NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
46.23 |
46.46 |
0.23 |
0.5% |
46.85 |
High |
46.79 |
50.17 |
3.38 |
7.2% |
50.17 |
Low |
45.52 |
46.18 |
0.66 |
1.4% |
45.52 |
Close |
46.44 |
50.07 |
3.63 |
7.8% |
50.07 |
Range |
1.27 |
3.99 |
2.72 |
214.2% |
4.65 |
ATR |
2.35 |
2.47 |
0.12 |
5.0% |
0.00 |
Volume |
59,039 |
38,595 |
-20,444 |
-34.6% |
226,589 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.78 |
59.41 |
52.26 |
|
R3 |
56.79 |
55.42 |
51.17 |
|
R2 |
52.80 |
52.80 |
50.80 |
|
R1 |
51.43 |
51.43 |
50.44 |
52.12 |
PP |
48.81 |
48.81 |
48.81 |
49.15 |
S1 |
47.44 |
47.44 |
49.70 |
48.13 |
S2 |
44.82 |
44.82 |
49.34 |
|
S3 |
40.83 |
43.45 |
48.97 |
|
S4 |
36.84 |
39.46 |
47.88 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.54 |
60.95 |
52.63 |
|
R3 |
57.89 |
56.30 |
51.35 |
|
R2 |
53.24 |
53.24 |
50.92 |
|
R1 |
51.65 |
51.65 |
50.50 |
52.45 |
PP |
48.59 |
48.59 |
48.59 |
48.98 |
S1 |
47.00 |
47.00 |
49.64 |
47.80 |
S2 |
43.94 |
43.94 |
49.22 |
|
S3 |
39.29 |
42.35 |
48.79 |
|
S4 |
34.64 |
37.70 |
47.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.17 |
45.52 |
4.65 |
9.3% |
2.04 |
4.1% |
98% |
True |
False |
45,317 |
10 |
50.75 |
45.52 |
5.23 |
10.4% |
2.23 |
4.4% |
87% |
False |
False |
44,379 |
20 |
56.46 |
45.52 |
10.94 |
21.8% |
2.47 |
4.9% |
42% |
False |
False |
38,373 |
40 |
68.83 |
45.52 |
23.31 |
46.6% |
2.48 |
5.0% |
20% |
False |
False |
28,584 |
60 |
79.76 |
45.52 |
34.24 |
68.4% |
2.39 |
4.8% |
13% |
False |
False |
22,980 |
80 |
86.50 |
45.52 |
40.98 |
81.8% |
2.22 |
4.4% |
11% |
False |
False |
19,041 |
100 |
91.81 |
45.52 |
46.29 |
92.5% |
2.03 |
4.1% |
10% |
False |
False |
16,220 |
120 |
94.65 |
45.52 |
49.13 |
98.1% |
1.84 |
3.7% |
9% |
False |
False |
13,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.13 |
2.618 |
60.62 |
1.618 |
56.63 |
1.000 |
54.16 |
0.618 |
52.64 |
HIGH |
50.17 |
0.618 |
48.65 |
0.500 |
48.18 |
0.382 |
47.70 |
LOW |
46.18 |
0.618 |
43.71 |
1.000 |
42.19 |
1.618 |
39.72 |
2.618 |
35.73 |
4.250 |
29.22 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.44 |
49.33 |
PP |
48.81 |
48.59 |
S1 |
48.18 |
47.85 |
|