NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
46.98 |
46.01 |
-0.97 |
-2.1% |
49.88 |
High |
48.41 |
47.12 |
-1.29 |
-2.7% |
49.88 |
Low |
46.00 |
45.09 |
-0.91 |
-2.0% |
46.00 |
Close |
46.32 |
45.88 |
-0.44 |
-0.9% |
46.32 |
Range |
2.41 |
2.03 |
-0.38 |
-15.8% |
3.88 |
ATR |
2.73 |
2.68 |
-0.05 |
-1.8% |
0.00 |
Volume |
81,759 |
81,876 |
117 |
0.1% |
309,283 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.12 |
51.03 |
47.00 |
|
R3 |
50.09 |
49.00 |
46.44 |
|
R2 |
48.06 |
48.06 |
46.25 |
|
R1 |
46.97 |
46.97 |
46.07 |
46.50 |
PP |
46.03 |
46.03 |
46.03 |
45.80 |
S1 |
44.94 |
44.94 |
45.69 |
44.47 |
S2 |
44.00 |
44.00 |
45.51 |
|
S3 |
41.97 |
42.91 |
45.32 |
|
S4 |
39.94 |
40.88 |
44.76 |
|
|
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 |
49.88 |
45.09 |
4.79 |
10.4% |
2.41 |
5.3% |
16% |
False |
True |
78,231 |
10 |
52.27 |
45.09 |
7.18 |
15.6% |
2.86 |
6.2% |
11% |
False |
True |
74,964 |
20 |
57.38 |
45.09 |
12.29 |
26.8% |
2.56 |
5.6% |
6% |
False |
True |
56,753 |
40 |
74.54 |
45.09 |
29.45 |
64.2% |
2.77 |
6.0% |
3% |
False |
True |
40,425 |
60 |
82.03 |
45.09 |
36.94 |
80.5% |
2.47 |
5.4% |
2% |
False |
True |
32,165 |
80 |
89.72 |
45.09 |
44.63 |
97.3% |
2.36 |
5.1% |
2% |
False |
True |
27,184 |
100 |
93.43 |
45.09 |
48.34 |
105.4% |
2.14 |
4.7% |
2% |
False |
True |
22,876 |
120 |
95.01 |
45.09 |
49.92 |
108.8% |
1.92 |
4.2% |
2% |
False |
True |
19,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.75 |
2.618 |
52.43 |
1.618 |
50.40 |
1.000 |
49.15 |
0.618 |
48.37 |
HIGH |
47.12 |
0.618 |
46.34 |
0.500 |
46.11 |
0.382 |
45.87 |
LOW |
45.09 |
0.618 |
43.84 |
1.000 |
43.06 |
1.618 |
41.81 |
2.618 |
39.78 |
4.250 |
36.46 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
46.11 |
47.42 |
PP |
46.03 |
46.91 |
S1 |
45.96 |
46.39 |
|