NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
48.97 |
49.10 |
0.13 |
0.3% |
51.73 |
High |
50.13 |
50.32 |
0.19 |
0.4% |
52.27 |
Low |
48.40 |
48.92 |
0.52 |
1.1% |
49.03 |
Close |
49.13 |
50.07 |
0.94 |
1.9% |
49.38 |
Range |
1.73 |
1.40 |
-0.33 |
-19.1% |
3.24 |
ATR |
2.39 |
2.32 |
-0.07 |
-3.0% |
0.00 |
Volume |
24,794 |
16,675 |
-8,119 |
-32.7% |
98,312 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.97 |
53.42 |
50.84 |
|
R3 |
52.57 |
52.02 |
50.46 |
|
R2 |
51.17 |
51.17 |
50.33 |
|
R1 |
50.62 |
50.62 |
50.20 |
50.90 |
PP |
49.77 |
49.77 |
49.77 |
49.91 |
S1 |
49.22 |
49.22 |
49.94 |
49.50 |
S2 |
48.37 |
48.37 |
49.81 |
|
S3 |
46.97 |
47.82 |
49.69 |
|
S4 |
45.57 |
46.42 |
49.30 |
|
|
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 |
7.7% |
1.90 |
3.8% |
43% |
False |
False |
25,436 |
10 |
54.14 |
48.33 |
5.81 |
11.6% |
2.43 |
4.9% |
30% |
False |
False |
21,415 |
20 |
57.99 |
48.33 |
9.66 |
19.3% |
2.24 |
4.5% |
18% |
False |
False |
16,128 |
40 |
73.63 |
48.33 |
25.30 |
50.5% |
2.48 |
5.0% |
7% |
False |
False |
11,962 |
60 |
80.99 |
48.33 |
32.66 |
65.2% |
2.20 |
4.4% |
5% |
False |
False |
9,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.27 |
2.618 |
53.99 |
1.618 |
52.59 |
1.000 |
51.72 |
0.618 |
51.19 |
HIGH |
50.32 |
0.618 |
49.79 |
0.500 |
49.62 |
0.382 |
49.45 |
LOW |
48.92 |
0.618 |
48.05 |
1.000 |
47.52 |
1.618 |
46.65 |
2.618 |
45.25 |
4.250 |
42.97 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.92 |
49.96 |
PP |
49.77 |
49.84 |
S1 |
49.62 |
49.73 |
|