NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
49.60 |
47.16 |
-2.44 |
-4.9% |
53.58 |
High |
49.60 |
48.06 |
-1.54 |
-3.1% |
53.60 |
Low |
47.05 |
45.54 |
-1.51 |
-3.2% |
48.05 |
Close |
47.53 |
47.24 |
-0.29 |
-0.6% |
49.73 |
Range |
2.55 |
2.52 |
-0.03 |
-1.2% |
5.55 |
ATR |
2.55 |
2.55 |
0.00 |
-0.1% |
0.00 |
Volume |
58,109 |
67,473 |
9,364 |
16.1% |
286,737 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.51 |
53.39 |
48.63 |
|
R3 |
51.99 |
50.87 |
47.93 |
|
R2 |
49.47 |
49.47 |
47.70 |
|
R1 |
48.35 |
48.35 |
47.47 |
48.91 |
PP |
46.95 |
46.95 |
46.95 |
47.23 |
S1 |
45.83 |
45.83 |
47.01 |
46.39 |
S2 |
44.43 |
44.43 |
46.78 |
|
S3 |
41.91 |
43.31 |
46.55 |
|
S4 |
39.39 |
40.79 |
45.85 |
|
|
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 |
50.75 |
45.54 |
5.21 |
11.0% |
2.30 |
4.9% |
33% |
False |
True |
68,473 |
10 |
56.05 |
45.54 |
10.51 |
22.2% |
2.30 |
4.9% |
16% |
False |
True |
48,636 |
20 |
59.74 |
45.54 |
14.20 |
30.1% |
2.74 |
5.8% |
12% |
False |
True |
37,201 |
40 |
77.75 |
45.54 |
32.21 |
68.2% |
2.57 |
5.4% |
5% |
False |
True |
28,087 |
60 |
82.03 |
45.54 |
36.49 |
77.2% |
2.30 |
4.9% |
5% |
False |
True |
23,320 |
80 |
91.36 |
45.54 |
45.82 |
97.0% |
2.20 |
4.6% |
4% |
False |
True |
20,072 |
100 |
93.50 |
45.54 |
47.96 |
101.5% |
1.97 |
4.2% |
4% |
False |
True |
16,909 |
120 |
97.18 |
45.54 |
51.64 |
109.3% |
1.79 |
3.8% |
3% |
False |
True |
14,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.77 |
2.618 |
54.66 |
1.618 |
52.14 |
1.000 |
50.58 |
0.618 |
49.62 |
HIGH |
48.06 |
0.618 |
47.10 |
0.500 |
46.80 |
0.382 |
46.50 |
LOW |
45.54 |
0.618 |
43.98 |
1.000 |
43.02 |
1.618 |
41.46 |
2.618 |
38.94 |
4.250 |
34.83 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
47.09 |
48.15 |
PP |
46.95 |
47.84 |
S1 |
46.80 |
47.54 |
|