NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
46.69 |
47.35 |
0.66 |
1.4% |
48.88 |
High |
48.20 |
49.09 |
0.89 |
1.8% |
51.73 |
Low |
46.55 |
45.87 |
-0.68 |
-1.5% |
44.78 |
Close |
47.78 |
46.31 |
-1.47 |
-3.1% |
49.13 |
Range |
1.65 |
3.22 |
1.57 |
95.2% |
6.95 |
ATR |
2.80 |
2.83 |
0.03 |
1.1% |
0.00 |
Volume |
340,252 |
426,829 |
86,577 |
25.4% |
1,605,849 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.75 |
54.75 |
48.08 |
|
R3 |
53.53 |
51.53 |
47.20 |
|
R2 |
50.31 |
50.31 |
46.90 |
|
R1 |
48.31 |
48.31 |
46.61 |
47.70 |
PP |
47.09 |
47.09 |
47.09 |
46.79 |
S1 |
45.09 |
45.09 |
46.01 |
44.48 |
S2 |
43.87 |
43.87 |
45.72 |
|
S3 |
40.65 |
41.87 |
45.42 |
|
S4 |
37.43 |
38.65 |
44.54 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.40 |
66.21 |
52.95 |
|
R3 |
62.45 |
59.26 |
51.04 |
|
R2 |
55.50 |
55.50 |
50.40 |
|
R1 |
52.31 |
52.31 |
49.77 |
53.91 |
PP |
48.55 |
48.55 |
48.55 |
49.34 |
S1 |
45.36 |
45.36 |
48.49 |
46.96 |
S2 |
41.60 |
41.60 |
47.86 |
|
S3 |
34.65 |
38.41 |
47.22 |
|
S4 |
27.70 |
31.46 |
45.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.73 |
45.87 |
5.86 |
12.7% |
3.17 |
6.9% |
8% |
False |
True |
402,639 |
10 |
51.73 |
44.78 |
6.95 |
15.0% |
2.91 |
6.3% |
22% |
False |
False |
317,075 |
20 |
57.91 |
44.78 |
13.13 |
28.4% |
2.64 |
5.7% |
12% |
False |
False |
191,327 |
40 |
77.11 |
44.78 |
32.33 |
69.8% |
2.87 |
6.2% |
5% |
False |
False |
123,872 |
60 |
82.19 |
44.78 |
37.41 |
80.8% |
2.55 |
5.5% |
4% |
False |
False |
94,739 |
80 |
91.92 |
44.78 |
47.14 |
101.8% |
2.48 |
5.4% |
3% |
False |
False |
80,589 |
100 |
93.80 |
44.78 |
49.02 |
105.9% |
2.25 |
4.9% |
3% |
False |
False |
68,489 |
120 |
95.56 |
44.78 |
50.78 |
109.7% |
2.03 |
4.4% |
3% |
False |
False |
58,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.78 |
2.618 |
57.52 |
1.618 |
54.30 |
1.000 |
52.31 |
0.618 |
51.08 |
HIGH |
49.09 |
0.618 |
47.86 |
0.500 |
47.48 |
0.382 |
47.10 |
LOW |
45.87 |
0.618 |
43.88 |
1.000 |
42.65 |
1.618 |
40.66 |
2.618 |
37.44 |
4.250 |
32.19 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
47.48 |
47.54 |
PP |
47.09 |
47.13 |
S1 |
46.70 |
46.72 |
|