NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
50.39 |
48.12 |
-2.27 |
-4.5% |
50.30 |
High |
52.91 |
50.75 |
-2.16 |
-4.1% |
52.91 |
Low |
48.06 |
47.99 |
-0.07 |
-0.1% |
46.37 |
Close |
48.30 |
50.62 |
2.32 |
4.8% |
50.62 |
Range |
4.85 |
2.76 |
-2.09 |
-43.1% |
6.54 |
ATR |
2.67 |
2.68 |
0.01 |
0.2% |
0.00 |
Volume |
39,626 |
52,561 |
12,935 |
32.6% |
205,610 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.07 |
57.10 |
52.14 |
|
R3 |
55.31 |
54.34 |
51.38 |
|
R2 |
52.55 |
52.55 |
51.13 |
|
R1 |
51.58 |
51.58 |
50.87 |
52.07 |
PP |
49.79 |
49.79 |
49.79 |
50.03 |
S1 |
48.82 |
48.82 |
50.37 |
49.31 |
S2 |
47.03 |
47.03 |
50.11 |
|
S3 |
44.27 |
46.06 |
49.86 |
|
S4 |
41.51 |
43.30 |
49.10 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.59 |
66.64 |
54.22 |
|
R3 |
63.05 |
60.10 |
52.42 |
|
R2 |
56.51 |
56.51 |
51.82 |
|
R1 |
53.56 |
53.56 |
51.22 |
55.04 |
PP |
49.97 |
49.97 |
49.97 |
50.70 |
S1 |
47.02 |
47.02 |
50.02 |
48.50 |
S2 |
43.43 |
43.43 |
49.42 |
|
S3 |
36.89 |
40.48 |
48.82 |
|
S4 |
30.35 |
33.94 |
47.02 |
|
|
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 |
12.9% |
3.16 |
6.2% |
65% |
False |
False |
41,122 |
10 |
54.30 |
46.37 |
7.93 |
15.7% |
2.71 |
5.3% |
54% |
False |
False |
35,898 |
20 |
59.90 |
46.37 |
13.53 |
26.7% |
2.66 |
5.2% |
31% |
False |
False |
26,435 |
40 |
77.67 |
46.37 |
31.30 |
61.8% |
2.59 |
5.1% |
14% |
False |
False |
22,085 |
60 |
81.93 |
46.37 |
35.56 |
70.2% |
2.28 |
4.5% |
12% |
False |
False |
17,503 |
80 |
90.94 |
46.37 |
44.57 |
88.0% |
2.15 |
4.3% |
10% |
False |
False |
14,954 |
100 |
93.40 |
46.37 |
47.03 |
92.9% |
1.92 |
3.8% |
9% |
False |
False |
12,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.48 |
2.618 |
57.98 |
1.618 |
55.22 |
1.000 |
53.51 |
0.618 |
52.46 |
HIGH |
50.75 |
0.618 |
49.70 |
0.500 |
49.37 |
0.382 |
49.04 |
LOW |
47.99 |
0.618 |
46.28 |
1.000 |
45.23 |
1.618 |
43.52 |
2.618 |
40.76 |
4.250 |
36.26 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.20 |
50.45 |
PP |
49.79 |
50.27 |
S1 |
49.37 |
50.10 |
|