NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
51.95 |
49.83 |
-2.12 |
-4.1% |
56.37 |
High |
52.18 |
51.12 |
-1.06 |
-2.0% |
57.00 |
Low |
49.54 |
48.88 |
-0.66 |
-1.3% |
53.65 |
Close |
49.97 |
50.48 |
0.51 |
1.0% |
54.42 |
Range |
2.64 |
2.24 |
-0.40 |
-15.2% |
3.35 |
ATR |
2.54 |
2.52 |
-0.02 |
-0.8% |
0.00 |
Volume |
26,794 |
45,236 |
18,442 |
68.8% |
55,331 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.88 |
55.92 |
51.71 |
|
R3 |
54.64 |
53.68 |
51.10 |
|
R2 |
52.40 |
52.40 |
50.89 |
|
R1 |
51.44 |
51.44 |
50.69 |
51.92 |
PP |
50.16 |
50.16 |
50.16 |
50.40 |
S1 |
49.20 |
49.20 |
50.27 |
49.68 |
S2 |
47.92 |
47.92 |
50.07 |
|
S3 |
45.68 |
46.96 |
49.86 |
|
S4 |
43.44 |
44.72 |
49.25 |
|
|
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 |
48.88 |
7.58 |
15.0% |
2.40 |
4.8% |
21% |
False |
True |
23,854 |
10 |
58.66 |
48.88 |
9.78 |
19.4% |
2.20 |
4.4% |
16% |
False |
True |
18,406 |
20 |
64.72 |
48.88 |
15.84 |
31.4% |
2.65 |
5.3% |
10% |
False |
True |
21,289 |
40 |
79.76 |
48.88 |
30.88 |
61.2% |
2.43 |
4.8% |
5% |
False |
True |
16,853 |
60 |
83.71 |
48.88 |
34.83 |
69.0% |
2.20 |
4.4% |
5% |
False |
True |
13,847 |
80 |
91.81 |
48.88 |
42.93 |
85.0% |
1.99 |
3.9% |
4% |
False |
True |
11,783 |
100 |
93.40 |
48.88 |
44.52 |
88.2% |
1.77 |
3.5% |
4% |
False |
True |
9,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.64 |
2.618 |
56.98 |
1.618 |
54.74 |
1.000 |
53.36 |
0.618 |
52.50 |
HIGH |
51.12 |
0.618 |
50.26 |
0.500 |
50.00 |
0.382 |
49.74 |
LOW |
48.88 |
0.618 |
47.50 |
1.000 |
46.64 |
1.618 |
45.26 |
2.618 |
43.02 |
4.250 |
39.36 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.32 |
51.59 |
PP |
50.16 |
51.22 |
S1 |
50.00 |
50.85 |
|