NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
47.52 |
46.23 |
-1.29 |
-2.7% |
50.38 |
High |
47.55 |
46.79 |
-0.76 |
-1.6% |
50.57 |
Low |
46.10 |
45.52 |
-0.58 |
-1.3% |
46.97 |
Close |
46.36 |
46.44 |
0.08 |
0.2% |
47.31 |
Range |
1.45 |
1.27 |
-0.18 |
-12.4% |
3.60 |
ATR |
2.44 |
2.35 |
-0.08 |
-3.4% |
0.00 |
Volume |
34,913 |
59,039 |
24,126 |
69.1% |
164,642 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.06 |
49.52 |
47.14 |
|
R3 |
48.79 |
48.25 |
46.79 |
|
R2 |
47.52 |
47.52 |
46.67 |
|
R1 |
46.98 |
46.98 |
46.56 |
47.25 |
PP |
46.25 |
46.25 |
46.25 |
46.39 |
S1 |
45.71 |
45.71 |
46.32 |
45.98 |
S2 |
44.98 |
44.98 |
46.21 |
|
S3 |
43.71 |
44.44 |
46.09 |
|
S4 |
42.44 |
43.17 |
45.74 |
|
|
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 |
49.00 |
45.52 |
3.48 |
7.5% |
1.65 |
3.5% |
26% |
False |
True |
47,488 |
10 |
52.91 |
45.52 |
7.39 |
15.9% |
2.31 |
5.0% |
12% |
False |
True |
44,482 |
20 |
56.46 |
45.52 |
10.94 |
23.6% |
2.35 |
5.1% |
8% |
False |
True |
37,163 |
40 |
69.79 |
45.52 |
24.27 |
52.3% |
2.44 |
5.2% |
4% |
False |
True |
28,137 |
60 |
80.62 |
45.52 |
35.10 |
75.6% |
2.36 |
5.1% |
3% |
False |
True |
22,420 |
80 |
86.90 |
45.52 |
41.38 |
89.1% |
2.19 |
4.7% |
2% |
False |
True |
18,639 |
100 |
91.92 |
45.52 |
46.40 |
99.9% |
2.00 |
4.3% |
2% |
False |
True |
15,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.19 |
2.618 |
50.11 |
1.618 |
48.84 |
1.000 |
48.06 |
0.618 |
47.57 |
HIGH |
46.79 |
0.618 |
46.30 |
0.500 |
46.16 |
0.382 |
46.01 |
LOW |
45.52 |
0.618 |
44.74 |
1.000 |
44.25 |
1.618 |
43.47 |
2.618 |
42.20 |
4.250 |
40.12 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
46.35 |
46.88 |
PP |
46.25 |
46.73 |
S1 |
46.16 |
46.59 |
|