NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
50.66 |
48.97 |
-1.69 |
-3.3% |
51.73 |
High |
51.05 |
50.13 |
-0.92 |
-1.8% |
52.27 |
Low |
49.03 |
48.40 |
-0.63 |
-1.3% |
49.03 |
Close |
49.38 |
49.13 |
-0.25 |
-0.5% |
49.38 |
Range |
2.02 |
1.73 |
-0.29 |
-14.4% |
3.24 |
ATR |
2.45 |
2.39 |
-0.05 |
-2.1% |
0.00 |
Volume |
31,504 |
24,794 |
-6,710 |
-21.3% |
98,312 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.41 |
53.50 |
50.08 |
|
R3 |
52.68 |
51.77 |
49.61 |
|
R2 |
50.95 |
50.95 |
49.45 |
|
R1 |
50.04 |
50.04 |
49.29 |
50.50 |
PP |
49.22 |
49.22 |
49.22 |
49.45 |
S1 |
48.31 |
48.31 |
48.97 |
48.77 |
S2 |
47.49 |
47.49 |
48.81 |
|
S3 |
45.76 |
46.58 |
48.65 |
|
S4 |
44.03 |
44.85 |
48.18 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.95 |
57.90 |
51.16 |
|
R3 |
56.71 |
54.66 |
50.27 |
|
R2 |
53.47 |
53.47 |
49.97 |
|
R1 |
51.42 |
51.42 |
49.68 |
50.83 |
PP |
50.23 |
50.23 |
50.23 |
49.93 |
S1 |
48.18 |
48.18 |
49.08 |
47.59 |
S2 |
46.99 |
46.99 |
48.79 |
|
S3 |
43.75 |
44.94 |
48.49 |
|
S4 |
40.51 |
41.70 |
47.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.27 |
48.40 |
3.87 |
7.9% |
2.10 |
4.3% |
19% |
False |
True |
24,621 |
10 |
54.14 |
48.33 |
5.81 |
11.8% |
2.53 |
5.1% |
14% |
False |
False |
20,948 |
20 |
58.60 |
48.33 |
10.27 |
20.9% |
2.26 |
4.6% |
8% |
False |
False |
15,509 |
40 |
74.90 |
48.33 |
26.57 |
54.1% |
2.47 |
5.0% |
3% |
False |
False |
11,687 |
60 |
81.61 |
48.33 |
33.28 |
67.7% |
2.19 |
4.5% |
2% |
False |
False |
9,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.48 |
2.618 |
54.66 |
1.618 |
52.93 |
1.000 |
51.86 |
0.618 |
51.20 |
HIGH |
50.13 |
0.618 |
49.47 |
0.500 |
49.27 |
0.382 |
49.06 |
LOW |
48.40 |
0.618 |
47.33 |
1.000 |
46.67 |
1.618 |
45.60 |
2.618 |
43.87 |
4.250 |
41.05 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.27 |
50.34 |
PP |
49.22 |
49.93 |
S1 |
49.18 |
49.53 |
|