NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 06-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
54.22 |
51.95 |
-2.27 |
-4.2% |
56.37 |
High |
54.30 |
52.18 |
-2.12 |
-3.9% |
57.00 |
Low |
51.60 |
49.54 |
-2.06 |
-4.0% |
53.65 |
Close |
51.95 |
49.97 |
-1.98 |
-3.8% |
54.42 |
Range |
2.70 |
2.64 |
-0.06 |
-2.2% |
3.35 |
ATR |
2.53 |
2.54 |
0.01 |
0.3% |
0.00 |
Volume |
15,593 |
26,794 |
11,201 |
71.8% |
55,331 |
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.48 |
56.87 |
51.42 |
|
R3 |
55.84 |
54.23 |
50.70 |
|
R2 |
53.20 |
53.20 |
50.45 |
|
R1 |
51.59 |
51.59 |
50.21 |
51.08 |
PP |
50.56 |
50.56 |
50.56 |
50.31 |
S1 |
48.95 |
48.95 |
49.73 |
48.44 |
S2 |
47.92 |
47.92 |
49.49 |
|
S3 |
45.28 |
46.31 |
49.24 |
|
S4 |
42.64 |
43.67 |
48.52 |
|
|
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 |
56.46 |
49.54 |
6.92 |
13.8% |
2.23 |
4.5% |
6% |
False |
True |
17,958 |
10 |
59.61 |
49.54 |
10.07 |
20.2% |
2.30 |
4.6% |
4% |
False |
True |
15,627 |
20 |
66.09 |
49.54 |
16.55 |
33.1% |
2.66 |
5.3% |
3% |
False |
True |
19,863 |
40 |
79.76 |
49.54 |
30.22 |
60.5% |
2.41 |
4.8% |
1% |
False |
True |
15,851 |
60 |
83.92 |
49.54 |
34.38 |
68.8% |
2.20 |
4.4% |
1% |
False |
True |
13,210 |
80 |
91.81 |
49.54 |
42.27 |
84.6% |
1.97 |
3.9% |
1% |
False |
True |
11,294 |
100 |
94.02 |
49.54 |
44.48 |
89.0% |
1.77 |
3.5% |
1% |
False |
True |
9,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.40 |
2.618 |
59.09 |
1.618 |
56.45 |
1.000 |
54.82 |
0.618 |
53.81 |
HIGH |
52.18 |
0.618 |
51.17 |
0.500 |
50.86 |
0.382 |
50.55 |
LOW |
49.54 |
0.618 |
47.91 |
1.000 |
46.90 |
1.618 |
45.27 |
2.618 |
42.63 |
4.250 |
38.32 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.86 |
53.00 |
PP |
50.56 |
51.99 |
S1 |
50.27 |
50.98 |
|