NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
50.16 |
49.60 |
-0.56 |
-1.1% |
53.58 |
| High |
50.75 |
49.60 |
-1.15 |
-2.3% |
53.60 |
| Low |
48.45 |
47.05 |
-1.40 |
-2.9% |
48.05 |
| Close |
49.73 |
47.53 |
-2.20 |
-4.4% |
49.73 |
| Range |
2.30 |
2.55 |
0.25 |
10.9% |
5.55 |
| ATR |
2.54 |
2.55 |
0.01 |
0.4% |
0.00 |
| Volume |
69,884 |
58,109 |
-11,775 |
-16.8% |
286,737 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.71 |
54.17 |
48.93 |
|
| R3 |
53.16 |
51.62 |
48.23 |
|
| R2 |
50.61 |
50.61 |
48.00 |
|
| R1 |
49.07 |
49.07 |
47.76 |
48.57 |
| PP |
48.06 |
48.06 |
48.06 |
47.81 |
| S1 |
46.52 |
46.52 |
47.30 |
46.02 |
| S2 |
45.51 |
45.51 |
47.06 |
|
| S3 |
42.96 |
43.97 |
46.83 |
|
| S4 |
40.41 |
41.42 |
46.13 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.11 |
63.97 |
52.78 |
|
| R3 |
61.56 |
58.42 |
51.26 |
|
| R2 |
56.01 |
56.01 |
50.75 |
|
| R1 |
52.87 |
52.87 |
50.24 |
51.67 |
| PP |
50.46 |
50.46 |
50.46 |
49.86 |
| S1 |
47.32 |
47.32 |
49.22 |
46.12 |
| S2 |
44.91 |
44.91 |
48.71 |
|
| S3 |
39.36 |
41.77 |
48.20 |
|
| S4 |
33.81 |
36.22 |
46.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.47 |
47.05 |
4.42 |
9.3% |
2.33 |
4.9% |
11% |
False |
True |
63,287 |
| 10 |
56.54 |
47.05 |
9.49 |
20.0% |
2.32 |
4.9% |
5% |
False |
True |
42,786 |
| 20 |
60.33 |
47.05 |
13.28 |
27.9% |
2.71 |
5.7% |
4% |
False |
True |
35,016 |
| 40 |
77.75 |
47.05 |
30.70 |
64.6% |
2.58 |
5.4% |
2% |
False |
True |
26,804 |
| 60 |
82.27 |
47.05 |
35.22 |
74.1% |
2.33 |
4.9% |
1% |
False |
True |
22,430 |
| 80 |
91.54 |
47.05 |
44.49 |
93.6% |
2.18 |
4.6% |
1% |
False |
True |
19,276 |
| 100 |
93.50 |
47.05 |
46.45 |
97.7% |
1.95 |
4.1% |
1% |
False |
True |
16,265 |
| 120 |
97.35 |
47.05 |
50.30 |
105.8% |
1.77 |
3.7% |
1% |
False |
True |
14,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.44 |
|
2.618 |
56.28 |
|
1.618 |
53.73 |
|
1.000 |
52.15 |
|
0.618 |
51.18 |
|
HIGH |
49.60 |
|
0.618 |
48.63 |
|
0.500 |
48.33 |
|
0.382 |
48.02 |
|
LOW |
47.05 |
|
0.618 |
45.47 |
|
1.000 |
44.50 |
|
1.618 |
42.92 |
|
2.618 |
40.37 |
|
4.250 |
36.21 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.33 |
48.90 |
| PP |
48.06 |
48.44 |
| S1 |
47.80 |
47.99 |
|