NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
49.60 |
49.69 |
0.09 |
0.2% |
55.22 |
High |
50.36 |
52.15 |
1.79 |
3.6% |
55.35 |
Low |
48.33 |
48.80 |
0.47 |
1.0% |
50.55 |
Close |
49.67 |
51.80 |
2.13 |
4.3% |
52.08 |
Range |
2.03 |
3.35 |
1.32 |
65.0% |
4.80 |
ATR |
2.28 |
2.35 |
0.08 |
3.4% |
0.00 |
Volume |
12,117 |
18,823 |
6,706 |
55.3% |
73,605 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.97 |
59.73 |
53.64 |
|
R3 |
57.62 |
56.38 |
52.72 |
|
R2 |
54.27 |
54.27 |
52.41 |
|
R1 |
53.03 |
53.03 |
52.11 |
53.65 |
PP |
50.92 |
50.92 |
50.92 |
51.23 |
S1 |
49.68 |
49.68 |
51.49 |
50.30 |
S2 |
47.57 |
47.57 |
51.19 |
|
S3 |
44.22 |
46.33 |
50.88 |
|
S4 |
40.87 |
42.98 |
49.96 |
|
|
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 |
8.5% |
2.23 |
4.3% |
79% |
False |
False |
14,690 |
10 |
57.31 |
48.33 |
8.98 |
17.3% |
2.21 |
4.3% |
39% |
False |
False |
12,958 |
20 |
60.41 |
48.33 |
12.08 |
23.3% |
2.43 |
4.7% |
29% |
False |
False |
10,585 |
40 |
77.60 |
48.33 |
29.27 |
56.5% |
2.32 |
4.5% |
12% |
False |
False |
8,409 |
60 |
81.61 |
48.33 |
33.28 |
64.2% |
2.06 |
4.0% |
10% |
False |
False |
6,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.39 |
2.618 |
60.92 |
1.618 |
57.57 |
1.000 |
55.50 |
0.618 |
54.22 |
HIGH |
52.15 |
0.618 |
50.87 |
0.500 |
50.48 |
0.382 |
50.08 |
LOW |
48.80 |
0.618 |
46.73 |
1.000 |
45.45 |
1.618 |
43.38 |
2.618 |
40.03 |
4.250 |
34.56 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
51.36 |
51.28 |
PP |
50.92 |
50.76 |
S1 |
50.48 |
50.24 |
|