NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
51.31 |
48.81 |
-2.50 |
-4.9% |
55.00 |
High |
51.31 |
49.59 |
-1.72 |
-3.4% |
55.02 |
Low |
48.68 |
47.16 |
-1.52 |
-3.1% |
49.65 |
Close |
49.19 |
48.87 |
-0.32 |
-0.7% |
51.33 |
Range |
2.63 |
2.43 |
-0.20 |
-7.6% |
5.37 |
ATR |
2.49 |
2.48 |
0.00 |
-0.2% |
0.00 |
Volume |
60,105 |
61,350 |
1,245 |
2.1% |
270,933 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.83 |
54.78 |
50.21 |
|
R3 |
53.40 |
52.35 |
49.54 |
|
R2 |
50.97 |
50.97 |
49.32 |
|
R1 |
49.92 |
49.92 |
49.09 |
50.45 |
PP |
48.54 |
48.54 |
48.54 |
48.80 |
S1 |
47.49 |
47.49 |
48.65 |
48.02 |
S2 |
46.11 |
46.11 |
48.42 |
|
S3 |
43.68 |
45.06 |
48.20 |
|
S4 |
41.25 |
42.63 |
47.53 |
|
|
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 |
52.12 |
47.16 |
4.96 |
10.1% |
2.21 |
4.5% |
34% |
False |
True |
64,065 |
10 |
57.47 |
47.16 |
10.31 |
21.1% |
2.28 |
4.7% |
17% |
False |
True |
47,362 |
20 |
60.32 |
47.16 |
13.16 |
26.9% |
2.69 |
5.5% |
13% |
False |
True |
46,353 |
40 |
77.70 |
47.16 |
30.54 |
62.5% |
2.53 |
5.2% |
6% |
False |
True |
42,453 |
60 |
81.92 |
47.16 |
34.76 |
71.1% |
2.27 |
4.6% |
5% |
False |
True |
39,422 |
80 |
90.62 |
47.16 |
43.46 |
88.9% |
2.17 |
4.4% |
4% |
False |
True |
37,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.92 |
2.618 |
55.95 |
1.618 |
53.52 |
1.000 |
52.02 |
0.618 |
51.09 |
HIGH |
49.59 |
0.618 |
48.66 |
0.500 |
48.38 |
0.382 |
48.09 |
LOW |
47.16 |
0.618 |
45.66 |
1.000 |
44.73 |
1.618 |
43.23 |
2.618 |
40.80 |
4.250 |
36.83 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
48.71 |
49.64 |
PP |
48.54 |
49.38 |
S1 |
48.38 |
49.13 |
|