NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
47.40 |
47.66 |
0.26 |
0.5% |
48.16 |
High |
47.92 |
51.33 |
3.41 |
7.1% |
51.33 |
Low |
46.68 |
47.32 |
0.64 |
1.4% |
46.68 |
Close |
47.61 |
51.22 |
3.61 |
7.6% |
51.22 |
Range |
1.24 |
4.01 |
2.77 |
223.4% |
4.65 |
ATR |
2.36 |
2.48 |
0.12 |
5.0% |
0.00 |
Volume |
79,995 |
56,283 |
-23,712 |
-29.6% |
317,723 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.99 |
60.61 |
53.43 |
|
R3 |
57.98 |
56.60 |
52.32 |
|
R2 |
53.97 |
53.97 |
51.96 |
|
R1 |
52.59 |
52.59 |
51.59 |
53.28 |
PP |
49.96 |
49.96 |
49.96 |
50.30 |
S1 |
48.58 |
48.58 |
50.85 |
49.27 |
S2 |
45.95 |
45.95 |
50.48 |
|
S3 |
41.94 |
44.57 |
50.12 |
|
S4 |
37.93 |
40.56 |
49.01 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.69 |
62.11 |
53.78 |
|
R3 |
59.04 |
57.46 |
52.50 |
|
R2 |
54.39 |
54.39 |
52.07 |
|
R1 |
52.81 |
52.81 |
51.65 |
53.60 |
PP |
49.74 |
49.74 |
49.74 |
50.14 |
S1 |
48.16 |
48.16 |
50.79 |
48.95 |
S2 |
45.09 |
45.09 |
50.37 |
|
S3 |
40.44 |
43.51 |
49.94 |
|
S4 |
35.79 |
38.86 |
48.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.33 |
46.68 |
4.65 |
9.1% |
2.01 |
3.9% |
98% |
True |
False |
63,544 |
10 |
51.54 |
46.68 |
4.86 |
9.5% |
2.21 |
4.3% |
93% |
False |
False |
71,533 |
20 |
57.47 |
46.68 |
10.79 |
21.1% |
2.50 |
4.9% |
42% |
False |
False |
65,064 |
40 |
69.00 |
46.68 |
22.32 |
43.6% |
2.51 |
4.9% |
20% |
False |
False |
53,266 |
60 |
79.86 |
46.68 |
33.18 |
64.8% |
2.44 |
4.8% |
14% |
False |
False |
47,930 |
80 |
86.60 |
46.68 |
39.92 |
77.9% |
2.33 |
4.6% |
11% |
False |
False |
44,381 |
100 |
91.94 |
46.68 |
45.26 |
88.4% |
2.15 |
4.2% |
10% |
False |
False |
40,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.37 |
2.618 |
61.83 |
1.618 |
57.82 |
1.000 |
55.34 |
0.618 |
53.81 |
HIGH |
51.33 |
0.618 |
49.80 |
0.500 |
49.33 |
0.382 |
48.85 |
LOW |
47.32 |
0.618 |
44.84 |
1.000 |
43.31 |
1.618 |
40.83 |
2.618 |
36.82 |
4.250 |
30.28 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.59 |
50.48 |
PP |
49.96 |
49.74 |
S1 |
49.33 |
49.01 |
|