NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 02-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
55.33 |
55.50 |
0.17 |
0.3% |
56.37 |
High |
55.69 |
56.46 |
0.77 |
1.4% |
57.00 |
Low |
54.09 |
53.65 |
-0.44 |
-0.8% |
53.65 |
Close |
54.96 |
54.42 |
-0.54 |
-1.0% |
54.42 |
Range |
1.60 |
2.81 |
1.21 |
75.6% |
3.35 |
ATR |
2.48 |
2.51 |
0.02 |
0.9% |
0.00 |
Volume |
14,396 |
17,252 |
2,856 |
19.8% |
55,331 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.27 |
61.66 |
55.97 |
|
R3 |
60.46 |
58.85 |
55.19 |
|
R2 |
57.65 |
57.65 |
54.94 |
|
R1 |
56.04 |
56.04 |
54.68 |
55.44 |
PP |
54.84 |
54.84 |
54.84 |
54.55 |
S1 |
53.23 |
53.23 |
54.16 |
52.63 |
S2 |
52.03 |
52.03 |
53.90 |
|
S3 |
49.22 |
50.42 |
53.65 |
|
S4 |
46.41 |
47.61 |
52.87 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.07 |
63.10 |
56.26 |
|
R3 |
61.72 |
59.75 |
55.34 |
|
R2 |
58.37 |
58.37 |
55.03 |
|
R1 |
56.40 |
56.40 |
54.73 |
55.71 |
PP |
55.02 |
55.02 |
55.02 |
54.68 |
S1 |
53.05 |
53.05 |
54.11 |
52.36 |
S2 |
51.67 |
51.67 |
53.81 |
|
S3 |
48.32 |
49.70 |
53.50 |
|
S4 |
44.97 |
46.35 |
52.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.80 |
53.65 |
4.15 |
7.6% |
2.05 |
3.8% |
19% |
False |
True |
12,941 |
10 |
59.90 |
53.65 |
6.25 |
11.5% |
2.61 |
4.8% |
12% |
False |
True |
16,973 |
20 |
68.67 |
53.65 |
15.02 |
27.6% |
2.57 |
4.7% |
5% |
False |
True |
19,087 |
40 |
79.76 |
53.65 |
26.11 |
48.0% |
2.36 |
4.3% |
3% |
False |
True |
15,422 |
60 |
85.91 |
53.65 |
32.26 |
59.3% |
2.18 |
4.0% |
2% |
False |
True |
12,809 |
80 |
91.81 |
53.65 |
38.16 |
70.1% |
1.95 |
3.6% |
2% |
False |
True |
10,867 |
100 |
94.48 |
53.65 |
40.83 |
75.0% |
1.73 |
3.2% |
2% |
False |
True |
9,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.40 |
2.618 |
63.82 |
1.618 |
61.01 |
1.000 |
59.27 |
0.618 |
58.20 |
HIGH |
56.46 |
0.618 |
55.39 |
0.500 |
55.06 |
0.382 |
54.72 |
LOW |
53.65 |
0.618 |
51.91 |
1.000 |
50.84 |
1.618 |
49.10 |
2.618 |
46.29 |
4.250 |
41.71 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
55.06 |
55.06 |
PP |
54.84 |
54.84 |
S1 |
54.63 |
54.63 |
|