NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.18 |
46.85 |
-1.33 |
-2.8% |
50.38 |
High |
49.00 |
48.05 |
-0.95 |
-1.9% |
50.57 |
Low |
46.97 |
46.16 |
-0.81 |
-1.7% |
46.97 |
Close |
47.31 |
46.93 |
-0.38 |
-0.8% |
47.31 |
Range |
2.03 |
1.89 |
-0.14 |
-6.9% |
3.60 |
ATR |
2.60 |
2.55 |
-0.05 |
-1.9% |
0.00 |
Volume |
49,449 |
54,339 |
4,890 |
9.9% |
164,642 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.72 |
51.71 |
47.97 |
|
R3 |
50.83 |
49.82 |
47.45 |
|
R2 |
48.94 |
48.94 |
47.28 |
|
R1 |
47.93 |
47.93 |
47.10 |
48.44 |
PP |
47.05 |
47.05 |
47.05 |
47.30 |
S1 |
46.04 |
46.04 |
46.76 |
46.55 |
S2 |
45.16 |
45.16 |
46.58 |
|
S3 |
43.27 |
44.15 |
46.41 |
|
S4 |
41.38 |
42.26 |
45.89 |
|
|
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 |
50.57 |
46.16 |
4.41 |
9.4% |
2.24 |
4.8% |
17% |
False |
True |
43,796 |
10 |
52.91 |
46.16 |
6.75 |
14.4% |
2.70 |
5.8% |
11% |
False |
True |
42,459 |
20 |
57.80 |
46.16 |
11.64 |
24.8% |
2.43 |
5.2% |
7% |
False |
True |
32,133 |
40 |
74.80 |
46.16 |
28.64 |
61.0% |
2.66 |
5.7% |
3% |
False |
True |
25,900 |
60 |
81.93 |
46.16 |
35.77 |
76.2% |
2.33 |
5.0% |
2% |
False |
True |
20,526 |
80 |
89.37 |
46.16 |
43.21 |
92.1% |
2.21 |
4.7% |
2% |
False |
True |
17,299 |
100 |
93.40 |
46.16 |
47.24 |
100.7% |
2.00 |
4.3% |
2% |
False |
True |
14,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.08 |
2.618 |
53.00 |
1.618 |
51.11 |
1.000 |
49.94 |
0.618 |
49.22 |
HIGH |
48.05 |
0.618 |
47.33 |
0.500 |
47.11 |
0.382 |
46.88 |
LOW |
46.16 |
0.618 |
44.99 |
1.000 |
44.27 |
1.618 |
43.10 |
2.618 |
41.21 |
4.250 |
38.13 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
47.11 |
48.36 |
PP |
47.05 |
47.88 |
S1 |
46.99 |
47.41 |
|