NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.81 |
48.91 |
0.10 |
0.2% |
55.00 |
High |
49.59 |
51.59 |
2.00 |
4.0% |
55.02 |
Low |
47.16 |
48.00 |
0.84 |
1.8% |
49.65 |
Close |
48.87 |
51.10 |
2.23 |
4.6% |
51.33 |
Range |
2.43 |
3.59 |
1.16 |
47.7% |
5.37 |
ATR |
2.48 |
2.56 |
0.08 |
3.2% |
0.00 |
Volume |
61,350 |
78,095 |
16,745 |
27.3% |
270,933 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.00 |
59.64 |
53.07 |
|
R3 |
57.41 |
56.05 |
52.09 |
|
R2 |
53.82 |
53.82 |
51.76 |
|
R1 |
52.46 |
52.46 |
51.43 |
53.14 |
PP |
50.23 |
50.23 |
50.23 |
50.57 |
S1 |
48.87 |
48.87 |
50.77 |
49.55 |
S2 |
46.64 |
46.64 |
50.44 |
|
S3 |
43.05 |
45.28 |
50.11 |
|
S4 |
39.46 |
41.69 |
49.13 |
|
|
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 |
9.7% |
2.48 |
4.8% |
79% |
False |
False |
64,727 |
10 |
57.47 |
47.16 |
10.31 |
20.2% |
2.49 |
4.9% |
38% |
False |
False |
52,338 |
20 |
60.31 |
47.16 |
13.15 |
25.7% |
2.70 |
5.3% |
30% |
False |
False |
47,816 |
40 |
77.70 |
47.16 |
30.54 |
59.8% |
2.55 |
5.0% |
13% |
False |
False |
43,472 |
60 |
81.92 |
47.16 |
34.76 |
68.0% |
2.30 |
4.5% |
11% |
False |
False |
39,825 |
80 |
90.62 |
47.16 |
43.46 |
85.0% |
2.21 |
4.3% |
9% |
False |
False |
38,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.85 |
2.618 |
60.99 |
1.618 |
57.40 |
1.000 |
55.18 |
0.618 |
53.81 |
HIGH |
51.59 |
0.618 |
50.22 |
0.500 |
49.80 |
0.382 |
49.37 |
LOW |
48.00 |
0.618 |
45.78 |
1.000 |
44.41 |
1.618 |
42.19 |
2.618 |
38.60 |
4.250 |
32.74 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.67 |
50.53 |
PP |
50.23 |
49.95 |
S1 |
49.80 |
49.38 |
|