NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
51.17 |
49.13 |
-2.04 |
-4.0% |
51.31 |
High |
53.64 |
51.54 |
-2.10 |
-3.9% |
53.64 |
Low |
48.88 |
48.78 |
-0.10 |
-0.2% |
47.16 |
Close |
49.10 |
51.37 |
2.27 |
4.6% |
51.37 |
Range |
4.76 |
2.76 |
-2.00 |
-42.0% |
6.48 |
ATR |
2.72 |
2.72 |
0.00 |
0.1% |
0.00 |
Volume |
85,852 |
111,229 |
25,377 |
29.6% |
396,631 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.84 |
57.87 |
52.89 |
|
R3 |
56.08 |
55.11 |
52.13 |
|
R2 |
53.32 |
53.32 |
51.88 |
|
R1 |
52.35 |
52.35 |
51.62 |
52.84 |
PP |
50.56 |
50.56 |
50.56 |
50.81 |
S1 |
49.59 |
49.59 |
51.12 |
50.08 |
S2 |
47.80 |
47.80 |
50.86 |
|
S3 |
45.04 |
46.83 |
50.61 |
|
S4 |
42.28 |
44.07 |
49.85 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.16 |
67.25 |
54.93 |
|
R3 |
63.68 |
60.77 |
53.15 |
|
R2 |
57.20 |
57.20 |
52.56 |
|
R1 |
54.29 |
54.29 |
51.96 |
55.75 |
PP |
50.72 |
50.72 |
50.72 |
51.45 |
S1 |
47.81 |
47.81 |
50.78 |
49.27 |
S2 |
44.24 |
44.24 |
50.18 |
|
S3 |
37.76 |
41.33 |
49.59 |
|
S4 |
31.28 |
34.85 |
47.81 |
|
|
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 |
12.6% |
3.23 |
6.3% |
65% |
False |
False |
79,326 |
10 |
55.02 |
47.16 |
7.86 |
15.3% |
2.75 |
5.4% |
54% |
False |
False |
66,756 |
20 |
60.23 |
47.16 |
13.07 |
25.4% |
2.71 |
5.3% |
32% |
False |
False |
51,043 |
40 |
77.70 |
47.16 |
30.54 |
59.5% |
2.65 |
5.2% |
14% |
False |
False |
46,731 |
60 |
81.92 |
47.16 |
34.76 |
67.7% |
2.37 |
4.6% |
12% |
False |
False |
42,244 |
80 |
90.62 |
47.16 |
43.46 |
84.6% |
2.27 |
4.4% |
10% |
False |
False |
40,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.27 |
2.618 |
58.77 |
1.618 |
56.01 |
1.000 |
54.30 |
0.618 |
53.25 |
HIGH |
51.54 |
0.618 |
50.49 |
0.500 |
50.16 |
0.382 |
49.83 |
LOW |
48.78 |
0.618 |
47.07 |
1.000 |
46.02 |
1.618 |
44.31 |
2.618 |
41.55 |
4.250 |
37.05 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.97 |
51.19 |
PP |
50.56 |
51.00 |
S1 |
50.16 |
50.82 |
|