NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.24 |
50.39 |
2.15 |
4.5% |
54.22 |
High |
50.72 |
52.91 |
2.19 |
4.3% |
54.30 |
Low |
47.28 |
48.06 |
0.78 |
1.6% |
48.88 |
Close |
50.36 |
48.30 |
-2.06 |
-4.1% |
50.54 |
Range |
3.44 |
4.85 |
1.41 |
41.0% |
5.42 |
ATR |
2.50 |
2.67 |
0.17 |
6.7% |
0.00 |
Volume |
49,454 |
39,626 |
-9,828 |
-19.9% |
153,370 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.31 |
61.15 |
50.97 |
|
R3 |
59.46 |
56.30 |
49.63 |
|
R2 |
54.61 |
54.61 |
49.19 |
|
R1 |
51.45 |
51.45 |
48.74 |
50.61 |
PP |
49.76 |
49.76 |
49.76 |
49.33 |
S1 |
46.60 |
46.60 |
47.86 |
45.76 |
S2 |
44.91 |
44.91 |
47.41 |
|
S3 |
40.06 |
41.75 |
46.97 |
|
S4 |
35.21 |
36.90 |
45.63 |
|
|
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 |
52.91 |
46.37 |
6.54 |
13.5% |
3.02 |
6.3% |
30% |
True |
False |
37,931 |
10 |
56.46 |
46.37 |
10.09 |
20.9% |
2.71 |
5.6% |
19% |
False |
False |
32,367 |
20 |
59.99 |
46.37 |
13.62 |
28.2% |
2.73 |
5.7% |
14% |
False |
False |
25,146 |
40 |
77.67 |
46.37 |
31.30 |
64.8% |
2.57 |
5.3% |
6% |
False |
False |
20,965 |
60 |
81.93 |
46.37 |
35.56 |
73.6% |
2.24 |
4.6% |
5% |
False |
False |
16,717 |
80 |
90.94 |
46.37 |
44.57 |
92.3% |
2.12 |
4.4% |
4% |
False |
False |
14,328 |
100 |
93.40 |
46.37 |
47.03 |
97.4% |
1.90 |
3.9% |
4% |
False |
False |
12,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.52 |
2.618 |
65.61 |
1.618 |
60.76 |
1.000 |
57.76 |
0.618 |
55.91 |
HIGH |
52.91 |
0.618 |
51.06 |
0.500 |
50.49 |
0.382 |
49.91 |
LOW |
48.06 |
0.618 |
45.06 |
1.000 |
43.21 |
1.618 |
40.21 |
2.618 |
35.36 |
4.250 |
27.45 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.49 |
49.64 |
PP |
49.76 |
49.19 |
S1 |
49.03 |
48.75 |
|