NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
51.22 |
50.30 |
-0.92 |
-1.8% |
54.22 |
High |
51.32 |
50.30 |
-1.02 |
-2.0% |
54.30 |
Low |
49.25 |
47.91 |
-1.34 |
-2.7% |
48.88 |
Close |
50.54 |
48.36 |
-2.18 |
-4.3% |
50.54 |
Range |
2.07 |
2.39 |
0.32 |
15.5% |
5.42 |
ATR |
2.42 |
2.44 |
0.01 |
0.6% |
0.00 |
Volume |
36,609 |
30,087 |
-6,522 |
-17.8% |
153,370 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.03 |
54.58 |
49.67 |
|
R3 |
53.64 |
52.19 |
49.02 |
|
R2 |
51.25 |
51.25 |
48.80 |
|
R1 |
49.80 |
49.80 |
48.58 |
49.33 |
PP |
48.86 |
48.86 |
48.86 |
48.62 |
S1 |
47.41 |
47.41 |
48.14 |
46.94 |
S2 |
46.47 |
46.47 |
47.92 |
|
S3 |
44.08 |
45.02 |
47.70 |
|
S4 |
41.69 |
42.63 |
47.05 |
|
|
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 |
52.18 |
47.91 |
4.27 |
8.8% |
2.19 |
4.5% |
11% |
False |
True |
33,572 |
10 |
57.00 |
47.91 |
9.09 |
18.8% |
2.20 |
4.5% |
5% |
False |
True |
23,878 |
20 |
60.78 |
47.91 |
12.87 |
26.6% |
2.62 |
5.4% |
3% |
False |
True |
22,565 |
40 |
77.67 |
47.91 |
29.76 |
61.5% |
2.47 |
5.1% |
2% |
False |
True |
18,581 |
60 |
82.02 |
47.91 |
34.11 |
70.5% |
2.19 |
4.5% |
1% |
False |
True |
15,069 |
80 |
91.45 |
47.91 |
43.54 |
90.0% |
2.03 |
4.2% |
1% |
False |
True |
12,876 |
100 |
93.40 |
47.91 |
45.49 |
94.1% |
1.81 |
3.7% |
1% |
False |
True |
10,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.46 |
2.618 |
56.56 |
1.618 |
54.17 |
1.000 |
52.69 |
0.618 |
51.78 |
HIGH |
50.30 |
0.618 |
49.39 |
0.500 |
49.11 |
0.382 |
48.82 |
LOW |
47.91 |
0.618 |
46.43 |
1.000 |
45.52 |
1.618 |
44.04 |
2.618 |
41.65 |
4.250 |
37.75 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.11 |
49.62 |
PP |
48.86 |
49.20 |
S1 |
48.61 |
48.78 |
|