NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
46.38 |
46.77 |
0.39 |
0.8% |
53.05 |
| High |
47.39 |
49.39 |
2.00 |
4.2% |
53.12 |
| Low |
44.78 |
45.65 |
0.87 |
1.9% |
47.35 |
| Close |
46.51 |
48.96 |
2.45 |
5.3% |
48.99 |
| Range |
2.61 |
3.74 |
1.13 |
43.3% |
5.77 |
| ATR |
2.63 |
2.71 |
0.08 |
3.0% |
0.00 |
| Volume |
278,356 |
300,679 |
22,323 |
8.0% |
698,379 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.22 |
57.83 |
51.02 |
|
| R3 |
55.48 |
54.09 |
49.99 |
|
| R2 |
51.74 |
51.74 |
49.65 |
|
| R1 |
50.35 |
50.35 |
49.30 |
51.05 |
| PP |
48.00 |
48.00 |
48.00 |
48.35 |
| S1 |
46.61 |
46.61 |
48.62 |
47.31 |
| S2 |
44.26 |
44.26 |
48.27 |
|
| S3 |
40.52 |
42.87 |
47.93 |
|
| S4 |
36.78 |
39.13 |
46.90 |
|
|
| 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 |
10.8% |
2.64 |
5.4% |
79% |
False |
False |
231,511 |
| 10 |
55.51 |
44.78 |
10.73 |
21.9% |
2.59 |
5.3% |
39% |
False |
False |
159,627 |
| 20 |
59.53 |
44.78 |
14.75 |
30.1% |
2.84 |
5.8% |
28% |
False |
False |
110,747 |
| 40 |
77.79 |
44.78 |
33.01 |
67.4% |
2.70 |
5.5% |
13% |
False |
False |
79,156 |
| 60 |
82.19 |
44.78 |
37.41 |
76.4% |
2.44 |
5.0% |
11% |
False |
False |
64,058 |
| 80 |
91.92 |
44.78 |
47.14 |
96.3% |
2.36 |
4.8% |
9% |
False |
False |
57,009 |
| 100 |
93.80 |
44.78 |
49.02 |
100.1% |
2.12 |
4.3% |
9% |
False |
False |
48,817 |
| 120 |
97.66 |
44.78 |
52.88 |
108.0% |
1.94 |
4.0% |
8% |
False |
False |
42,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.29 |
|
2.618 |
59.18 |
|
1.618 |
55.44 |
|
1.000 |
53.13 |
|
0.618 |
51.70 |
|
HIGH |
49.39 |
|
0.618 |
47.96 |
|
0.500 |
47.52 |
|
0.382 |
47.08 |
|
LOW |
45.65 |
|
0.618 |
43.34 |
|
1.000 |
41.91 |
|
1.618 |
39.60 |
|
2.618 |
35.86 |
|
4.250 |
29.76 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.48 |
48.34 |
| PP |
48.00 |
47.71 |
| S1 |
47.52 |
47.09 |
|