NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.88 |
46.38 |
-2.50 |
-5.1% |
53.05 |
High |
48.88 |
47.39 |
-1.49 |
-3.0% |
53.12 |
Low |
46.24 |
44.78 |
-1.46 |
-3.2% |
47.35 |
Close |
46.76 |
46.51 |
-0.25 |
-0.5% |
48.99 |
Range |
2.64 |
2.61 |
-0.03 |
-1.1% |
5.77 |
ATR |
2.63 |
2.63 |
0.00 |
0.0% |
0.00 |
Volume |
219,590 |
278,356 |
58,766 |
26.8% |
698,379 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.06 |
52.89 |
47.95 |
|
R3 |
51.45 |
50.28 |
47.23 |
|
R2 |
48.84 |
48.84 |
46.99 |
|
R1 |
47.67 |
47.67 |
46.75 |
48.26 |
PP |
46.23 |
46.23 |
46.23 |
46.52 |
S1 |
45.06 |
45.06 |
46.27 |
45.65 |
S2 |
43.62 |
43.62 |
46.03 |
|
S3 |
41.01 |
42.45 |
45.79 |
|
S4 |
38.40 |
39.84 |
45.07 |
|
|
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 |
50.07 |
44.78 |
5.29 |
11.4% |
2.37 |
5.1% |
33% |
False |
True |
203,793 |
10 |
55.51 |
44.78 |
10.73 |
23.1% |
2.38 |
5.1% |
16% |
False |
True |
135,074 |
20 |
59.53 |
44.78 |
14.75 |
31.7% |
2.83 |
6.1% |
12% |
False |
True |
99,244 |
40 |
77.79 |
44.78 |
33.01 |
71.0% |
2.68 |
5.8% |
5% |
False |
True |
72,707 |
60 |
82.50 |
44.78 |
37.72 |
81.1% |
2.41 |
5.2% |
5% |
False |
True |
59,854 |
80 |
91.92 |
44.78 |
47.14 |
101.4% |
2.32 |
5.0% |
4% |
False |
True |
53,464 |
100 |
93.80 |
44.78 |
49.02 |
105.4% |
2.10 |
4.5% |
4% |
False |
True |
45,891 |
120 |
97.98 |
44.78 |
53.20 |
114.4% |
1.92 |
4.1% |
3% |
False |
True |
39,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.48 |
2.618 |
54.22 |
1.618 |
51.61 |
1.000 |
50.00 |
0.618 |
49.00 |
HIGH |
47.39 |
0.618 |
46.39 |
0.500 |
46.09 |
0.382 |
45.78 |
LOW |
44.78 |
0.618 |
43.17 |
1.000 |
42.17 |
1.618 |
40.56 |
2.618 |
37.95 |
4.250 |
33.69 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
46.37 |
47.43 |
PP |
46.23 |
47.12 |
S1 |
46.09 |
46.82 |
|