NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.08 |
46.98 |
-1.10 |
-2.3% |
49.88 |
High |
49.75 |
48.41 |
-1.34 |
-2.7% |
49.88 |
Low |
46.56 |
46.00 |
-0.56 |
-1.2% |
46.00 |
Close |
46.98 |
46.32 |
-0.66 |
-1.4% |
46.32 |
Range |
3.19 |
2.41 |
-0.78 |
-24.5% |
3.88 |
ATR |
2.75 |
2.73 |
-0.02 |
-0.9% |
0.00 |
Volume |
73,408 |
81,759 |
8,351 |
11.4% |
309,283 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.14 |
52.64 |
47.65 |
|
R3 |
51.73 |
50.23 |
46.98 |
|
R2 |
49.32 |
49.32 |
46.76 |
|
R1 |
47.82 |
47.82 |
46.54 |
47.37 |
PP |
46.91 |
46.91 |
46.91 |
46.68 |
S1 |
45.41 |
45.41 |
46.10 |
44.96 |
S2 |
44.50 |
44.50 |
45.88 |
|
S3 |
42.09 |
43.00 |
45.66 |
|
S4 |
39.68 |
40.59 |
44.99 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.04 |
56.56 |
48.45 |
|
R3 |
55.16 |
52.68 |
47.39 |
|
R2 |
51.28 |
51.28 |
47.03 |
|
R1 |
48.80 |
48.80 |
46.68 |
48.10 |
PP |
47.40 |
47.40 |
47.40 |
47.05 |
S1 |
44.92 |
44.92 |
45.96 |
44.22 |
S2 |
43.52 |
43.52 |
45.61 |
|
S3 |
39.64 |
41.04 |
45.25 |
|
S4 |
35.76 |
37.16 |
44.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.03 |
46.00 |
4.03 |
8.7% |
2.58 |
5.6% |
8% |
False |
True |
79,390 |
10 |
52.27 |
45.54 |
6.73 |
14.5% |
2.89 |
6.2% |
12% |
False |
False |
73,765 |
20 |
57.80 |
45.54 |
12.26 |
26.5% |
2.55 |
5.5% |
6% |
False |
False |
53,682 |
40 |
76.71 |
45.54 |
31.17 |
67.3% |
2.79 |
6.0% |
3% |
False |
False |
38,647 |
60 |
82.03 |
45.54 |
36.49 |
78.8% |
2.45 |
5.3% |
2% |
False |
False |
30,924 |
80 |
91.36 |
45.54 |
45.82 |
98.9% |
2.37 |
5.1% |
2% |
False |
False |
26,262 |
100 |
93.43 |
45.54 |
47.89 |
103.4% |
2.14 |
4.6% |
2% |
False |
False |
22,104 |
120 |
95.01 |
45.54 |
49.47 |
106.8% |
1.91 |
4.1% |
2% |
False |
False |
18,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.65 |
2.618 |
54.72 |
1.618 |
52.31 |
1.000 |
50.82 |
0.618 |
49.90 |
HIGH |
48.41 |
0.618 |
47.49 |
0.500 |
47.21 |
0.382 |
46.92 |
LOW |
46.00 |
0.618 |
44.51 |
1.000 |
43.59 |
1.618 |
42.10 |
2.618 |
39.69 |
4.250 |
35.76 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
47.21 |
47.88 |
PP |
46.91 |
47.36 |
S1 |
46.62 |
46.84 |
|