NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
49.83 |
51.73 |
1.90 |
3.8% |
51.82 |
High |
52.21 |
52.00 |
-0.21 |
-0.4% |
54.14 |
Low |
49.59 |
49.59 |
0.00 |
0.0% |
48.33 |
Close |
52.09 |
49.68 |
-2.41 |
-4.6% |
52.09 |
Range |
2.62 |
2.41 |
-0.21 |
-8.0% |
5.81 |
ATR |
2.51 |
2.51 |
0.00 |
0.0% |
0.00 |
Volume |
22,139 |
12,601 |
-9,538 |
-43.1% |
86,380 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.65 |
56.08 |
51.01 |
|
R3 |
55.24 |
53.67 |
50.34 |
|
R2 |
52.83 |
52.83 |
50.12 |
|
R1 |
51.26 |
51.26 |
49.90 |
50.84 |
PP |
50.42 |
50.42 |
50.42 |
50.22 |
S1 |
48.85 |
48.85 |
49.46 |
48.43 |
S2 |
48.01 |
48.01 |
49.24 |
|
S3 |
45.60 |
46.44 |
49.02 |
|
S4 |
43.19 |
44.03 |
48.35 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.95 |
66.33 |
55.29 |
|
R3 |
63.14 |
60.52 |
53.69 |
|
R2 |
57.33 |
57.33 |
53.16 |
|
R1 |
54.71 |
54.71 |
52.62 |
56.02 |
PP |
51.52 |
51.52 |
51.52 |
52.18 |
S1 |
48.90 |
48.90 |
51.56 |
50.21 |
S2 |
45.71 |
45.71 |
51.02 |
|
S3 |
39.90 |
43.09 |
50.49 |
|
S4 |
34.09 |
37.28 |
48.89 |
|
|
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% |
2.97 |
6.0% |
23% |
False |
False |
17,394 |
10 |
54.14 |
48.33 |
5.81 |
11.7% |
2.52 |
5.1% |
23% |
False |
False |
16,623 |
20 |
59.92 |
48.33 |
11.59 |
23.3% |
2.35 |
4.7% |
12% |
False |
False |
11,568 |
40 |
77.60 |
48.33 |
29.27 |
58.9% |
2.45 |
4.9% |
5% |
False |
False |
9,534 |
60 |
81.61 |
48.33 |
33.28 |
67.0% |
2.15 |
4.3% |
4% |
False |
False |
7,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.24 |
2.618 |
58.31 |
1.618 |
55.90 |
1.000 |
54.41 |
0.618 |
53.49 |
HIGH |
52.00 |
0.618 |
51.08 |
0.500 |
50.80 |
0.382 |
50.51 |
LOW |
49.59 |
0.618 |
48.10 |
1.000 |
47.18 |
1.618 |
45.69 |
2.618 |
43.28 |
4.250 |
39.35 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.80 |
51.87 |
PP |
50.42 |
51.14 |
S1 |
50.05 |
50.41 |
|