NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
48.92 |
48.19 |
-0.73 |
-1.5% |
52.61 |
| High |
49.61 |
48.19 |
-1.42 |
-2.9% |
52.73 |
| Low |
47.16 |
45.62 |
-1.54 |
-3.3% |
46.83 |
| Close |
48.36 |
46.07 |
-2.29 |
-4.7% |
48.36 |
| Range |
2.45 |
2.57 |
0.12 |
4.9% |
5.90 |
| ATR |
2.68 |
2.68 |
0.00 |
0.2% |
0.00 |
| Volume |
421,007 |
394,946 |
-26,061 |
-6.2% |
2,070,595 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.34 |
52.77 |
47.48 |
|
| R3 |
51.77 |
50.20 |
46.78 |
|
| R2 |
49.20 |
49.20 |
46.54 |
|
| R1 |
47.63 |
47.63 |
46.31 |
47.13 |
| PP |
46.63 |
46.63 |
46.63 |
46.38 |
| S1 |
45.06 |
45.06 |
45.83 |
44.56 |
| S2 |
44.06 |
44.06 |
45.60 |
|
| S3 |
41.49 |
42.49 |
45.36 |
|
| S4 |
38.92 |
39.92 |
44.66 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.01 |
63.58 |
51.61 |
|
| R3 |
61.11 |
57.68 |
49.98 |
|
| R2 |
55.21 |
55.21 |
49.44 |
|
| R1 |
51.78 |
51.78 |
48.90 |
50.55 |
| PP |
49.31 |
49.31 |
49.31 |
48.69 |
| S1 |
45.88 |
45.88 |
47.82 |
44.65 |
| S2 |
43.41 |
43.41 |
47.28 |
|
| S3 |
37.51 |
39.98 |
46.74 |
|
| S4 |
31.61 |
34.08 |
45.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.37 |
45.62 |
4.75 |
10.3% |
2.45 |
5.3% |
9% |
False |
True |
417,951 |
| 10 |
55.74 |
45.62 |
10.12 |
22.0% |
2.44 |
5.3% |
4% |
False |
True |
342,770 |
| 20 |
59.79 |
45.62 |
14.17 |
30.8% |
2.86 |
6.2% |
3% |
False |
True |
305,399 |
| 40 |
77.81 |
45.62 |
32.19 |
69.9% |
2.74 |
5.9% |
1% |
False |
True |
185,488 |
| 60 |
82.97 |
45.62 |
37.35 |
81.1% |
2.49 |
5.4% |
1% |
False |
True |
134,774 |
| 80 |
92.47 |
45.62 |
46.85 |
101.7% |
2.36 |
5.1% |
1% |
False |
True |
106,783 |
| 100 |
93.83 |
45.62 |
48.21 |
104.6% |
2.15 |
4.7% |
1% |
False |
True |
87,980 |
| 120 |
98.68 |
45.62 |
53.06 |
115.2% |
1.97 |
4.3% |
1% |
False |
True |
74,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.11 |
|
2.618 |
54.92 |
|
1.618 |
52.35 |
|
1.000 |
50.76 |
|
0.618 |
49.78 |
|
HIGH |
48.19 |
|
0.618 |
47.21 |
|
0.500 |
46.91 |
|
0.382 |
46.60 |
|
LOW |
45.62 |
|
0.618 |
44.03 |
|
1.000 |
43.05 |
|
1.618 |
41.46 |
|
2.618 |
38.89 |
|
4.250 |
34.70 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
46.91 |
47.64 |
| PP |
46.63 |
47.11 |
| S1 |
46.35 |
46.59 |
|