NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
49.10 |
48.16 |
-0.94 |
-1.9% |
51.11 |
| High |
50.17 |
49.11 |
-1.06 |
-2.1% |
51.42 |
| Low |
47.96 |
47.25 |
-0.71 |
-1.5% |
47.96 |
| Close |
48.34 |
48.03 |
-0.31 |
-0.6% |
48.34 |
| Range |
2.21 |
1.86 |
-0.35 |
-15.8% |
3.46 |
| ATR |
2.63 |
2.58 |
-0.06 |
-2.1% |
0.00 |
| Volume |
87,188 |
85,885 |
-1,303 |
-1.5% |
286,384 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.71 |
52.73 |
49.05 |
|
| R3 |
51.85 |
50.87 |
48.54 |
|
| R2 |
49.99 |
49.99 |
48.37 |
|
| R1 |
49.01 |
49.01 |
48.20 |
48.57 |
| PP |
48.13 |
48.13 |
48.13 |
47.91 |
| S1 |
47.15 |
47.15 |
47.86 |
46.71 |
| S2 |
46.27 |
46.27 |
47.69 |
|
| S3 |
44.41 |
45.29 |
47.52 |
|
| S4 |
42.55 |
43.43 |
47.01 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.62 |
57.44 |
50.24 |
|
| R3 |
56.16 |
53.98 |
49.29 |
|
| R2 |
52.70 |
52.70 |
48.97 |
|
| R1 |
50.52 |
50.52 |
48.66 |
49.88 |
| PP |
49.24 |
49.24 |
49.24 |
48.92 |
| S1 |
47.06 |
47.06 |
48.02 |
46.42 |
| S2 |
45.78 |
45.78 |
47.71 |
|
| S3 |
42.32 |
43.60 |
47.39 |
|
| S4 |
38.86 |
40.14 |
46.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.42 |
47.25 |
4.17 |
8.7% |
2.22 |
4.6% |
19% |
False |
True |
74,453 |
| 10 |
53.64 |
47.16 |
6.48 |
13.5% |
2.73 |
5.7% |
13% |
False |
False |
76,890 |
| 20 |
58.27 |
47.16 |
11.11 |
23.1% |
2.47 |
5.1% |
8% |
False |
False |
57,772 |
| 40 |
74.90 |
47.16 |
27.74 |
57.8% |
2.70 |
5.6% |
3% |
False |
False |
51,767 |
| 60 |
81.92 |
47.16 |
34.76 |
72.4% |
2.41 |
5.0% |
3% |
False |
False |
45,728 |
| 80 |
89.04 |
47.16 |
41.88 |
87.2% |
2.33 |
4.8% |
2% |
False |
False |
43,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.02 |
|
2.618 |
53.98 |
|
1.618 |
52.12 |
|
1.000 |
50.97 |
|
0.618 |
50.26 |
|
HIGH |
49.11 |
|
0.618 |
48.40 |
|
0.500 |
48.18 |
|
0.382 |
47.96 |
|
LOW |
47.25 |
|
0.618 |
46.10 |
|
1.000 |
45.39 |
|
1.618 |
44.24 |
|
2.618 |
42.38 |
|
4.250 |
39.35 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.18 |
49.34 |
| PP |
48.13 |
48.90 |
| S1 |
48.08 |
48.47 |
|