NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
45.83 |
44.43 |
-1.40 |
-3.1% |
49.20 |
High |
45.83 |
44.96 |
-0.87 |
-1.9% |
49.20 |
Low |
44.08 |
43.58 |
-0.50 |
-1.1% |
45.21 |
Close |
44.45 |
44.53 |
0.08 |
0.2% |
45.59 |
Range |
1.75 |
1.38 |
-0.37 |
-21.1% |
3.99 |
ATR |
2.65 |
2.56 |
-0.09 |
-3.4% |
0.00 |
Volume |
365,440 |
300,732 |
-64,708 |
-17.7% |
1,580,262 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.50 |
47.89 |
45.29 |
|
R3 |
47.12 |
46.51 |
44.91 |
|
R2 |
45.74 |
45.74 |
44.78 |
|
R1 |
45.13 |
45.13 |
44.66 |
45.44 |
PP |
44.36 |
44.36 |
44.36 |
44.51 |
S1 |
43.75 |
43.75 |
44.40 |
44.06 |
S2 |
42.98 |
42.98 |
44.28 |
|
S3 |
41.60 |
42.37 |
44.15 |
|
S4 |
40.22 |
40.99 |
43.77 |
|
|
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 |
47.76 |
43.58 |
4.18 |
9.4% |
1.90 |
4.3% |
23% |
False |
True |
332,848 |
10 |
51.73 |
43.58 |
8.15 |
18.3% |
2.54 |
5.7% |
12% |
False |
True |
367,743 |
20 |
55.51 |
43.58 |
11.93 |
26.8% |
2.56 |
5.8% |
8% |
False |
True |
263,685 |
40 |
69.46 |
43.58 |
25.88 |
58.1% |
2.64 |
5.9% |
4% |
False |
True |
160,757 |
60 |
80.75 |
43.58 |
37.17 |
83.5% |
2.59 |
5.8% |
3% |
False |
True |
120,506 |
80 |
87.93 |
43.58 |
44.35 |
99.6% |
2.46 |
5.5% |
2% |
False |
True |
99,025 |
100 |
92.32 |
43.58 |
48.74 |
109.5% |
2.27 |
5.1% |
2% |
False |
True |
84,361 |
120 |
95.56 |
43.58 |
51.98 |
116.7% |
2.07 |
4.7% |
2% |
False |
True |
72,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.83 |
2.618 |
48.57 |
1.618 |
47.19 |
1.000 |
46.34 |
0.618 |
45.81 |
HIGH |
44.96 |
0.618 |
44.43 |
0.500 |
44.27 |
0.382 |
44.11 |
LOW |
43.58 |
0.618 |
42.73 |
1.000 |
42.20 |
1.618 |
41.35 |
2.618 |
39.97 |
4.250 |
37.72 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
44.44 |
45.07 |
PP |
44.36 |
44.89 |
S1 |
44.27 |
44.71 |
|