NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
47.36 |
49.78 |
2.42 |
5.1% |
53.58 |
High |
50.03 |
52.27 |
2.24 |
4.5% |
53.60 |
Low |
46.40 |
47.27 |
0.87 |
1.9% |
48.05 |
Close |
49.62 |
47.47 |
-2.15 |
-4.3% |
49.73 |
Range |
3.63 |
5.00 |
1.37 |
37.7% |
5.55 |
ATR |
2.62 |
2.79 |
0.17 |
6.5% |
0.00 |
Volume |
74,006 |
71,234 |
-2,772 |
-3.7% |
286,737 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.00 |
60.74 |
50.22 |
|
R3 |
59.00 |
55.74 |
48.85 |
|
R2 |
54.00 |
54.00 |
48.39 |
|
R1 |
50.74 |
50.74 |
47.93 |
49.87 |
PP |
49.00 |
49.00 |
49.00 |
48.57 |
S1 |
45.74 |
45.74 |
47.01 |
44.87 |
S2 |
44.00 |
44.00 |
46.55 |
|
S3 |
39.00 |
40.74 |
46.10 |
|
S4 |
34.00 |
35.74 |
44.72 |
|
|
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 |
52.27 |
45.54 |
6.73 |
14.2% |
3.20 |
6.7% |
29% |
True |
False |
68,141 |
10 |
56.05 |
45.54 |
10.51 |
22.1% |
2.86 |
6.0% |
18% |
False |
False |
58,104 |
20 |
59.74 |
45.54 |
14.20 |
29.9% |
2.84 |
6.0% |
14% |
False |
False |
41,588 |
40 |
77.75 |
45.54 |
32.21 |
67.9% |
2.68 |
5.7% |
6% |
False |
False |
30,930 |
60 |
82.03 |
45.54 |
36.49 |
76.9% |
2.38 |
5.0% |
5% |
False |
False |
25,341 |
80 |
91.36 |
45.54 |
45.82 |
96.5% |
2.28 |
4.8% |
4% |
False |
False |
21,799 |
100 |
93.50 |
45.54 |
47.96 |
101.0% |
2.04 |
4.3% |
4% |
False |
False |
18,306 |
120 |
96.85 |
45.54 |
51.31 |
108.1% |
1.84 |
3.9% |
4% |
False |
False |
15,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.52 |
2.618 |
65.36 |
1.618 |
60.36 |
1.000 |
57.27 |
0.618 |
55.36 |
HIGH |
52.27 |
0.618 |
50.36 |
0.500 |
49.77 |
0.382 |
49.18 |
LOW |
47.27 |
0.618 |
44.18 |
1.000 |
42.27 |
1.618 |
39.18 |
2.618 |
34.18 |
4.250 |
26.02 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.77 |
48.91 |
PP |
49.00 |
48.43 |
S1 |
48.24 |
47.95 |
|