NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
49.83 |
50.45 |
0.62 |
1.2% |
56.37 |
High |
51.12 |
51.30 |
0.18 |
0.4% |
57.00 |
Low |
48.88 |
49.69 |
0.81 |
1.7% |
53.65 |
Close |
50.48 |
50.75 |
0.27 |
0.5% |
54.42 |
Range |
2.24 |
1.61 |
-0.63 |
-28.1% |
3.35 |
ATR |
2.52 |
2.45 |
-0.06 |
-2.6% |
0.00 |
Volume |
45,236 |
29,138 |
-16,098 |
-35.6% |
55,331 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.41 |
54.69 |
51.64 |
|
R3 |
53.80 |
53.08 |
51.19 |
|
R2 |
52.19 |
52.19 |
51.05 |
|
R1 |
51.47 |
51.47 |
50.90 |
51.83 |
PP |
50.58 |
50.58 |
50.58 |
50.76 |
S1 |
49.86 |
49.86 |
50.60 |
50.22 |
S2 |
48.97 |
48.97 |
50.45 |
|
S3 |
47.36 |
48.25 |
50.31 |
|
S4 |
45.75 |
46.64 |
49.86 |
|
|
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 |
14.9% |
2.40 |
4.7% |
25% |
False |
False |
26,802 |
10 |
58.30 |
48.88 |
9.42 |
18.6% |
2.14 |
4.2% |
20% |
False |
False |
19,453 |
20 |
64.06 |
48.88 |
15.18 |
29.9% |
2.64 |
5.2% |
12% |
False |
False |
21,369 |
40 |
78.08 |
48.88 |
29.20 |
57.5% |
2.41 |
4.7% |
6% |
False |
False |
17,327 |
60 |
83.21 |
48.88 |
34.33 |
67.6% |
2.21 |
4.4% |
5% |
False |
False |
14,236 |
80 |
91.81 |
48.88 |
42.93 |
84.6% |
2.00 |
3.9% |
4% |
False |
False |
12,105 |
100 |
93.40 |
48.88 |
44.52 |
87.7% |
1.78 |
3.5% |
4% |
False |
False |
10,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.14 |
2.618 |
55.51 |
1.618 |
53.90 |
1.000 |
52.91 |
0.618 |
52.29 |
HIGH |
51.30 |
0.618 |
50.68 |
0.500 |
50.50 |
0.382 |
50.31 |
LOW |
49.69 |
0.618 |
48.70 |
1.000 |
48.08 |
1.618 |
47.09 |
2.618 |
45.48 |
4.250 |
42.85 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.67 |
50.68 |
PP |
50.58 |
50.60 |
S1 |
50.50 |
50.53 |
|