NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
56.18 |
55.00 |
-1.18 |
-2.1% |
56.84 |
High |
57.47 |
55.02 |
-2.45 |
-4.3% |
57.55 |
Low |
54.28 |
52.36 |
-1.92 |
-3.5% |
54.28 |
Close |
55.15 |
52.73 |
-2.42 |
-4.4% |
55.15 |
Range |
3.19 |
2.66 |
-0.53 |
-16.6% |
3.27 |
ATR |
2.57 |
2.59 |
0.02 |
0.6% |
0.00 |
Volume |
29,613 |
28,953 |
-660 |
-2.2% |
94,217 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.35 |
59.70 |
54.19 |
|
R3 |
58.69 |
57.04 |
53.46 |
|
R2 |
56.03 |
56.03 |
53.22 |
|
R1 |
54.38 |
54.38 |
52.97 |
53.88 |
PP |
53.37 |
53.37 |
53.37 |
53.12 |
S1 |
51.72 |
51.72 |
52.49 |
51.22 |
S2 |
50.71 |
50.71 |
52.24 |
|
S3 |
48.05 |
49.06 |
52.00 |
|
S4 |
45.39 |
46.40 |
51.27 |
|
|
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 |
57.55 |
52.36 |
5.19 |
9.8% |
2.31 |
4.4% |
7% |
False |
True |
24,634 |
10 |
59.98 |
52.36 |
7.62 |
14.5% |
2.48 |
4.7% |
5% |
False |
True |
31,988 |
20 |
67.62 |
52.36 |
15.26 |
28.9% |
2.65 |
5.0% |
2% |
False |
True |
40,814 |
40 |
79.86 |
52.36 |
27.50 |
52.2% |
2.45 |
4.6% |
1% |
False |
True |
38,520 |
60 |
85.49 |
52.36 |
33.13 |
62.8% |
2.33 |
4.4% |
1% |
False |
True |
37,374 |
80 |
91.94 |
52.36 |
39.58 |
75.1% |
2.10 |
4.0% |
1% |
False |
True |
34,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.33 |
2.618 |
61.98 |
1.618 |
59.32 |
1.000 |
57.68 |
0.618 |
56.66 |
HIGH |
55.02 |
0.618 |
54.00 |
0.500 |
53.69 |
0.382 |
53.38 |
LOW |
52.36 |
0.618 |
50.72 |
1.000 |
49.70 |
1.618 |
48.06 |
2.618 |
45.40 |
4.250 |
41.06 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
53.69 |
54.92 |
PP |
53.37 |
54.19 |
S1 |
53.05 |
53.46 |
|