NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
49.69 |
51.83 |
2.14 |
4.3% |
55.22 |
High |
52.15 |
54.14 |
1.99 |
3.8% |
55.35 |
Low |
48.80 |
49.69 |
0.89 |
1.8% |
50.55 |
Close |
51.80 |
49.85 |
-1.95 |
-3.8% |
52.08 |
Range |
3.35 |
4.45 |
1.10 |
32.8% |
4.80 |
ATR |
2.35 |
2.50 |
0.15 |
6.4% |
0.00 |
Volume |
18,823 |
21,292 |
2,469 |
13.1% |
73,605 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.58 |
61.66 |
52.30 |
|
R3 |
60.13 |
57.21 |
51.07 |
|
R2 |
55.68 |
55.68 |
50.67 |
|
R1 |
52.76 |
52.76 |
50.26 |
52.00 |
PP |
51.23 |
51.23 |
51.23 |
50.84 |
S1 |
48.31 |
48.31 |
49.44 |
47.55 |
S2 |
46.78 |
46.78 |
49.03 |
|
S3 |
42.33 |
43.86 |
48.63 |
|
S4 |
37.88 |
39.41 |
47.40 |
|
|
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 |
54.14 |
48.33 |
5.81 |
11.7% |
2.82 |
5.7% |
26% |
True |
False |
15,722 |
10 |
57.31 |
48.33 |
8.98 |
18.0% |
2.49 |
5.0% |
17% |
False |
False |
14,431 |
20 |
60.41 |
48.33 |
12.08 |
24.2% |
2.52 |
5.1% |
13% |
False |
False |
10,998 |
40 |
77.60 |
48.33 |
29.27 |
58.7% |
2.40 |
4.8% |
5% |
False |
False |
8,836 |
60 |
81.61 |
48.33 |
33.28 |
66.8% |
2.11 |
4.2% |
5% |
False |
False |
7,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.05 |
2.618 |
65.79 |
1.618 |
61.34 |
1.000 |
58.59 |
0.618 |
56.89 |
HIGH |
54.14 |
0.618 |
52.44 |
0.500 |
51.92 |
0.382 |
51.39 |
LOW |
49.69 |
0.618 |
46.94 |
1.000 |
45.24 |
1.618 |
42.49 |
2.618 |
38.04 |
4.250 |
30.78 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
51.92 |
51.24 |
PP |
51.23 |
50.77 |
S1 |
50.54 |
50.31 |
|