NYMEX Light Sweet Crude Oil Future July 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
49.10 |
49.70 |
0.60 |
1.2% |
51.73 |
High |
50.32 |
49.74 |
-0.58 |
-1.2% |
52.27 |
Low |
48.92 |
48.44 |
-0.48 |
-1.0% |
49.03 |
Close |
50.07 |
48.67 |
-1.40 |
-2.8% |
49.38 |
Range |
1.40 |
1.30 |
-0.10 |
-7.1% |
3.24 |
ATR |
2.32 |
2.27 |
-0.05 |
-2.1% |
0.00 |
Volume |
16,675 |
17,160 |
485 |
2.9% |
98,312 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.85 |
52.06 |
49.39 |
|
R3 |
51.55 |
50.76 |
49.03 |
|
R2 |
50.25 |
50.25 |
48.91 |
|
R1 |
49.46 |
49.46 |
48.79 |
49.21 |
PP |
48.95 |
48.95 |
48.95 |
48.82 |
S1 |
48.16 |
48.16 |
48.55 |
47.91 |
S2 |
47.65 |
47.65 |
48.43 |
|
S3 |
46.35 |
46.86 |
48.31 |
|
S4 |
45.05 |
45.56 |
47.96 |
|
|
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 |
8.0% |
1.88 |
3.9% |
7% |
False |
False |
23,409 |
10 |
54.14 |
48.40 |
5.74 |
11.8% |
2.36 |
4.9% |
5% |
False |
False |
21,919 |
20 |
57.31 |
48.33 |
8.98 |
18.5% |
2.19 |
4.5% |
4% |
False |
False |
16,835 |
40 |
70.20 |
48.33 |
21.87 |
44.9% |
2.35 |
4.8% |
2% |
False |
False |
12,269 |
60 |
80.60 |
48.33 |
32.27 |
66.3% |
2.21 |
4.5% |
1% |
False |
False |
9,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.27 |
2.618 |
53.14 |
1.618 |
51.84 |
1.000 |
51.04 |
0.618 |
50.54 |
HIGH |
49.74 |
0.618 |
49.24 |
0.500 |
49.09 |
0.382 |
48.94 |
LOW |
48.44 |
0.618 |
47.64 |
1.000 |
47.14 |
1.618 |
46.34 |
2.618 |
45.04 |
4.250 |
42.92 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
49.09 |
49.36 |
PP |
48.95 |
49.13 |
S1 |
48.81 |
48.90 |
|