NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
49.18 |
49.70 |
0.52 |
1.1% |
51.31 |
High |
50.45 |
51.42 |
0.97 |
1.9% |
53.64 |
Low |
48.99 |
48.39 |
-0.60 |
-1.2% |
47.16 |
Close |
50.04 |
48.80 |
-1.24 |
-2.5% |
51.37 |
Range |
1.46 |
3.03 |
1.57 |
107.5% |
6.48 |
ATR |
2.63 |
2.66 |
0.03 |
1.1% |
0.00 |
Volume |
75,506 |
66,388 |
-9,118 |
-12.1% |
396,631 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.63 |
56.74 |
50.47 |
|
R3 |
55.60 |
53.71 |
49.63 |
|
R2 |
52.57 |
52.57 |
49.36 |
|
R1 |
50.68 |
50.68 |
49.08 |
50.11 |
PP |
49.54 |
49.54 |
49.54 |
49.25 |
S1 |
47.65 |
47.65 |
48.52 |
47.08 |
S2 |
46.51 |
46.51 |
48.24 |
|
S3 |
43.48 |
44.62 |
47.97 |
|
S4 |
40.45 |
41.59 |
47.13 |
|
|
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 |
48.39 |
5.25 |
10.8% |
2.91 |
6.0% |
8% |
False |
True |
79,255 |
10 |
53.64 |
47.16 |
6.48 |
13.3% |
2.70 |
5.5% |
25% |
False |
False |
71,991 |
20 |
59.10 |
47.16 |
11.94 |
24.5% |
2.48 |
5.1% |
14% |
False |
False |
52,890 |
40 |
77.28 |
47.16 |
30.12 |
61.7% |
2.70 |
5.5% |
5% |
False |
False |
48,829 |
60 |
81.92 |
47.16 |
34.76 |
71.2% |
2.39 |
4.9% |
5% |
False |
False |
43,803 |
80 |
90.62 |
47.16 |
43.46 |
89.1% |
2.32 |
4.8% |
4% |
False |
False |
42,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.30 |
2.618 |
59.35 |
1.618 |
56.32 |
1.000 |
54.45 |
0.618 |
53.29 |
HIGH |
51.42 |
0.618 |
50.26 |
0.500 |
49.91 |
0.382 |
49.55 |
LOW |
48.39 |
0.618 |
46.52 |
1.000 |
45.36 |
1.618 |
43.49 |
2.618 |
40.46 |
4.250 |
35.51 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.91 |
49.91 |
PP |
49.54 |
49.54 |
S1 |
49.17 |
49.17 |
|