NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
51.02 |
51.89 |
0.87 |
1.7% |
55.00 |
| High |
52.00 |
52.12 |
0.12 |
0.2% |
55.02 |
| Low |
50.38 |
50.00 |
-0.38 |
-0.8% |
49.65 |
| Close |
51.49 |
51.33 |
-0.16 |
-0.3% |
51.33 |
| Range |
1.62 |
2.12 |
0.50 |
30.9% |
5.37 |
| ATR |
2.50 |
2.48 |
-0.03 |
-1.1% |
0.00 |
| Volume |
62,550 |
61,537 |
-1,013 |
-1.6% |
270,933 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.51 |
56.54 |
52.50 |
|
| R3 |
55.39 |
54.42 |
51.91 |
|
| R2 |
53.27 |
53.27 |
51.72 |
|
| R1 |
52.30 |
52.30 |
51.52 |
51.73 |
| PP |
51.15 |
51.15 |
51.15 |
50.86 |
| S1 |
50.18 |
50.18 |
51.14 |
49.61 |
| S2 |
49.03 |
49.03 |
50.94 |
|
| S3 |
46.91 |
48.06 |
50.75 |
|
| S4 |
44.79 |
45.94 |
50.16 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.11 |
65.09 |
54.28 |
|
| R3 |
62.74 |
59.72 |
52.81 |
|
| R2 |
57.37 |
57.37 |
52.31 |
|
| R1 |
54.35 |
54.35 |
51.82 |
53.18 |
| PP |
52.00 |
52.00 |
52.00 |
51.41 |
| S1 |
48.98 |
48.98 |
50.84 |
47.81 |
| S2 |
46.63 |
46.63 |
50.35 |
|
| S3 |
41.26 |
43.61 |
49.85 |
|
| S4 |
35.89 |
38.24 |
48.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.02 |
49.65 |
5.37 |
10.5% |
2.27 |
4.4% |
31% |
False |
False |
54,186 |
| 10 |
58.27 |
49.65 |
8.62 |
16.8% |
2.21 |
4.3% |
19% |
False |
False |
38,655 |
| 20 |
62.96 |
49.65 |
13.31 |
25.9% |
2.64 |
5.2% |
13% |
False |
False |
45,049 |
| 40 |
77.91 |
49.65 |
28.26 |
55.1% |
2.51 |
4.9% |
6% |
False |
False |
40,934 |
| 60 |
82.17 |
49.65 |
32.52 |
63.4% |
2.30 |
4.5% |
5% |
False |
False |
39,130 |
| 80 |
91.63 |
49.65 |
41.98 |
81.8% |
2.13 |
4.2% |
4% |
False |
False |
36,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.13 |
|
2.618 |
57.67 |
|
1.618 |
55.55 |
|
1.000 |
54.24 |
|
0.618 |
53.43 |
|
HIGH |
52.12 |
|
0.618 |
51.31 |
|
0.500 |
51.06 |
|
0.382 |
50.81 |
|
LOW |
50.00 |
|
0.618 |
48.69 |
|
1.000 |
47.88 |
|
1.618 |
46.57 |
|
2.618 |
44.45 |
|
4.250 |
40.99 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.24 |
51.18 |
| PP |
51.15 |
51.03 |
| S1 |
51.06 |
50.89 |
|