NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.83 |
48.18 |
-0.65 |
-1.3% |
50.38 |
High |
50.55 |
49.00 |
-1.55 |
-3.1% |
50.57 |
Low |
47.45 |
46.97 |
-0.48 |
-1.0% |
46.97 |
Close |
47.86 |
47.31 |
-0.55 |
-1.1% |
47.31 |
Range |
3.10 |
2.03 |
-1.07 |
-34.5% |
3.60 |
ATR |
2.64 |
2.60 |
-0.04 |
-1.7% |
0.00 |
Volume |
35,889 |
49,449 |
13,560 |
37.8% |
164,642 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.85 |
52.61 |
48.43 |
|
R3 |
51.82 |
50.58 |
47.87 |
|
R2 |
49.79 |
49.79 |
47.68 |
|
R1 |
48.55 |
48.55 |
47.50 |
48.16 |
PP |
47.76 |
47.76 |
47.76 |
47.56 |
S1 |
46.52 |
46.52 |
47.12 |
46.13 |
S2 |
45.73 |
45.73 |
46.94 |
|
S3 |
43.70 |
44.49 |
46.75 |
|
S4 |
41.67 |
42.46 |
46.19 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.08 |
56.80 |
49.29 |
|
R3 |
55.48 |
53.20 |
48.30 |
|
R2 |
51.88 |
51.88 |
47.97 |
|
R1 |
49.60 |
49.60 |
47.64 |
48.94 |
PP |
48.28 |
48.28 |
48.28 |
47.96 |
S1 |
46.00 |
46.00 |
46.98 |
45.34 |
S2 |
44.68 |
44.68 |
46.65 |
|
S3 |
41.08 |
42.40 |
46.32 |
|
S4 |
37.48 |
38.80 |
45.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.75 |
46.97 |
3.78 |
8.0% |
2.41 |
5.1% |
9% |
False |
True |
43,440 |
10 |
52.91 |
46.37 |
6.54 |
13.8% |
2.72 |
5.7% |
14% |
False |
False |
40,686 |
20 |
58.30 |
46.37 |
11.93 |
25.2% |
2.43 |
5.1% |
8% |
False |
False |
30,069 |
40 |
76.74 |
46.37 |
30.37 |
64.2% |
2.68 |
5.7% |
3% |
False |
False |
24,781 |
60 |
81.93 |
46.37 |
35.56 |
75.2% |
2.32 |
4.9% |
3% |
False |
False |
19,703 |
80 |
90.94 |
46.37 |
44.57 |
94.2% |
2.22 |
4.7% |
2% |
False |
False |
16,681 |
100 |
93.40 |
46.37 |
47.03 |
99.4% |
2.00 |
4.2% |
2% |
False |
False |
14,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.63 |
2.618 |
54.31 |
1.618 |
52.28 |
1.000 |
51.03 |
0.618 |
50.25 |
HIGH |
49.00 |
0.618 |
48.22 |
0.500 |
47.99 |
0.382 |
47.75 |
LOW |
46.97 |
0.618 |
45.72 |
1.000 |
44.94 |
1.618 |
43.69 |
2.618 |
41.66 |
4.250 |
38.34 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
47.99 |
48.76 |
PP |
47.76 |
48.28 |
S1 |
47.54 |
47.79 |
|