NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
50.38 |
48.18 |
-2.20 |
-4.4% |
50.30 |
High |
50.57 |
49.66 |
-0.91 |
-1.8% |
52.91 |
Low |
47.90 |
48.15 |
0.25 |
0.5% |
46.37 |
Close |
48.01 |
49.22 |
1.21 |
2.5% |
50.62 |
Range |
2.67 |
1.51 |
-1.16 |
-43.4% |
6.54 |
ATR |
2.68 |
2.61 |
-0.07 |
-2.7% |
0.00 |
Volume |
34,367 |
44,937 |
10,570 |
30.8% |
205,610 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.54 |
52.89 |
50.05 |
|
R3 |
52.03 |
51.38 |
49.64 |
|
R2 |
50.52 |
50.52 |
49.50 |
|
R1 |
49.87 |
49.87 |
49.36 |
50.20 |
PP |
49.01 |
49.01 |
49.01 |
49.17 |
S1 |
48.36 |
48.36 |
49.08 |
48.69 |
S2 |
47.50 |
47.50 |
48.94 |
|
S3 |
45.99 |
46.85 |
48.80 |
|
S4 |
44.48 |
45.34 |
48.39 |
|
|
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 |
47.28 |
5.63 |
11.4% |
3.05 |
6.2% |
34% |
False |
False |
44,189 |
10 |
52.91 |
46.37 |
6.54 |
13.3% |
2.59 |
5.3% |
44% |
False |
False |
39,589 |
20 |
59.61 |
46.37 |
13.24 |
26.9% |
2.45 |
5.0% |
22% |
False |
False |
27,608 |
40 |
77.67 |
46.37 |
31.30 |
63.6% |
2.62 |
5.3% |
9% |
False |
False |
23,398 |
60 |
81.93 |
46.37 |
35.56 |
72.2% |
2.27 |
4.6% |
8% |
False |
False |
18,598 |
80 |
90.94 |
46.37 |
44.57 |
90.6% |
2.18 |
4.4% |
6% |
False |
False |
15,772 |
100 |
93.40 |
46.37 |
47.03 |
95.6% |
1.96 |
4.0% |
6% |
False |
False |
13,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.08 |
2.618 |
53.61 |
1.618 |
52.10 |
1.000 |
51.17 |
0.618 |
50.59 |
HIGH |
49.66 |
0.618 |
49.08 |
0.500 |
48.91 |
0.382 |
48.73 |
LOW |
48.15 |
0.618 |
47.22 |
1.000 |
46.64 |
1.618 |
45.71 |
2.618 |
44.20 |
4.250 |
41.73 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.12 |
49.33 |
PP |
49.01 |
49.29 |
S1 |
48.91 |
49.26 |
|