NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.03 |
48.24 |
0.21 |
0.4% |
54.22 |
High |
48.72 |
50.72 |
2.00 |
4.1% |
54.30 |
Low |
46.37 |
47.28 |
0.91 |
2.0% |
48.88 |
Close |
48.05 |
50.36 |
2.31 |
4.8% |
50.54 |
Range |
2.35 |
3.44 |
1.09 |
46.4% |
5.42 |
ATR |
2.43 |
2.50 |
0.07 |
3.0% |
0.00 |
Volume |
33,882 |
49,454 |
15,572 |
46.0% |
153,370 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.77 |
58.51 |
52.25 |
|
R3 |
56.33 |
55.07 |
51.31 |
|
R2 |
52.89 |
52.89 |
50.99 |
|
R1 |
51.63 |
51.63 |
50.68 |
52.26 |
PP |
49.45 |
49.45 |
49.45 |
49.77 |
S1 |
48.19 |
48.19 |
50.04 |
48.82 |
S2 |
46.01 |
46.01 |
49.73 |
|
S3 |
42.57 |
44.75 |
49.41 |
|
S4 |
39.13 |
41.31 |
48.47 |
|
|
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 |
9.8% |
2.37 |
4.7% |
81% |
False |
False |
35,834 |
10 |
56.46 |
46.37 |
10.09 |
20.0% |
2.39 |
4.7% |
40% |
False |
False |
29,844 |
20 |
59.99 |
46.37 |
13.62 |
27.0% |
2.65 |
5.3% |
29% |
False |
False |
24,393 |
40 |
77.67 |
46.37 |
31.30 |
62.2% |
2.48 |
4.9% |
13% |
False |
False |
20,187 |
60 |
81.93 |
46.37 |
35.56 |
70.6% |
2.19 |
4.3% |
11% |
False |
False |
16,138 |
80 |
90.94 |
46.37 |
44.57 |
88.5% |
2.08 |
4.1% |
9% |
False |
False |
13,864 |
100 |
93.40 |
46.37 |
47.03 |
93.4% |
1.86 |
3.7% |
8% |
False |
False |
11,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.34 |
2.618 |
59.73 |
1.618 |
56.29 |
1.000 |
54.16 |
0.618 |
52.85 |
HIGH |
50.72 |
0.618 |
49.41 |
0.500 |
49.00 |
0.382 |
48.59 |
LOW |
47.28 |
0.618 |
45.15 |
1.000 |
43.84 |
1.618 |
41.71 |
2.618 |
38.27 |
4.250 |
32.66 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.91 |
49.76 |
PP |
49.45 |
49.15 |
S1 |
49.00 |
48.55 |
|