NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
51.82 |
49.60 |
-2.22 |
-4.3% |
55.22 |
High |
51.89 |
50.36 |
-1.53 |
-2.9% |
55.35 |
Low |
49.55 |
48.33 |
-1.22 |
-2.5% |
50.55 |
Close |
49.99 |
49.67 |
-0.32 |
-0.6% |
52.08 |
Range |
2.34 |
2.03 |
-0.31 |
-13.2% |
4.80 |
ATR |
2.30 |
2.28 |
-0.02 |
-0.8% |
0.00 |
Volume |
12,009 |
12,117 |
108 |
0.9% |
73,605 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.54 |
54.64 |
50.79 |
|
R3 |
53.51 |
52.61 |
50.23 |
|
R2 |
51.48 |
51.48 |
50.04 |
|
R1 |
50.58 |
50.58 |
49.86 |
51.03 |
PP |
49.45 |
49.45 |
49.45 |
49.68 |
S1 |
48.55 |
48.55 |
49.48 |
49.00 |
S2 |
47.42 |
47.42 |
49.30 |
|
S3 |
45.39 |
46.52 |
49.11 |
|
S4 |
43.36 |
44.49 |
48.55 |
|
|
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 |
52.71 |
48.33 |
4.38 |
8.8% |
1.95 |
3.9% |
31% |
False |
True |
15,655 |
10 |
57.31 |
48.33 |
8.98 |
18.1% |
2.02 |
4.1% |
15% |
False |
True |
11,751 |
20 |
60.51 |
48.33 |
12.18 |
24.5% |
2.42 |
4.9% |
11% |
False |
True |
10,073 |
40 |
77.60 |
48.33 |
29.27 |
58.9% |
2.29 |
4.6% |
5% |
False |
True |
8,020 |
60 |
81.61 |
48.33 |
33.28 |
67.0% |
2.03 |
4.1% |
4% |
False |
True |
6,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.99 |
2.618 |
55.67 |
1.618 |
53.64 |
1.000 |
52.39 |
0.618 |
51.61 |
HIGH |
50.36 |
0.618 |
49.58 |
0.500 |
49.35 |
0.382 |
49.11 |
LOW |
48.33 |
0.618 |
47.08 |
1.000 |
46.30 |
1.618 |
45.05 |
2.618 |
43.02 |
4.250 |
39.70 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.56 |
50.52 |
PP |
49.45 |
50.24 |
S1 |
49.35 |
49.95 |
|