36 |
58.06 |
50.58 |
|
R2 |
55.59 |
55.59 |
50.05 |
|
R1 |
52.29 |
52.29 |
49.52 |
51.06 |
PP |
49.82 |
49.82 |
49.82 |
49.20 |
S1 |
46.52 |
46.52 |
48.46 |
45.29 |
S2 |
44.05 |
44.05 |
47.93 |
|
S3 |
38.28 |
40.75 |
47.40 |
|
S4 |
32.51 |
34.98 |
45.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.12 |
47.35 |
5.77 |
11.8% |
2.47 |
5.0% |
28% |
False |
False |
139,675 |
10 |
56.96 |
47.35 |
9.61 |
19.6% |
2.34 |
4.8% |
17% |
False |
False |
90,319 |
20 |
62.12 |
47.35 |
14.77 |
30.1% |
2.80 |
5.7% |
11% |
False |
False |
80,922 |
40 |
77.79 |
47.35 |
30.44 |
62.1% |
2.66 |
5.4% |
5% |
False |
False |
62,035 |
60 |
82.58 |
47.35 |
35.23 |
71.9% |
2.44 |
5.0% |
5% |
False |
False |
53,224 |
80 |
92.27 |
47.35 |
44.92 |
91.7% |
2.28 |
4.7% |
4% |
False |
False |
47,682 |
100 |
93.80 |
47.35 |
46.45 |
94.8% |
2.06 |
4.2% |
4% |
False |
False |
41,114 |
120 |
98.02 |
47.35 |
50.67 |
103.4% |
1.89 |
3.9% |
3% |
False |
False |
35,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.06 |
2.618 |
56.22 |
1.618 |
53.87 |
1.000 |
52.42 |
0.618 |
51.52 |
HIGH |
50.07 |
0.618 |
49.17 |
0.500 |
48.90 |
0.382 |
48.62 |
LOW |
47.72 |
0.618 |
46.27 |
1.000 |
45.37 |
1.618 |
43.92 |
2.618 |
41.57 |
4.250 |
37.73 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
48.96 |
48.90 |
PP |
48.93 |
48.80 |
S1 |
48.90 |
48.71 |
|