NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
52.61 |
50.00 |
-2.61 |
-5.0% |
55.05 |
| High |
52.73 |
50.37 |
-2.36 |
-4.5% |
55.74 |
| Low |
49.68 |
47.55 |
-2.13 |
-4.3% |
52.03 |
| Close |
50.04 |
47.93 |
-2.11 |
-4.2% |
52.69 |
| Range |
3.05 |
2.82 |
-0.23 |
-7.5% |
3.71 |
| ATR |
2.77 |
2.77 |
0.00 |
0.1% |
0.00 |
| Volume |
375,782 |
451,642 |
75,860 |
20.2% |
962,159 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.08 |
55.32 |
49.48 |
|
| R3 |
54.26 |
52.50 |
48.71 |
|
| R2 |
51.44 |
51.44 |
48.45 |
|
| R1 |
49.68 |
49.68 |
48.19 |
49.15 |
| PP |
48.62 |
48.62 |
48.62 |
48.35 |
| S1 |
46.86 |
46.86 |
47.67 |
46.33 |
| S2 |
45.80 |
45.80 |
47.41 |
|
| S3 |
42.98 |
44.04 |
47.15 |
|
| S4 |
40.16 |
41.22 |
46.38 |
|
|
| 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 |
55.11 |
47.55 |
7.56 |
15.8% |
2.43 |
5.1% |
5% |
False |
True |
309,641 |
| 10 |
58.53 |
47.55 |
10.98 |
22.9% |
2.51 |
5.2% |
3% |
False |
True |
264,307 |
| 20 |
65.61 |
47.55 |
18.06 |
37.7% |
2.90 |
6.0% |
2% |
False |
True |
246,911 |
| 40 |
79.69 |
47.55 |
32.14 |
67.1% |
2.68 |
5.6% |
1% |
False |
True |
148,378 |
| 60 |
84.75 |
47.55 |
37.20 |
77.6% |
2.51 |
5.2% |
1% |
False |
True |
109,385 |
| 80 |
92.63 |
47.55 |
45.08 |
94.1% |
2.32 |
4.8% |
1% |
False |
True |
87,127 |
| 100 |
95.25 |
47.55 |
47.70 |
99.5% |
2.11 |
4.4% |
1% |
False |
True |
71,857 |
| 120 |
98.68 |
47.55 |
51.13 |
106.7% |
1.93 |
4.0% |
1% |
False |
True |
60,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.36 |
|
2.618 |
57.75 |
|
1.618 |
54.93 |
|
1.000 |
53.19 |
|
0.618 |
52.11 |
|
HIGH |
50.37 |
|
0.618 |
49.29 |
|
0.500 |
48.96 |
|
0.382 |
48.63 |
|
LOW |
47.55 |
|
0.618 |
45.81 |
|
1.000 |
44.73 |
|
1.618 |
42.99 |
|
2.618 |
40.17 |
|
4.250 |
35.57 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.96 |
51.33 |
| PP |
48.62 |
50.20 |
| S1 |
48.27 |
49.06 |
|