NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
53.46 |
51.59 |
-1.87 |
-3.5% |
57.65 |
High |
53.72 |
52.52 |
-1.20 |
-2.2% |
57.99 |
Low |
51.07 |
50.55 |
-0.52 |
-1.0% |
54.89 |
Close |
51.53 |
51.95 |
0.42 |
0.8% |
55.80 |
Range |
2.65 |
1.97 |
-0.68 |
-25.7% |
3.10 |
ATR |
2.40 |
2.37 |
-0.03 |
-1.3% |
0.00 |
Volume |
13,109 |
23,647 |
10,538 |
80.4% |
22,812 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.58 |
56.74 |
53.03 |
|
R3 |
55.61 |
54.77 |
52.49 |
|
R2 |
53.64 |
53.64 |
52.31 |
|
R1 |
52.80 |
52.80 |
52.13 |
53.22 |
PP |
51.67 |
51.67 |
51.67 |
51.89 |
S1 |
50.83 |
50.83 |
51.77 |
51.25 |
S2 |
49.70 |
49.70 |
51.59 |
|
S3 |
47.73 |
48.86 |
51.41 |
|
S4 |
45.76 |
46.89 |
50.87 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.53 |
63.76 |
57.51 |
|
R3 |
62.43 |
60.66 |
56.65 |
|
R2 |
59.33 |
59.33 |
56.37 |
|
R1 |
57.56 |
57.56 |
56.08 |
56.90 |
PP |
56.23 |
56.23 |
56.23 |
55.89 |
S1 |
54.46 |
54.46 |
55.52 |
53.80 |
S2 |
53.13 |
53.13 |
55.23 |
|
S3 |
50.03 |
51.36 |
54.95 |
|
S4 |
46.93 |
48.26 |
54.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.31 |
50.55 |
6.76 |
13.0% |
2.19 |
4.2% |
21% |
False |
True |
11,226 |
10 |
59.25 |
50.55 |
8.70 |
16.7% |
2.01 |
3.9% |
16% |
False |
True |
8,560 |
20 |
65.00 |
50.55 |
14.45 |
27.8% |
2.43 |
4.7% |
10% |
False |
True |
9,114 |
40 |
79.75 |
50.55 |
29.20 |
56.2% |
2.27 |
4.4% |
5% |
False |
True |
7,069 |
60 |
83.64 |
50.55 |
33.09 |
63.7% |
2.08 |
4.0% |
4% |
False |
True |
5,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.89 |
2.618 |
57.68 |
1.618 |
55.71 |
1.000 |
54.49 |
0.618 |
53.74 |
HIGH |
52.52 |
0.618 |
51.77 |
0.500 |
51.54 |
0.382 |
51.30 |
LOW |
50.55 |
0.618 |
49.33 |
1.000 |
48.58 |
1.618 |
47.36 |
2.618 |
45.39 |
4.250 |
42.18 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
51.81 |
52.95 |
PP |
51.67 |
52.62 |
S1 |
51.54 |
52.28 |
|