NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
51.89 |
51.31 |
-0.58 |
-1.1% |
55.00 |
High |
52.12 |
51.31 |
-0.81 |
-1.6% |
55.02 |
Low |
50.00 |
48.68 |
-1.32 |
-2.6% |
49.65 |
Close |
51.33 |
49.19 |
-2.14 |
-4.2% |
51.33 |
Range |
2.12 |
2.63 |
0.51 |
24.1% |
5.37 |
ATR |
2.48 |
2.49 |
0.01 |
0.5% |
0.00 |
Volume |
61,537 |
60,105 |
-1,432 |
-2.3% |
270,933 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.62 |
56.03 |
50.64 |
|
R3 |
54.99 |
53.40 |
49.91 |
|
R2 |
52.36 |
52.36 |
49.67 |
|
R1 |
50.77 |
50.77 |
49.43 |
50.25 |
PP |
49.73 |
49.73 |
49.73 |
49.47 |
S1 |
48.14 |
48.14 |
48.95 |
47.62 |
S2 |
47.10 |
47.10 |
48.71 |
|
S3 |
44.47 |
45.51 |
48.47 |
|
S4 |
41.84 |
42.88 |
47.74 |
|
|
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 |
53.04 |
48.68 |
4.36 |
8.9% |
2.26 |
4.6% |
12% |
False |
True |
60,417 |
10 |
57.55 |
48.68 |
8.87 |
18.0% |
2.28 |
4.6% |
6% |
False |
True |
42,525 |
20 |
61.05 |
48.68 |
12.37 |
25.1% |
2.66 |
5.4% |
4% |
False |
True |
45,603 |
40 |
77.70 |
48.68 |
29.02 |
59.0% |
2.55 |
5.2% |
2% |
False |
True |
41,692 |
60 |
82.17 |
48.68 |
33.49 |
68.1% |
2.30 |
4.7% |
2% |
False |
True |
39,255 |
80 |
91.35 |
48.68 |
42.67 |
86.7% |
2.16 |
4.4% |
1% |
False |
True |
37,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.49 |
2.618 |
58.20 |
1.618 |
55.57 |
1.000 |
53.94 |
0.618 |
52.94 |
HIGH |
51.31 |
0.618 |
50.31 |
0.500 |
50.00 |
0.382 |
49.68 |
LOW |
48.68 |
0.618 |
47.05 |
1.000 |
46.05 |
1.618 |
44.42 |
2.618 |
41.79 |
4.250 |
37.50 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.00 |
50.40 |
PP |
49.73 |
50.00 |
S1 |
49.46 |
49.59 |
|