NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
49.78 |
47.52 |
-2.26 |
-4.5% |
49.60 |
High |
52.27 |
50.03 |
-2.24 |
-4.3% |
52.27 |
Low |
47.27 |
47.17 |
-0.10 |
-0.2% |
45.54 |
Close |
47.47 |
49.84 |
2.37 |
5.0% |
49.84 |
Range |
5.00 |
2.86 |
-2.14 |
-42.8% |
6.73 |
ATR |
2.79 |
2.80 |
0.00 |
0.2% |
0.00 |
Volume |
71,234 |
87,668 |
16,434 |
23.1% |
358,490 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.59 |
56.58 |
51.41 |
|
R3 |
54.73 |
53.72 |
50.63 |
|
R2 |
51.87 |
51.87 |
50.36 |
|
R1 |
50.86 |
50.86 |
50.10 |
51.37 |
PP |
49.01 |
49.01 |
49.01 |
49.27 |
S1 |
48.00 |
48.00 |
49.58 |
48.51 |
S2 |
46.15 |
46.15 |
49.32 |
|
S3 |
43.29 |
45.14 |
49.05 |
|
S4 |
40.43 |
42.28 |
48.27 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.41 |
66.35 |
53.54 |
|
R3 |
62.68 |
59.62 |
51.69 |
|
R2 |
55.95 |
55.95 |
51.07 |
|
R1 |
52.89 |
52.89 |
50.46 |
54.42 |
PP |
49.22 |
49.22 |
49.22 |
49.98 |
S1 |
46.16 |
46.16 |
49.22 |
47.69 |
S2 |
42.49 |
42.49 |
48.61 |
|
S3 |
35.76 |
39.43 |
47.99 |
|
S4 |
29.03 |
32.70 |
46.14 |
|
|
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 |
13.5% |
3.31 |
6.6% |
64% |
False |
False |
71,698 |
10 |
53.60 |
45.54 |
8.06 |
16.2% |
2.84 |
5.7% |
53% |
False |
False |
64,522 |
20 |
59.62 |
45.54 |
14.08 |
28.3% |
2.76 |
5.5% |
31% |
False |
False |
44,420 |
40 |
77.75 |
45.54 |
32.21 |
64.6% |
2.70 |
5.4% |
13% |
False |
False |
32,839 |
60 |
82.03 |
45.54 |
36.49 |
73.2% |
2.41 |
4.8% |
12% |
False |
False |
26,635 |
80 |
91.36 |
45.54 |
45.82 |
91.9% |
2.31 |
4.6% |
9% |
False |
False |
22,830 |
100 |
93.50 |
45.54 |
47.96 |
96.2% |
2.07 |
4.1% |
9% |
False |
False |
19,150 |
120 |
96.44 |
45.54 |
50.90 |
102.1% |
1.86 |
3.7% |
8% |
False |
False |
16,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.19 |
2.618 |
57.52 |
1.618 |
54.66 |
1.000 |
52.89 |
0.618 |
51.80 |
HIGH |
50.03 |
0.618 |
48.94 |
0.500 |
48.60 |
0.382 |
48.26 |
LOW |
47.17 |
0.618 |
45.40 |
1.000 |
44.31 |
1.618 |
42.54 |
2.618 |
39.68 |
4.250 |
35.02 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.43 |
49.67 |
PP |
49.01 |
49.50 |
S1 |
48.60 |
49.34 |
|