NYMEX Light Sweet Crude Oil Future March 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 |
50.44 |
48.46 |
-1.98 |
-3.9% |
55.45 |
| High |
50.84 |
49.78 |
-1.06 |
-2.1% |
56.12 |
| Low |
48.09 |
47.35 |
-0.74 |
-1.5% |
52.46 |
| Close |
48.46 |
49.08 |
0.62 |
1.3% |
53.11 |
| Range |
2.75 |
2.43 |
-0.32 |
-11.6% |
3.66 |
| ATR |
2.72 |
2.70 |
-0.02 |
-0.8% |
0.00 |
| Volume |
110,960 |
162,091 |
51,131 |
46.1% |
175,851 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.03 |
54.98 |
50.42 |
|
| R3 |
53.60 |
52.55 |
49.75 |
|
| R2 |
51.17 |
51.17 |
49.53 |
|
| R1 |
50.12 |
50.12 |
49.30 |
50.65 |
| PP |
48.74 |
48.74 |
48.74 |
49.00 |
| S1 |
47.69 |
47.69 |
48.86 |
48.22 |
| S2 |
46.31 |
46.31 |
48.63 |
|
| S3 |
43.88 |
45.26 |
48.41 |
|
| S4 |
41.45 |
42.83 |
47.74 |
|
|
| 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 |
55.51 |
47.35 |
8.16 |
16.6% |
2.55 |
5.2% |
21% |
False |
True |
87,743 |
| 10 |
57.91 |
47.35 |
10.56 |
21.5% |
2.37 |
4.8% |
16% |
False |
True |
65,579 |
| 20 |
64.56 |
47.35 |
17.21 |
35.1% |
2.83 |
5.8% |
10% |
False |
True |
68,795 |
| 40 |
79.65 |
47.35 |
32.30 |
65.8% |
2.65 |
5.4% |
5% |
False |
True |
54,969 |
| 60 |
84.10 |
47.35 |
36.75 |
74.9% |
2.46 |
5.0% |
5% |
False |
True |
48,471 |
| 80 |
92.32 |
47.35 |
44.97 |
91.6% |
2.28 |
4.6% |
4% |
False |
True |
43,667 |
| 100 |
93.80 |
47.35 |
46.45 |
94.6% |
2.04 |
4.2% |
4% |
False |
True |
37,750 |
| 120 |
98.02 |
47.35 |
50.67 |
103.2% |
1.87 |
3.8% |
3% |
False |
True |
33,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.11 |
|
2.618 |
56.14 |
|
1.618 |
53.71 |
|
1.000 |
52.21 |
|
0.618 |
51.28 |
|
HIGH |
49.78 |
|
0.618 |
48.85 |
|
0.500 |
48.57 |
|
0.382 |
48.28 |
|
LOW |
47.35 |
|
0.618 |
45.85 |
|
1.000 |
44.92 |
|
1.618 |
43.42 |
|
2.618 |
40.99 |
|
4.250 |
37.02 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.91 |
50.24 |
| PP |
48.74 |
49.85 |
| S1 |
48.57 |
49.47 |
|