NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
51.73 |
49.93 |
-1.80 |
-3.5% |
51.82 |
High |
52.00 |
51.23 |
-0.77 |
-1.5% |
54.14 |
Low |
49.59 |
49.84 |
0.25 |
0.5% |
48.33 |
Close |
49.68 |
50.86 |
1.18 |
2.4% |
52.09 |
Range |
2.41 |
1.39 |
-1.02 |
-42.3% |
5.81 |
ATR |
2.51 |
2.44 |
-0.07 |
-2.7% |
0.00 |
Volume |
12,601 |
27,292 |
14,691 |
116.6% |
86,380 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.81 |
54.23 |
51.62 |
|
R3 |
53.42 |
52.84 |
51.24 |
|
R2 |
52.03 |
52.03 |
51.11 |
|
R1 |
51.45 |
51.45 |
50.99 |
51.74 |
PP |
50.64 |
50.64 |
50.64 |
50.79 |
S1 |
50.06 |
50.06 |
50.73 |
50.35 |
S2 |
49.25 |
49.25 |
50.61 |
|
S3 |
47.86 |
48.67 |
50.48 |
|
S4 |
46.47 |
47.28 |
50.10 |
|
|
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 |
48.80 |
5.34 |
10.5% |
2.84 |
5.6% |
39% |
False |
False |
20,429 |
10 |
54.14 |
48.33 |
5.81 |
11.4% |
2.40 |
4.7% |
44% |
False |
False |
18,042 |
20 |
59.92 |
48.33 |
11.59 |
22.8% |
2.24 |
4.4% |
22% |
False |
False |
12,451 |
40 |
77.60 |
48.33 |
29.27 |
57.6% |
2.44 |
4.8% |
9% |
False |
False |
10,004 |
60 |
81.61 |
48.33 |
33.28 |
65.4% |
2.13 |
4.2% |
8% |
False |
False |
7,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.14 |
2.618 |
54.87 |
1.618 |
53.48 |
1.000 |
52.62 |
0.618 |
52.09 |
HIGH |
51.23 |
0.618 |
50.70 |
0.500 |
50.54 |
0.382 |
50.37 |
LOW |
49.84 |
0.618 |
48.98 |
1.000 |
48.45 |
1.618 |
47.59 |
2.618 |
46.20 |
4.250 |
43.93 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
50.75 |
50.90 |
PP |
50.64 |
50.89 |
S1 |
50.54 |
50.87 |
|