NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
52.55 |
51.82 |
-0.73 |
-1.4% |
55.22 |
High |
52.71 |
51.89 |
-0.82 |
-1.6% |
55.35 |
Low |
50.79 |
49.55 |
-1.24 |
-2.4% |
50.55 |
Close |
52.08 |
49.99 |
-2.09 |
-4.0% |
52.08 |
Range |
1.92 |
2.34 |
0.42 |
21.9% |
4.80 |
ATR |
2.28 |
2.30 |
0.02 |
0.8% |
0.00 |
Volume |
14,371 |
12,009 |
-2,362 |
-16.4% |
73,605 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.50 |
56.08 |
51.28 |
|
R3 |
55.16 |
53.74 |
50.63 |
|
R2 |
52.82 |
52.82 |
50.42 |
|
R1 |
51.40 |
51.40 |
50.20 |
50.94 |
PP |
50.48 |
50.48 |
50.48 |
50.25 |
S1 |
49.06 |
49.06 |
49.78 |
48.60 |
S2 |
48.14 |
48.14 |
49.56 |
|
S3 |
45.80 |
46.72 |
49.35 |
|
S4 |
43.46 |
44.38 |
48.70 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.06 |
64.37 |
54.72 |
|
R3 |
62.26 |
59.57 |
53.40 |
|
R2 |
57.46 |
57.46 |
52.96 |
|
R1 |
54.77 |
54.77 |
52.52 |
53.72 |
PP |
52.66 |
52.66 |
52.66 |
52.13 |
S1 |
49.97 |
49.97 |
51.64 |
48.92 |
S2 |
47.86 |
47.86 |
51.20 |
|
S3 |
43.06 |
45.17 |
50.76 |
|
S4 |
38.26 |
40.37 |
49.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.72 |
49.55 |
4.17 |
8.3% |
2.08 |
4.2% |
11% |
False |
True |
15,853 |
10 |
57.99 |
49.55 |
8.44 |
16.9% |
2.04 |
4.1% |
5% |
False |
True |
10,842 |
20 |
61.35 |
49.55 |
11.80 |
23.6% |
2.41 |
4.8% |
4% |
False |
True |
9,841 |
40 |
77.60 |
49.55 |
28.05 |
56.1% |
2.31 |
4.6% |
2% |
False |
True |
7,839 |
60 |
81.63 |
49.55 |
32.08 |
64.2% |
2.06 |
4.1% |
1% |
False |
True |
6,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.84 |
2.618 |
58.02 |
1.618 |
55.68 |
1.000 |
54.23 |
0.618 |
53.34 |
HIGH |
51.89 |
0.618 |
51.00 |
0.500 |
50.72 |
0.382 |
50.44 |
LOW |
49.55 |
0.618 |
48.10 |
1.000 |
47.21 |
1.618 |
45.76 |
2.618 |
43.42 |
4.250 |
39.61 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.72 |
51.13 |
PP |
50.48 |
50.75 |
S1 |
50.23 |
50.37 |
|