NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 02-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
55.91 |
56.18 |
0.27 |
0.5% |
56.84 |
High |
56.37 |
57.47 |
1.10 |
2.0% |
57.55 |
Low |
54.67 |
54.28 |
-0.39 |
-0.7% |
54.28 |
Close |
55.65 |
55.15 |
-0.50 |
-0.9% |
55.15 |
Range |
1.70 |
3.19 |
1.49 |
87.6% |
3.27 |
ATR |
2.53 |
2.57 |
0.05 |
1.9% |
0.00 |
Volume |
23,284 |
29,613 |
6,329 |
27.2% |
94,217 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.20 |
63.37 |
56.90 |
|
R3 |
62.01 |
60.18 |
56.03 |
|
R2 |
58.82 |
58.82 |
55.73 |
|
R1 |
56.99 |
56.99 |
55.44 |
56.31 |
PP |
55.63 |
55.63 |
55.63 |
55.30 |
S1 |
53.80 |
53.80 |
54.86 |
53.12 |
S2 |
52.44 |
52.44 |
54.57 |
|
S3 |
49.25 |
50.61 |
54.27 |
|
S4 |
46.06 |
47.42 |
53.40 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.47 |
63.58 |
56.95 |
|
R3 |
62.20 |
60.31 |
56.05 |
|
R2 |
58.93 |
58.93 |
55.75 |
|
R1 |
57.04 |
57.04 |
55.45 |
56.35 |
PP |
55.66 |
55.66 |
55.66 |
55.32 |
S1 |
53.77 |
53.77 |
54.85 |
53.08 |
S2 |
52.39 |
52.39 |
54.55 |
|
S3 |
49.12 |
50.50 |
54.25 |
|
S4 |
45.85 |
47.23 |
53.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.27 |
54.28 |
3.99 |
7.2% |
2.16 |
3.9% |
22% |
False |
True |
23,125 |
10 |
60.23 |
54.28 |
5.95 |
10.8% |
2.67 |
4.8% |
15% |
False |
True |
35,330 |
20 |
68.95 |
54.28 |
14.67 |
26.6% |
2.62 |
4.7% |
6% |
False |
True |
41,161 |
40 |
79.86 |
54.28 |
25.58 |
46.4% |
2.44 |
4.4% |
3% |
False |
True |
39,264 |
60 |
85.73 |
54.28 |
31.45 |
57.0% |
2.31 |
4.2% |
3% |
False |
True |
37,572 |
80 |
91.94 |
54.28 |
37.66 |
68.3% |
2.09 |
3.8% |
2% |
False |
True |
34,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.03 |
2.618 |
65.82 |
1.618 |
62.63 |
1.000 |
60.66 |
0.618 |
59.44 |
HIGH |
57.47 |
0.618 |
56.25 |
0.500 |
55.88 |
0.382 |
55.50 |
LOW |
54.28 |
0.618 |
52.31 |
1.000 |
51.09 |
1.618 |
49.12 |
2.618 |
45.93 |
4.250 |
40.72 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
55.88 |
55.88 |
PP |
55.63 |
55.63 |
S1 |
55.39 |
55.39 |
|