NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
50.45 |
51.22 |
0.77 |
1.5% |
54.22 |
High |
51.30 |
51.32 |
0.02 |
0.0% |
54.30 |
Low |
49.69 |
49.25 |
-0.44 |
-0.9% |
48.88 |
Close |
50.75 |
50.54 |
-0.21 |
-0.4% |
50.54 |
Range |
1.61 |
2.07 |
0.46 |
28.6% |
5.42 |
ATR |
2.45 |
2.42 |
-0.03 |
-1.1% |
0.00 |
Volume |
29,138 |
36,609 |
7,471 |
25.6% |
153,370 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.58 |
55.63 |
51.68 |
|
R3 |
54.51 |
53.56 |
51.11 |
|
R2 |
52.44 |
52.44 |
50.92 |
|
R1 |
51.49 |
51.49 |
50.73 |
50.93 |
PP |
50.37 |
50.37 |
50.37 |
50.09 |
S1 |
49.42 |
49.42 |
50.35 |
48.86 |
S2 |
48.30 |
48.30 |
50.16 |
|
S3 |
46.23 |
47.35 |
49.97 |
|
S4 |
44.16 |
45.28 |
49.40 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.50 |
64.44 |
53.52 |
|
R3 |
62.08 |
59.02 |
52.03 |
|
R2 |
56.66 |
56.66 |
51.53 |
|
R1 |
53.60 |
53.60 |
51.04 |
52.42 |
PP |
51.24 |
51.24 |
51.24 |
50.65 |
S1 |
48.18 |
48.18 |
50.04 |
47.00 |
S2 |
45.82 |
45.82 |
49.55 |
|
S3 |
40.40 |
42.76 |
49.05 |
|
S4 |
34.98 |
37.34 |
47.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.30 |
48.88 |
5.42 |
10.7% |
2.25 |
4.5% |
31% |
False |
False |
30,674 |
10 |
57.80 |
48.88 |
8.92 |
17.6% |
2.15 |
4.3% |
19% |
False |
False |
21,807 |
20 |
62.67 |
48.88 |
13.79 |
27.3% |
2.62 |
5.2% |
12% |
False |
False |
22,326 |
40 |
77.82 |
48.88 |
28.94 |
57.3% |
2.43 |
4.8% |
6% |
False |
False |
18,016 |
60 |
82.02 |
48.88 |
33.14 |
65.6% |
2.18 |
4.3% |
5% |
False |
False |
14,711 |
80 |
91.81 |
48.88 |
42.93 |
84.9% |
2.01 |
4.0% |
4% |
False |
False |
12,533 |
100 |
93.40 |
48.88 |
44.52 |
88.1% |
1.80 |
3.6% |
4% |
False |
False |
10,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.12 |
2.618 |
56.74 |
1.618 |
54.67 |
1.000 |
53.39 |
0.618 |
52.60 |
HIGH |
51.32 |
0.618 |
50.53 |
0.500 |
50.29 |
0.382 |
50.04 |
LOW |
49.25 |
0.618 |
47.97 |
1.000 |
47.18 |
1.618 |
45.90 |
2.618 |
43.83 |
4.250 |
40.45 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.46 |
50.39 |
PP |
50.37 |
50.25 |
S1 |
50.29 |
50.10 |
|