NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
54.78 |
53.58 |
-1.20 |
-2.2% |
55.96 |
High |
56.05 |
53.60 |
-2.45 |
-4.4% |
56.54 |
Low |
52.99 |
50.82 |
-2.17 |
-4.1% |
52.99 |
Close |
53.69 |
51.17 |
-2.52 |
-4.7% |
53.69 |
Range |
3.06 |
2.78 |
-0.28 |
-9.2% |
3.55 |
ATR |
2.62 |
2.63 |
0.02 |
0.7% |
0.00 |
Volume |
23,483 |
28,407 |
4,924 |
21.0% |
83,015 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.20 |
58.47 |
52.70 |
|
R3 |
57.42 |
55.69 |
51.93 |
|
R2 |
54.64 |
54.64 |
51.68 |
|
R1 |
52.91 |
52.91 |
51.42 |
52.39 |
PP |
51.86 |
51.86 |
51.86 |
51.60 |
S1 |
50.13 |
50.13 |
50.92 |
49.61 |
S2 |
49.08 |
49.08 |
50.66 |
|
S3 |
46.30 |
47.35 |
50.41 |
|
S4 |
43.52 |
44.57 |
49.64 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.06 |
62.92 |
55.64 |
|
R3 |
61.51 |
59.37 |
54.67 |
|
R2 |
57.96 |
57.96 |
54.34 |
|
R1 |
55.82 |
55.82 |
54.02 |
55.12 |
PP |
54.41 |
54.41 |
54.41 |
54.05 |
S1 |
52.27 |
52.27 |
53.36 |
51.57 |
S2 |
50.86 |
50.86 |
53.04 |
|
S3 |
47.31 |
48.72 |
52.71 |
|
S4 |
43.76 |
45.17 |
51.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.54 |
50.82 |
5.72 |
11.2% |
2.31 |
4.5% |
6% |
False |
True |
22,284 |
10 |
59.21 |
50.82 |
8.39 |
16.4% |
2.49 |
4.9% |
4% |
False |
True |
23,925 |
20 |
67.13 |
50.82 |
16.31 |
31.9% |
2.68 |
5.2% |
2% |
False |
True |
24,978 |
40 |
79.70 |
50.82 |
28.88 |
56.4% |
2.49 |
4.9% |
1% |
False |
True |
20,997 |
60 |
85.79 |
50.82 |
34.97 |
68.3% |
2.34 |
4.6% |
1% |
False |
True |
18,258 |
80 |
92.17 |
50.82 |
41.35 |
80.8% |
2.13 |
4.2% |
1% |
False |
True |
15,688 |
100 |
94.76 |
50.82 |
43.94 |
85.9% |
1.89 |
3.7% |
1% |
False |
True |
13,231 |
120 |
97.35 |
50.82 |
46.53 |
90.9% |
1.70 |
3.3% |
1% |
False |
True |
11,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.42 |
2.618 |
60.88 |
1.618 |
58.10 |
1.000 |
56.38 |
0.618 |
55.32 |
HIGH |
53.60 |
0.618 |
52.54 |
0.500 |
52.21 |
0.382 |
51.88 |
LOW |
50.82 |
0.618 |
49.10 |
1.000 |
48.04 |
1.618 |
46.32 |
2.618 |
43.54 |
4.250 |
39.01 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
52.21 |
53.44 |
PP |
51.86 |
52.68 |
S1 |
51.52 |
51.93 |
|