NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.91 |
51.17 |
2.26 |
4.6% |
55.00 |
High |
51.59 |
53.64 |
2.05 |
4.0% |
55.02 |
Low |
48.00 |
48.88 |
0.88 |
1.8% |
49.65 |
Close |
51.10 |
49.10 |
-2.00 |
-3.9% |
51.33 |
Range |
3.59 |
4.76 |
1.17 |
32.6% |
5.37 |
ATR |
2.56 |
2.72 |
0.16 |
6.1% |
0.00 |
Volume |
78,095 |
85,852 |
7,757 |
9.9% |
270,933 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.82 |
61.72 |
51.72 |
|
R3 |
60.06 |
56.96 |
50.41 |
|
R2 |
55.30 |
55.30 |
49.97 |
|
R1 |
52.20 |
52.20 |
49.54 |
51.37 |
PP |
50.54 |
50.54 |
50.54 |
50.13 |
S1 |
47.44 |
47.44 |
48.66 |
46.61 |
S2 |
45.78 |
45.78 |
48.23 |
|
S3 |
41.02 |
42.68 |
47.79 |
|
S4 |
36.26 |
37.92 |
46.48 |
|
|
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 |
53.64 |
47.16 |
6.48 |
13.2% |
3.11 |
6.3% |
30% |
True |
False |
69,387 |
10 |
57.47 |
47.16 |
10.31 |
21.0% |
2.79 |
5.7% |
19% |
False |
False |
58,594 |
20 |
60.31 |
47.16 |
13.15 |
26.8% |
2.79 |
5.7% |
15% |
False |
False |
49,371 |
40 |
77.70 |
47.16 |
30.54 |
62.2% |
2.64 |
5.4% |
6% |
False |
False |
44,740 |
60 |
81.92 |
47.16 |
34.76 |
70.8% |
2.34 |
4.8% |
6% |
False |
False |
40,824 |
80 |
90.62 |
47.16 |
43.46 |
88.5% |
2.25 |
4.6% |
4% |
False |
False |
39,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.87 |
2.618 |
66.10 |
1.618 |
61.34 |
1.000 |
58.40 |
0.618 |
56.58 |
HIGH |
53.64 |
0.618 |
51.82 |
0.500 |
51.26 |
0.382 |
50.70 |
LOW |
48.88 |
0.618 |
45.94 |
1.000 |
44.12 |
1.618 |
41.18 |
2.618 |
36.42 |
4.250 |
28.65 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
51.26 |
50.40 |
PP |
50.54 |
49.97 |
S1 |
49.82 |
49.53 |
|