NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
50.30 |
48.03 |
-2.27 |
-4.5% |
54.22 |
High |
50.30 |
48.72 |
-1.58 |
-3.1% |
54.30 |
Low |
47.91 |
46.37 |
-1.54 |
-3.2% |
48.88 |
Close |
48.36 |
48.05 |
-0.31 |
-0.6% |
50.54 |
Range |
2.39 |
2.35 |
-0.04 |
-1.7% |
5.42 |
ATR |
2.44 |
2.43 |
-0.01 |
-0.3% |
0.00 |
Volume |
30,087 |
33,882 |
3,795 |
12.6% |
153,370 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.76 |
53.76 |
49.34 |
|
R3 |
52.41 |
51.41 |
48.70 |
|
R2 |
50.06 |
50.06 |
48.48 |
|
R1 |
49.06 |
49.06 |
48.27 |
49.56 |
PP |
47.71 |
47.71 |
47.71 |
47.97 |
S1 |
46.71 |
46.71 |
47.83 |
47.21 |
S2 |
45.36 |
45.36 |
47.62 |
|
S3 |
43.01 |
44.36 |
47.40 |
|
S4 |
40.66 |
42.01 |
46.76 |
|
|
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 |
51.32 |
46.37 |
4.95 |
10.3% |
2.13 |
4.4% |
34% |
False |
True |
34,990 |
10 |
56.46 |
46.37 |
10.09 |
21.0% |
2.18 |
4.5% |
17% |
False |
True |
26,474 |
20 |
59.99 |
46.37 |
13.62 |
28.3% |
2.64 |
5.5% |
12% |
False |
True |
23,049 |
40 |
77.67 |
46.37 |
31.30 |
65.1% |
2.46 |
5.1% |
5% |
False |
True |
19,186 |
60 |
82.00 |
46.37 |
35.63 |
74.2% |
2.16 |
4.5% |
5% |
False |
True |
15,482 |
80 |
90.94 |
46.37 |
44.57 |
92.8% |
2.04 |
4.2% |
4% |
False |
True |
13,272 |
100 |
93.40 |
46.37 |
47.03 |
97.9% |
1.83 |
3.8% |
4% |
False |
True |
11,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.71 |
2.618 |
54.87 |
1.618 |
52.52 |
1.000 |
51.07 |
0.618 |
50.17 |
HIGH |
48.72 |
0.618 |
47.82 |
0.500 |
47.55 |
0.382 |
47.27 |
LOW |
46.37 |
0.618 |
44.92 |
1.000 |
44.02 |
1.618 |
42.57 |
2.618 |
40.22 |
4.250 |
36.38 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
47.88 |
48.85 |
PP |
47.71 |
48.58 |
S1 |
47.55 |
48.32 |
|