NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
45.13 |
45.83 |
0.70 |
1.6% |
49.20 |
High |
46.55 |
45.83 |
-0.72 |
-1.5% |
49.20 |
Low |
44.81 |
44.08 |
-0.73 |
-1.6% |
45.21 |
Close |
46.23 |
44.45 |
-1.78 |
-3.9% |
45.59 |
Range |
1.74 |
1.75 |
0.01 |
0.6% |
3.99 |
ATR |
2.69 |
2.65 |
-0.04 |
-1.4% |
0.00 |
Volume |
313,141 |
365,440 |
52,299 |
16.7% |
1,580,262 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.04 |
48.99 |
45.41 |
|
R3 |
48.29 |
47.24 |
44.93 |
|
R2 |
46.54 |
46.54 |
44.77 |
|
R1 |
45.49 |
45.49 |
44.61 |
45.14 |
PP |
44.79 |
44.79 |
44.79 |
44.61 |
S1 |
43.74 |
43.74 |
44.29 |
43.39 |
S2 |
43.04 |
43.04 |
44.13 |
|
S3 |
41.29 |
41.99 |
43.97 |
|
S4 |
39.54 |
40.24 |
43.49 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.64 |
56.10 |
47.78 |
|
R3 |
54.65 |
52.11 |
46.69 |
|
R2 |
50.66 |
50.66 |
46.32 |
|
R1 |
48.12 |
48.12 |
45.96 |
47.40 |
PP |
46.67 |
46.67 |
46.67 |
46.30 |
S1 |
44.13 |
44.13 |
45.22 |
43.41 |
S2 |
42.68 |
42.68 |
44.86 |
|
S3 |
38.69 |
40.14 |
44.49 |
|
S4 |
34.70 |
36.15 |
43.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.09 |
44.08 |
5.01 |
11.3% |
2.26 |
5.1% |
7% |
False |
True |
358,067 |
10 |
51.73 |
44.08 |
7.65 |
17.2% |
2.77 |
6.2% |
5% |
False |
True |
367,738 |
20 |
55.51 |
44.08 |
11.43 |
25.7% |
2.58 |
5.8% |
3% |
False |
True |
251,406 |
40 |
69.74 |
44.08 |
25.66 |
57.7% |
2.75 |
6.2% |
1% |
False |
True |
154,717 |
60 |
80.75 |
44.08 |
36.67 |
82.5% |
2.59 |
5.8% |
1% |
False |
True |
115,815 |
80 |
88.45 |
44.08 |
44.37 |
99.8% |
2.47 |
5.6% |
1% |
False |
True |
95,993 |
100 |
93.22 |
44.08 |
49.14 |
110.6% |
2.27 |
5.1% |
1% |
False |
True |
81,481 |
120 |
95.56 |
44.08 |
51.48 |
115.8% |
2.07 |
4.7% |
1% |
False |
True |
69,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.27 |
2.618 |
50.41 |
1.618 |
48.66 |
1.000 |
47.58 |
0.618 |
46.91 |
HIGH |
45.83 |
0.618 |
45.16 |
0.500 |
44.96 |
0.382 |
44.75 |
LOW |
44.08 |
0.618 |
43.00 |
1.000 |
42.33 |
1.618 |
41.25 |
2.618 |
39.50 |
4.250 |
36.64 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
44.96 |
45.32 |
PP |
44.79 |
45.03 |
S1 |
44.62 |
44.74 |
|