NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 29-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.60 |
47.40 |
-1.20 |
-2.5% |
51.11 |
High |
48.60 |
47.92 |
-0.68 |
-1.4% |
51.42 |
Low |
47.25 |
46.68 |
-0.57 |
-1.2% |
47.96 |
Close |
47.51 |
47.61 |
0.10 |
0.2% |
48.34 |
Range |
1.35 |
1.24 |
-0.11 |
-8.1% |
3.46 |
ATR |
2.45 |
2.36 |
-0.09 |
-3.5% |
0.00 |
Volume |
47,200 |
79,995 |
32,795 |
69.5% |
286,384 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.12 |
50.61 |
48.29 |
|
R3 |
49.88 |
49.37 |
47.95 |
|
R2 |
48.64 |
48.64 |
47.84 |
|
R1 |
48.13 |
48.13 |
47.72 |
48.39 |
PP |
47.40 |
47.40 |
47.40 |
47.53 |
S1 |
46.89 |
46.89 |
47.50 |
47.15 |
S2 |
46.16 |
46.16 |
47.38 |
|
S3 |
44.92 |
45.65 |
47.27 |
|
S4 |
43.68 |
44.41 |
46.93 |
|
|
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 |
50.17 |
46.68 |
3.49 |
7.3% |
1.65 |
3.5% |
27% |
False |
True |
69,725 |
10 |
53.64 |
46.68 |
6.96 |
14.6% |
2.28 |
4.8% |
13% |
False |
True |
74,490 |
20 |
57.47 |
46.68 |
10.79 |
22.7% |
2.38 |
5.0% |
9% |
False |
True |
63,414 |
40 |
69.87 |
46.68 |
23.19 |
48.7% |
2.47 |
5.2% |
4% |
False |
True |
53,231 |
60 |
80.73 |
46.68 |
34.05 |
71.5% |
2.42 |
5.1% |
3% |
False |
True |
47,453 |
80 |
86.88 |
46.68 |
40.20 |
84.4% |
2.30 |
4.8% |
2% |
False |
True |
44,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.19 |
2.618 |
51.17 |
1.618 |
49.93 |
1.000 |
49.16 |
0.618 |
48.69 |
HIGH |
47.92 |
0.618 |
47.45 |
0.500 |
47.30 |
0.382 |
47.15 |
LOW |
46.68 |
0.618 |
45.91 |
1.000 |
45.44 |
1.618 |
44.67 |
2.618 |
43.43 |
4.250 |
41.41 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
47.51 |
47.99 |
PP |
47.40 |
47.86 |
S1 |
47.30 |
47.74 |
|