NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
46.01 |
45.86 |
-0.15 |
-0.3% |
49.88 |
High |
47.12 |
47.27 |
0.15 |
0.3% |
49.88 |
Low |
45.09 |
45.57 |
0.48 |
1.1% |
46.00 |
Close |
45.88 |
46.95 |
1.07 |
2.3% |
46.32 |
Range |
2.03 |
1.70 |
-0.33 |
-16.3% |
3.88 |
ATR |
2.68 |
2.61 |
-0.07 |
-2.6% |
0.00 |
Volume |
81,876 |
60,128 |
-21,748 |
-26.6% |
309,283 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.70 |
51.02 |
47.89 |
|
R3 |
50.00 |
49.32 |
47.42 |
|
R2 |
48.30 |
48.30 |
47.26 |
|
R1 |
47.62 |
47.62 |
47.11 |
47.96 |
PP |
46.60 |
46.60 |
46.60 |
46.77 |
S1 |
45.92 |
45.92 |
46.79 |
46.26 |
S2 |
44.90 |
44.90 |
46.64 |
|
S3 |
43.20 |
44.22 |
46.48 |
|
S4 |
41.50 |
42.52 |
46.02 |
|
|
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 |
49.75 |
45.09 |
4.66 |
9.9% |
2.19 |
4.7% |
40% |
False |
False |
76,769 |
10 |
52.27 |
45.09 |
7.18 |
15.3% |
2.78 |
5.9% |
26% |
False |
False |
75,166 |
20 |
56.54 |
45.09 |
11.45 |
24.4% |
2.55 |
5.4% |
16% |
False |
False |
58,976 |
40 |
73.71 |
45.09 |
28.62 |
61.0% |
2.79 |
5.9% |
6% |
False |
False |
41,600 |
60 |
81.27 |
45.09 |
36.18 |
77.1% |
2.48 |
5.3% |
5% |
False |
False |
33,009 |
80 |
88.00 |
45.09 |
42.91 |
91.4% |
2.36 |
5.0% |
4% |
False |
False |
27,797 |
100 |
93.32 |
45.09 |
48.23 |
102.7% |
2.14 |
4.6% |
4% |
False |
False |
23,420 |
120 |
95.01 |
45.09 |
49.92 |
106.3% |
1.93 |
4.1% |
4% |
False |
False |
20,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.50 |
2.618 |
51.72 |
1.618 |
50.02 |
1.000 |
48.97 |
0.618 |
48.32 |
HIGH |
47.27 |
0.618 |
46.62 |
0.500 |
46.42 |
0.382 |
46.22 |
LOW |
45.57 |
0.618 |
44.52 |
1.000 |
43.87 |
1.618 |
42.82 |
2.618 |
41.12 |
4.250 |
38.35 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
46.77 |
46.88 |
PP |
46.60 |
46.82 |
S1 |
46.42 |
46.75 |
|