NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
46.93 |
47.52 |
0.59 |
1.3% |
50.38 |
High |
48.23 |
47.55 |
-0.68 |
-1.4% |
50.57 |
Low |
46.63 |
46.10 |
-0.53 |
-1.1% |
46.97 |
Close |
47.95 |
46.36 |
-1.59 |
-3.3% |
47.31 |
Range |
1.60 |
1.45 |
-0.15 |
-9.4% |
3.60 |
ATR |
2.48 |
2.44 |
-0.05 |
-1.8% |
0.00 |
Volume |
39,703 |
34,913 |
-4,790 |
-12.1% |
164,642 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.02 |
50.14 |
47.16 |
|
R3 |
49.57 |
48.69 |
46.76 |
|
R2 |
48.12 |
48.12 |
46.63 |
|
R1 |
47.24 |
47.24 |
46.49 |
46.96 |
PP |
46.67 |
46.67 |
46.67 |
46.53 |
S1 |
45.79 |
45.79 |
46.23 |
45.51 |
S2 |
45.22 |
45.22 |
46.09 |
|
S3 |
43.77 |
44.34 |
45.96 |
|
S4 |
42.32 |
42.89 |
45.56 |
|
|
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 |
50.55 |
46.10 |
4.45 |
9.6% |
2.01 |
4.3% |
6% |
False |
True |
42,858 |
10 |
52.91 |
46.10 |
6.81 |
14.7% |
2.53 |
5.5% |
4% |
False |
True |
43,523 |
20 |
56.46 |
46.10 |
10.36 |
22.3% |
2.36 |
5.1% |
3% |
False |
True |
34,999 |
40 |
69.97 |
46.10 |
23.87 |
51.5% |
2.53 |
5.5% |
1% |
False |
True |
27,206 |
60 |
80.62 |
46.10 |
34.52 |
74.5% |
2.36 |
5.1% |
1% |
False |
True |
21,531 |
80 |
87.34 |
46.10 |
41.24 |
89.0% |
2.20 |
4.7% |
1% |
False |
True |
18,039 |
100 |
92.53 |
46.10 |
46.43 |
100.2% |
2.00 |
4.3% |
1% |
False |
True |
15,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.71 |
2.618 |
51.35 |
1.618 |
49.90 |
1.000 |
49.00 |
0.618 |
48.45 |
HIGH |
47.55 |
0.618 |
47.00 |
0.500 |
46.83 |
0.382 |
46.65 |
LOW |
46.10 |
0.618 |
45.20 |
1.000 |
44.65 |
1.618 |
43.75 |
2.618 |
42.30 |
4.250 |
39.94 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
46.83 |
47.17 |
PP |
46.67 |
46.90 |
S1 |
46.52 |
46.63 |
|