NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
47.38 |
48.08 |
0.70 |
1.5% |
49.60 |
High |
48.87 |
49.75 |
0.88 |
1.8% |
52.27 |
Low |
47.27 |
46.56 |
-0.71 |
-1.5% |
45.54 |
Close |
48.43 |
46.98 |
-1.45 |
-3.0% |
49.84 |
Range |
1.60 |
3.19 |
1.59 |
99.4% |
6.73 |
ATR |
2.72 |
2.75 |
0.03 |
1.2% |
0.00 |
Volume |
86,678 |
73,408 |
-13,270 |
-15.3% |
358,490 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.33 |
55.35 |
48.73 |
|
R3 |
54.14 |
52.16 |
47.86 |
|
R2 |
50.95 |
50.95 |
47.56 |
|
R1 |
48.97 |
48.97 |
47.27 |
48.37 |
PP |
47.76 |
47.76 |
47.76 |
47.46 |
S1 |
45.78 |
45.78 |
46.69 |
45.18 |
S2 |
44.57 |
44.57 |
46.40 |
|
S3 |
41.38 |
42.59 |
46.10 |
|
S4 |
38.19 |
39.40 |
45.23 |
|
|
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 |
46.56 |
5.71 |
12.2% |
3.09 |
6.6% |
7% |
False |
True |
77,285 |
10 |
52.27 |
45.54 |
6.73 |
14.3% |
2.82 |
6.0% |
21% |
False |
False |
72,036 |
20 |
58.26 |
45.54 |
12.72 |
27.1% |
2.55 |
5.4% |
11% |
False |
False |
51,083 |
40 |
77.14 |
45.54 |
31.60 |
67.3% |
2.76 |
5.9% |
5% |
False |
False |
37,094 |
60 |
82.03 |
45.54 |
36.49 |
77.7% |
2.44 |
5.2% |
4% |
False |
False |
29,734 |
80 |
91.36 |
45.54 |
45.82 |
97.5% |
2.36 |
5.0% |
3% |
False |
False |
25,333 |
100 |
93.50 |
45.54 |
47.96 |
102.1% |
2.12 |
4.5% |
3% |
False |
False |
21,339 |
120 |
95.01 |
45.54 |
49.47 |
105.3% |
1.90 |
4.0% |
3% |
False |
False |
18,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.31 |
2.618 |
58.10 |
1.618 |
54.91 |
1.000 |
52.94 |
0.618 |
51.72 |
HIGH |
49.75 |
0.618 |
48.53 |
0.500 |
48.16 |
0.382 |
47.78 |
LOW |
46.56 |
0.618 |
44.59 |
1.000 |
43.37 |
1.618 |
41.40 |
2.618 |
38.21 |
4.250 |
33.00 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
48.16 |
48.22 |
PP |
47.76 |
47.81 |
S1 |
47.37 |
47.39 |
|