NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
53.76 |
52.61 |
-1.15 |
-2.1% |
55.05 |
| High |
55.11 |
52.73 |
-2.38 |
-4.3% |
55.74 |
| Low |
52.03 |
49.68 |
-2.35 |
-4.5% |
52.03 |
| Close |
52.69 |
50.04 |
-2.65 |
-5.0% |
52.69 |
| Range |
3.08 |
3.05 |
-0.03 |
-1.0% |
3.71 |
| ATR |
2.75 |
2.77 |
0.02 |
0.8% |
0.00 |
| Volume |
268,708 |
375,782 |
107,074 |
39.8% |
962,159 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.97 |
58.05 |
51.72 |
|
| R3 |
56.92 |
55.00 |
50.88 |
|
| R2 |
53.87 |
53.87 |
50.60 |
|
| R1 |
51.95 |
51.95 |
50.32 |
51.39 |
| PP |
50.82 |
50.82 |
50.82 |
50.53 |
| S1 |
48.90 |
48.90 |
49.76 |
48.34 |
| S2 |
47.77 |
47.77 |
49.48 |
|
| S3 |
44.72 |
45.85 |
49.20 |
|
| S4 |
41.67 |
42.80 |
48.36 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.62 |
62.36 |
54.73 |
|
| R3 |
60.91 |
58.65 |
53.71 |
|
| R2 |
57.20 |
57.20 |
53.37 |
|
| R1 |
54.94 |
54.94 |
53.03 |
54.22 |
| PP |
53.49 |
53.49 |
53.49 |
53.12 |
| S1 |
51.23 |
51.23 |
52.35 |
50.51 |
| S2 |
49.78 |
49.78 |
52.01 |
|
| S3 |
46.07 |
47.52 |
51.67 |
|
| S4 |
42.36 |
43.81 |
50.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.74 |
49.68 |
6.06 |
12.1% |
2.43 |
4.9% |
6% |
False |
True |
267,588 |
| 10 |
58.53 |
49.68 |
8.85 |
17.7% |
2.62 |
5.2% |
4% |
False |
True |
257,497 |
| 20 |
66.97 |
49.68 |
17.29 |
34.6% |
2.84 |
5.7% |
2% |
False |
True |
227,134 |
| 40 |
79.69 |
49.68 |
30.01 |
60.0% |
2.65 |
5.3% |
1% |
False |
True |
138,497 |
| 60 |
86.32 |
49.68 |
36.64 |
73.2% |
2.52 |
5.0% |
1% |
False |
True |
102,365 |
| 80 |
92.63 |
49.68 |
42.95 |
85.8% |
2.32 |
4.6% |
1% |
False |
True |
81,779 |
| 100 |
95.39 |
49.68 |
45.71 |
91.3% |
2.10 |
4.2% |
1% |
False |
True |
67,400 |
| 120 |
98.68 |
49.68 |
49.00 |
97.9% |
1.91 |
3.8% |
1% |
False |
True |
57,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.69 |
|
2.618 |
60.71 |
|
1.618 |
57.66 |
|
1.000 |
55.78 |
|
0.618 |
54.61 |
|
HIGH |
52.73 |
|
0.618 |
51.56 |
|
0.500 |
51.21 |
|
0.382 |
50.85 |
|
LOW |
49.68 |
|
0.618 |
47.80 |
|
1.000 |
46.63 |
|
1.618 |
44.75 |
|
2.618 |
41.70 |
|
4.250 |
36.72 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.21 |
52.40 |
| PP |
50.82 |
51.61 |
| S1 |
50.43 |
50.83 |
|