NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.18 |
48.83 |
0.65 |
1.3% |
50.30 |
High |
49.66 |
50.55 |
0.89 |
1.8% |
52.91 |
Low |
48.15 |
47.45 |
-0.70 |
-1.5% |
46.37 |
Close |
49.22 |
47.86 |
-1.36 |
-2.8% |
50.62 |
Range |
1.51 |
3.10 |
1.59 |
105.3% |
6.54 |
ATR |
2.61 |
2.64 |
0.04 |
1.3% |
0.00 |
Volume |
44,937 |
35,889 |
-9,048 |
-20.1% |
205,610 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.92 |
55.99 |
49.57 |
|
R3 |
54.82 |
52.89 |
48.71 |
|
R2 |
51.72 |
51.72 |
48.43 |
|
R1 |
49.79 |
49.79 |
48.14 |
49.21 |
PP |
48.62 |
48.62 |
48.62 |
48.33 |
S1 |
46.69 |
46.69 |
47.58 |
46.11 |
S2 |
45.52 |
45.52 |
47.29 |
|
S3 |
42.42 |
43.59 |
47.01 |
|
S4 |
39.32 |
40.49 |
46.16 |
|
|
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 |
47.45 |
5.46 |
11.4% |
2.98 |
6.2% |
8% |
False |
True |
41,476 |
10 |
52.91 |
46.37 |
6.54 |
13.7% |
2.68 |
5.6% |
23% |
False |
False |
38,655 |
20 |
58.66 |
46.37 |
12.29 |
25.7% |
2.44 |
5.1% |
12% |
False |
False |
28,530 |
40 |
77.15 |
46.37 |
30.78 |
64.3% |
2.65 |
5.5% |
5% |
False |
False |
23,943 |
60 |
81.93 |
46.37 |
35.56 |
74.3% |
2.31 |
4.8% |
4% |
False |
False |
18,989 |
80 |
90.94 |
46.37 |
44.57 |
93.1% |
2.21 |
4.6% |
3% |
False |
False |
16,134 |
100 |
93.40 |
46.37 |
47.03 |
98.3% |
1.98 |
4.1% |
3% |
False |
False |
13,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.73 |
2.618 |
58.67 |
1.618 |
55.57 |
1.000 |
53.65 |
0.618 |
52.47 |
HIGH |
50.55 |
0.618 |
49.37 |
0.500 |
49.00 |
0.382 |
48.63 |
LOW |
47.45 |
0.618 |
45.53 |
1.000 |
44.35 |
1.618 |
42.43 |
2.618 |
39.33 |
4.250 |
34.28 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.00 |
49.01 |
PP |
48.62 |
48.63 |
S1 |
48.24 |
48.24 |
|