NYMEX Light Sweet Crude Oil Future March 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 |
54.20 |
53.05 |
-1.15 |
-2.1% |
55.45 |
| High |
55.51 |
53.12 |
-2.39 |
-4.3% |
56.12 |
| Low |
52.46 |
50.16 |
-2.30 |
-4.4% |
52.46 |
| Close |
53.11 |
50.52 |
-2.59 |
-4.9% |
53.11 |
| Range |
3.05 |
2.96 |
-0.09 |
-3.0% |
3.66 |
| ATR |
2.70 |
2.72 |
0.02 |
0.7% |
0.00 |
| Volume |
51,086 |
66,396 |
15,310 |
30.0% |
175,851 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.15 |
58.29 |
52.15 |
|
| R3 |
57.19 |
55.33 |
51.33 |
|
| R2 |
54.23 |
54.23 |
51.06 |
|
| R1 |
52.37 |
52.37 |
50.79 |
51.82 |
| PP |
51.27 |
51.27 |
51.27 |
50.99 |
| S1 |
49.41 |
49.41 |
50.25 |
48.86 |
| S2 |
48.31 |
48.31 |
49.98 |
|
| S3 |
45.35 |
46.45 |
49.71 |
|
| S4 |
42.39 |
43.49 |
48.89 |
|
|
| 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 |
56.12 |
50.16 |
5.96 |
11.8% |
2.39 |
4.7% |
6% |
False |
True |
48,449 |
| 10 |
58.88 |
50.16 |
8.72 |
17.3% |
2.59 |
5.1% |
4% |
False |
True |
54,334 |
| 20 |
67.07 |
50.16 |
16.91 |
33.5% |
2.80 |
5.5% |
2% |
False |
True |
58,948 |
| 40 |
79.65 |
50.16 |
29.49 |
58.4% |
2.60 |
5.2% |
1% |
False |
True |
50,283 |
| 60 |
86.05 |
50.16 |
35.89 |
71.0% |
2.47 |
4.9% |
1% |
False |
True |
45,265 |
| 80 |
92.32 |
50.16 |
42.16 |
83.5% |
2.25 |
4.5% |
1% |
False |
True |
40,970 |
| 100 |
95.10 |
50.16 |
44.94 |
89.0% |
2.03 |
4.0% |
1% |
False |
True |
35,212 |
| 120 |
98.02 |
50.16 |
47.86 |
94.7% |
1.84 |
3.6% |
1% |
False |
True |
31,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.70 |
|
2.618 |
60.87 |
|
1.618 |
57.91 |
|
1.000 |
56.08 |
|
0.618 |
54.95 |
|
HIGH |
53.12 |
|
0.618 |
51.99 |
|
0.500 |
51.64 |
|
0.382 |
51.29 |
|
LOW |
50.16 |
|
0.618 |
48.33 |
|
1.000 |
47.20 |
|
1.618 |
45.37 |
|
2.618 |
42.41 |
|
4.250 |
37.58 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.64 |
52.84 |
| PP |
51.27 |
52.06 |
| S1 |
50.89 |
51.29 |
|