NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
46.77 |
48.97 |
2.20 |
4.7% |
53.05 |
High |
49.39 |
51.73 |
2.34 |
4.7% |
53.12 |
Low |
45.65 |
46.53 |
0.88 |
1.9% |
47.35 |
Close |
48.96 |
46.73 |
-2.23 |
-4.6% |
48.99 |
Range |
3.74 |
5.20 |
1.46 |
39.0% |
5.77 |
ATR |
2.71 |
2.88 |
0.18 |
6.6% |
0.00 |
Volume |
300,679 |
402,345 |
101,666 |
33.8% |
698,379 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.93 |
60.53 |
49.59 |
|
R3 |
58.73 |
55.33 |
48.16 |
|
R2 |
53.53 |
53.53 |
47.68 |
|
R1 |
50.13 |
50.13 |
47.21 |
49.23 |
PP |
48.33 |
48.33 |
48.33 |
47.88 |
S1 |
44.93 |
44.93 |
46.25 |
44.03 |
S2 |
43.13 |
43.13 |
45.78 |
|
S3 |
37.93 |
39.73 |
45.30 |
|
S4 |
32.73 |
34.53 |
43.87 |
|
|
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 |
51.73 |
44.78 |
6.95 |
14.9% |
3.31 |
7.1% |
28% |
True |
False |
275,372 |
10 |
55.51 |
44.78 |
10.73 |
23.0% |
2.96 |
6.3% |
18% |
False |
False |
195,043 |
20 |
59.53 |
44.78 |
14.75 |
31.6% |
2.93 |
6.3% |
13% |
False |
False |
127,405 |
40 |
77.79 |
44.78 |
33.01 |
70.6% |
2.80 |
6.0% |
6% |
False |
False |
88,404 |
60 |
82.19 |
44.78 |
37.41 |
80.1% |
2.49 |
5.3% |
5% |
False |
False |
70,191 |
80 |
91.92 |
44.78 |
47.14 |
100.9% |
2.40 |
5.1% |
4% |
False |
False |
61,801 |
100 |
93.80 |
44.78 |
49.02 |
104.9% |
2.17 |
4.6% |
4% |
False |
False |
52,711 |
120 |
97.39 |
44.78 |
52.61 |
112.6% |
1.98 |
4.2% |
4% |
False |
False |
45,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.83 |
2.618 |
65.34 |
1.618 |
60.14 |
1.000 |
56.93 |
0.618 |
54.94 |
HIGH |
51.73 |
0.618 |
49.74 |
0.500 |
49.13 |
0.382 |
48.52 |
LOW |
46.53 |
0.618 |
43.32 |
1.000 |
41.33 |
1.618 |
38.12 |
2.618 |
32.92 |
4.250 |
24.43 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.13 |
48.26 |
PP |
48.33 |
47.75 |
S1 |
47.53 |
47.24 |
|