NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.12 |
50.38 |
2.26 |
4.7% |
50.30 |
High |
50.75 |
50.57 |
-0.18 |
-0.4% |
52.91 |
Low |
47.99 |
47.90 |
-0.09 |
-0.2% |
46.37 |
Close |
50.62 |
48.01 |
-2.61 |
-5.2% |
50.62 |
Range |
2.76 |
2.67 |
-0.09 |
-3.3% |
6.54 |
ATR |
2.68 |
2.68 |
0.00 |
0.1% |
0.00 |
Volume |
52,561 |
34,367 |
-18,194 |
-34.6% |
205,610 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.84 |
55.09 |
49.48 |
|
R3 |
54.17 |
52.42 |
48.74 |
|
R2 |
51.50 |
51.50 |
48.50 |
|
R1 |
49.75 |
49.75 |
48.25 |
49.29 |
PP |
48.83 |
48.83 |
48.83 |
48.60 |
S1 |
47.08 |
47.08 |
47.77 |
46.62 |
S2 |
46.16 |
46.16 |
47.52 |
|
S3 |
43.49 |
44.41 |
47.28 |
|
S4 |
40.82 |
41.74 |
46.54 |
|
|
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 |
13.6% |
3.21 |
6.7% |
25% |
False |
False |
41,978 |
10 |
52.91 |
46.37 |
6.54 |
13.6% |
2.70 |
5.6% |
25% |
False |
False |
37,775 |
20 |
59.61 |
46.37 |
13.24 |
27.6% |
2.56 |
5.3% |
12% |
False |
False |
26,851 |
40 |
77.67 |
46.37 |
31.30 |
65.2% |
2.63 |
5.5% |
5% |
False |
False |
22,792 |
60 |
81.93 |
46.37 |
35.56 |
74.1% |
2.28 |
4.8% |
5% |
False |
False |
17,991 |
80 |
90.94 |
46.37 |
44.57 |
92.8% |
2.17 |
4.5% |
4% |
False |
False |
15,319 |
100 |
93.40 |
46.37 |
47.03 |
98.0% |
1.95 |
4.1% |
3% |
False |
False |
12,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.92 |
2.618 |
57.56 |
1.618 |
54.89 |
1.000 |
53.24 |
0.618 |
52.22 |
HIGH |
50.57 |
0.618 |
49.55 |
0.500 |
49.24 |
0.382 |
48.92 |
LOW |
47.90 |
0.618 |
46.25 |
1.000 |
45.23 |
1.618 |
43.58 |
2.618 |
40.91 |
4.250 |
36.55 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.24 |
50.41 |
PP |
48.83 |
49.61 |
S1 |
48.42 |
48.81 |
|