NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
45.86 |
46.59 |
0.73 |
1.6% |
49.88 |
High |
47.27 |
46.59 |
-0.68 |
-1.4% |
49.88 |
Low |
45.57 |
44.89 |
-0.68 |
-1.5% |
46.00 |
Close |
46.95 |
45.23 |
-1.72 |
-3.7% |
46.32 |
Range |
1.70 |
1.70 |
0.00 |
0.0% |
3.88 |
ATR |
2.61 |
2.57 |
-0.04 |
-1.5% |
0.00 |
Volume |
60,128 |
60,369 |
241 |
0.4% |
309,283 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.67 |
49.65 |
46.17 |
|
R3 |
48.97 |
47.95 |
45.70 |
|
R2 |
47.27 |
47.27 |
45.54 |
|
R1 |
46.25 |
46.25 |
45.39 |
45.91 |
PP |
45.57 |
45.57 |
45.57 |
45.40 |
S1 |
44.55 |
44.55 |
45.07 |
44.21 |
S2 |
43.87 |
43.87 |
44.92 |
|
S3 |
42.17 |
42.85 |
44.76 |
|
S4 |
40.47 |
41.15 |
44.30 |
|
|
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 |
44.89 |
4.86 |
10.7% |
2.21 |
4.9% |
7% |
False |
True |
71,508 |
10 |
52.27 |
44.89 |
7.38 |
16.3% |
2.69 |
6.0% |
5% |
False |
True |
74,456 |
20 |
56.05 |
44.89 |
11.16 |
24.7% |
2.50 |
5.5% |
3% |
False |
True |
61,546 |
40 |
69.86 |
44.89 |
24.97 |
55.2% |
2.65 |
5.9% |
1% |
False |
True |
42,785 |
60 |
80.73 |
44.89 |
35.84 |
79.2% |
2.49 |
5.5% |
1% |
False |
True |
33,808 |
80 |
87.98 |
44.89 |
43.09 |
95.3% |
2.35 |
5.2% |
1% |
False |
True |
28,351 |
100 |
93.03 |
44.89 |
48.14 |
106.4% |
2.15 |
4.8% |
1% |
False |
True |
23,990 |
120 |
95.01 |
44.89 |
50.12 |
110.8% |
1.94 |
4.3% |
1% |
False |
True |
20,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.82 |
2.618 |
51.04 |
1.618 |
49.34 |
1.000 |
48.29 |
0.618 |
47.64 |
HIGH |
46.59 |
0.618 |
45.94 |
0.500 |
45.74 |
0.382 |
45.54 |
LOW |
44.89 |
0.618 |
43.84 |
1.000 |
43.19 |
1.618 |
42.14 |
2.618 |
40.44 |
4.250 |
37.67 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
45.74 |
46.08 |
PP |
45.57 |
45.80 |
S1 |
45.40 |
45.51 |
|