NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
48.00 |
48.60 |
0.60 |
1.3% |
51.11 |
| High |
49.30 |
48.60 |
-0.70 |
-1.4% |
51.42 |
| Low |
47.71 |
47.25 |
-0.46 |
-1.0% |
47.96 |
| Close |
49.00 |
47.51 |
-1.49 |
-3.0% |
48.34 |
| Range |
1.59 |
1.35 |
-0.24 |
-15.1% |
3.46 |
| ATR |
2.51 |
2.45 |
-0.05 |
-2.2% |
0.00 |
| Volume |
48,360 |
47,200 |
-1,160 |
-2.4% |
286,384 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.84 |
51.02 |
48.25 |
|
| R3 |
50.49 |
49.67 |
47.88 |
|
| R2 |
49.14 |
49.14 |
47.76 |
|
| R1 |
48.32 |
48.32 |
47.63 |
48.06 |
| PP |
47.79 |
47.79 |
47.79 |
47.65 |
| S1 |
46.97 |
46.97 |
47.39 |
46.71 |
| S2 |
46.44 |
46.44 |
47.26 |
|
| S3 |
45.09 |
45.62 |
47.14 |
|
| S4 |
43.74 |
44.27 |
46.77 |
|
|
| 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 |
8.8% |
2.01 |
4.2% |
6% |
False |
True |
67,004 |
| 10 |
53.64 |
47.25 |
6.39 |
13.4% |
2.52 |
5.3% |
4% |
False |
True |
74,300 |
| 20 |
57.47 |
47.16 |
10.31 |
21.7% |
2.40 |
5.0% |
3% |
False |
False |
60,831 |
| 40 |
70.25 |
47.16 |
23.09 |
48.6% |
2.57 |
5.4% |
2% |
False |
False |
52,576 |
| 60 |
80.73 |
47.16 |
33.57 |
70.7% |
2.42 |
5.1% |
1% |
False |
False |
46,460 |
| 80 |
87.40 |
47.16 |
40.24 |
84.7% |
2.31 |
4.9% |
1% |
False |
False |
43,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.34 |
|
2.618 |
52.13 |
|
1.618 |
50.78 |
|
1.000 |
49.95 |
|
0.618 |
49.43 |
|
HIGH |
48.60 |
|
0.618 |
48.08 |
|
0.500 |
47.93 |
|
0.382 |
47.77 |
|
LOW |
47.25 |
|
0.618 |
46.42 |
|
1.000 |
45.90 |
|
1.618 |
45.07 |
|
2.618 |
43.72 |
|
4.250 |
41.51 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.93 |
48.28 |
| PP |
47.79 |
48.02 |
| S1 |
47.65 |
47.77 |
|