NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
50.00 |
48.00 |
-2.00 |
-4.0% |
55.05 |
| High |
50.37 |
49.31 |
-1.06 |
-2.1% |
55.74 |
| Low |
47.55 |
46.83 |
-0.72 |
-1.5% |
52.03 |
| Close |
47.93 |
48.65 |
0.72 |
1.5% |
52.69 |
| Range |
2.82 |
2.48 |
-0.34 |
-12.1% |
3.71 |
| ATR |
2.77 |
2.75 |
-0.02 |
-0.8% |
0.00 |
| Volume |
451,642 |
460,083 |
8,441 |
1.9% |
962,159 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.70 |
54.66 |
50.01 |
|
| R3 |
53.22 |
52.18 |
49.33 |
|
| R2 |
50.74 |
50.74 |
49.10 |
|
| R1 |
49.70 |
49.70 |
48.88 |
50.22 |
| PP |
48.26 |
48.26 |
48.26 |
48.53 |
| S1 |
47.22 |
47.22 |
48.42 |
47.74 |
| S2 |
45.78 |
45.78 |
48.20 |
|
| S3 |
43.30 |
44.74 |
47.97 |
|
| S4 |
40.82 |
42.26 |
47.29 |
|
|
| 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 |
46.83 |
8.28 |
17.0% |
2.60 |
5.3% |
22% |
False |
True |
357,946 |
| 10 |
57.56 |
46.83 |
10.73 |
22.1% |
2.41 |
5.0% |
17% |
False |
True |
282,584 |
| 20 |
64.35 |
46.83 |
17.52 |
36.0% |
2.89 |
5.9% |
10% |
False |
True |
266,317 |
| 40 |
79.69 |
46.83 |
32.86 |
67.5% |
2.70 |
5.5% |
6% |
False |
True |
159,022 |
| 60 |
84.34 |
46.83 |
37.51 |
77.1% |
2.51 |
5.1% |
5% |
False |
True |
116,618 |
| 80 |
92.63 |
46.83 |
45.80 |
94.1% |
2.34 |
4.8% |
4% |
False |
True |
92,592 |
| 100 |
93.90 |
46.83 |
47.07 |
96.8% |
2.11 |
4.3% |
4% |
False |
True |
76,392 |
| 120 |
98.68 |
46.83 |
51.85 |
106.6% |
1.94 |
4.0% |
4% |
False |
True |
64,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.85 |
|
2.618 |
55.80 |
|
1.618 |
53.32 |
|
1.000 |
51.79 |
|
0.618 |
50.84 |
|
HIGH |
49.31 |
|
0.618 |
48.36 |
|
0.500 |
48.07 |
|
0.382 |
47.78 |
|
LOW |
46.83 |
|
0.618 |
45.30 |
|
1.000 |
44.35 |
|
1.618 |
42.82 |
|
2.618 |
40.34 |
|
4.250 |
36.29 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.46 |
49.78 |
| PP |
48.26 |
49.40 |
| S1 |
48.07 |
49.03 |
|