NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
54.25 |
54.20 |
-0.05 |
-0.1% |
55.45 |
| High |
54.44 |
55.51 |
1.07 |
2.0% |
56.12 |
| Low |
52.87 |
52.46 |
-0.41 |
-0.8% |
52.46 |
| Close |
53.70 |
53.11 |
-0.59 |
-1.1% |
53.11 |
| Range |
1.57 |
3.05 |
1.48 |
94.3% |
3.66 |
| ATR |
2.67 |
2.70 |
0.03 |
1.0% |
0.00 |
| Volume |
48,182 |
51,086 |
2,904 |
6.0% |
175,851 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.84 |
61.03 |
54.79 |
|
| R3 |
59.79 |
57.98 |
53.95 |
|
| R2 |
56.74 |
56.74 |
53.67 |
|
| R1 |
54.93 |
54.93 |
53.39 |
54.31 |
| PP |
53.69 |
53.69 |
53.69 |
53.39 |
| S1 |
51.88 |
51.88 |
52.83 |
51.26 |
| S2 |
50.64 |
50.64 |
52.55 |
|
| S3 |
47.59 |
48.83 |
52.27 |
|
| S4 |
44.54 |
45.78 |
51.43 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.88 |
62.65 |
55.12 |
|
| R3 |
61.22 |
58.99 |
54.12 |
|
| R2 |
57.56 |
57.56 |
53.78 |
|
| R1 |
55.33 |
55.33 |
53.45 |
54.62 |
| PP |
53.90 |
53.90 |
53.90 |
53.54 |
| S1 |
51.67 |
51.67 |
52.77 |
50.96 |
| S2 |
50.24 |
50.24 |
52.44 |
|
| S3 |
46.58 |
48.01 |
52.10 |
|
| S4 |
42.92 |
44.35 |
51.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.96 |
52.46 |
4.50 |
8.5% |
2.21 |
4.2% |
14% |
False |
True |
40,963 |
| 10 |
59.31 |
52.46 |
6.85 |
12.9% |
2.76 |
5.2% |
9% |
False |
True |
55,966 |
| 20 |
68.40 |
52.46 |
15.94 |
30.0% |
2.75 |
5.2% |
4% |
False |
True |
57,509 |
| 40 |
79.65 |
52.46 |
27.19 |
51.2% |
2.59 |
4.9% |
2% |
False |
True |
49,822 |
| 60 |
86.49 |
52.46 |
34.03 |
64.1% |
2.45 |
4.6% |
2% |
False |
True |
44,832 |
| 80 |
92.32 |
52.46 |
39.86 |
75.1% |
2.23 |
4.2% |
2% |
False |
True |
40,417 |
| 100 |
95.10 |
52.46 |
42.64 |
80.3% |
2.01 |
3.8% |
2% |
False |
True |
34,624 |
| 120 |
98.02 |
52.46 |
45.56 |
85.8% |
1.83 |
3.4% |
1% |
False |
True |
30,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.47 |
|
2.618 |
63.49 |
|
1.618 |
60.44 |
|
1.000 |
58.56 |
|
0.618 |
57.39 |
|
HIGH |
55.51 |
|
0.618 |
54.34 |
|
0.500 |
53.99 |
|
0.382 |
53.63 |
|
LOW |
52.46 |
|
0.618 |
50.58 |
|
1.000 |
49.41 |
|
1.618 |
47.53 |
|
2.618 |
44.48 |
|
4.250 |
39.50 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
53.99 |
53.99 |
| PP |
53.69 |
53.69 |
| S1 |
53.40 |
53.40 |
|