NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
51.12 |
49.00 |
-2.12 |
-4.1% |
55.96 |
High |
51.47 |
50.43 |
-1.04 |
-2.0% |
56.54 |
Low |
48.79 |
48.05 |
-0.74 |
-1.5% |
52.99 |
Close |
49.16 |
49.72 |
0.56 |
1.1% |
53.69 |
Range |
2.68 |
2.38 |
-0.30 |
-11.2% |
3.55 |
ATR |
2.64 |
2.62 |
-0.02 |
-0.7% |
0.00 |
Volume |
41,545 |
82,434 |
40,889 |
98.4% |
83,015 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.54 |
55.51 |
51.03 |
|
R3 |
54.16 |
53.13 |
50.37 |
|
R2 |
51.78 |
51.78 |
50.16 |
|
R1 |
50.75 |
50.75 |
49.94 |
51.27 |
PP |
49.40 |
49.40 |
49.40 |
49.66 |
S1 |
48.37 |
48.37 |
49.50 |
48.89 |
S2 |
47.02 |
47.02 |
49.28 |
|
S3 |
44.64 |
45.99 |
49.07 |
|
S4 |
42.26 |
43.61 |
48.41 |
|
|
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 |
56.05 |
48.05 |
8.00 |
16.1% |
2.48 |
5.0% |
21% |
False |
True |
40,158 |
10 |
58.26 |
48.05 |
10.21 |
20.5% |
2.28 |
4.6% |
16% |
False |
True |
30,129 |
20 |
64.75 |
48.05 |
16.70 |
33.6% |
2.74 |
5.5% |
10% |
False |
True |
29,317 |
40 |
79.70 |
48.05 |
31.65 |
63.7% |
2.53 |
5.1% |
5% |
False |
True |
23,283 |
60 |
83.90 |
48.05 |
35.85 |
72.1% |
2.33 |
4.7% |
5% |
False |
True |
19,879 |
80 |
92.17 |
48.05 |
44.12 |
88.7% |
2.15 |
4.3% |
4% |
False |
True |
17,053 |
100 |
93.50 |
48.05 |
45.45 |
91.4% |
1.91 |
3.8% |
4% |
False |
True |
14,426 |
120 |
97.35 |
48.05 |
49.30 |
99.2% |
1.73 |
3.5% |
3% |
False |
True |
12,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.55 |
2.618 |
56.66 |
1.618 |
54.28 |
1.000 |
52.81 |
0.618 |
51.90 |
HIGH |
50.43 |
0.618 |
49.52 |
0.500 |
49.24 |
0.382 |
48.96 |
LOW |
48.05 |
0.618 |
46.58 |
1.000 |
45.67 |
1.618 |
44.20 |
2.618 |
41.82 |
4.250 |
37.94 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.56 |
50.83 |
PP |
49.40 |
50.46 |
S1 |
49.24 |
50.09 |
|