NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
49.43 |
48.88 |
-0.55 |
-1.1% |
53.05 |
| High |
50.07 |
48.88 |
-1.19 |
-2.4% |
53.12 |
| Low |
47.72 |
46.24 |
-1.48 |
-3.1% |
47.35 |
| Close |
48.99 |
46.76 |
-2.23 |
-4.6% |
48.99 |
| Range |
2.35 |
2.64 |
0.29 |
12.3% |
5.77 |
| ATR |
2.62 |
2.63 |
0.01 |
0.4% |
0.00 |
| Volume |
175,892 |
219,590 |
43,698 |
24.8% |
698,379 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.21 |
53.63 |
48.21 |
|
| R3 |
52.57 |
50.99 |
47.49 |
|
| R2 |
49.93 |
49.93 |
47.24 |
|
| R1 |
48.35 |
48.35 |
47.00 |
47.82 |
| PP |
47.29 |
47.29 |
47.29 |
47.03 |
| S1 |
45.71 |
45.71 |
46.52 |
45.18 |
| S2 |
44.65 |
44.65 |
46.28 |
|
| S3 |
42.01 |
43.07 |
46.03 |
|
| S4 |
39.37 |
40.43 |
45.31 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.13 |
63.83 |
52.16 |
|
| R3 |
61.36 |
58.06 |
50.58 |
|
| R2 |
55.59 |
55.59 |
50.05 |
|
| R1 |
52.29 |
52.29 |
49.52 |
51.06 |
| PP |
49.82 |
49.82 |
49.82 |
49.20 |
| S1 |
46.52 |
46.52 |
48.46 |
45.29 |
| S2 |
44.05 |
44.05 |
47.93 |
|
| S3 |
38.28 |
40.75 |
47.40 |
|
| S4 |
32.51 |
34.98 |
45.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.84 |
46.24 |
4.60 |
9.8% |
2.40 |
5.1% |
11% |
False |
True |
170,314 |
| 10 |
56.12 |
46.24 |
9.88 |
21.1% |
2.40 |
5.1% |
5% |
False |
True |
109,382 |
| 20 |
60.10 |
46.24 |
13.86 |
29.6% |
2.81 |
6.0% |
4% |
False |
True |
88,789 |
| 40 |
77.79 |
46.24 |
31.55 |
67.5% |
2.69 |
5.8% |
2% |
False |
True |
66,607 |
| 60 |
82.58 |
46.24 |
36.34 |
77.7% |
2.44 |
5.2% |
1% |
False |
True |
56,037 |
| 80 |
91.92 |
46.24 |
45.68 |
97.7% |
2.30 |
4.9% |
1% |
False |
True |
50,185 |
| 100 |
93.80 |
46.24 |
47.56 |
101.7% |
2.08 |
4.4% |
1% |
False |
True |
43,222 |
| 120 |
98.01 |
46.24 |
51.77 |
110.7% |
1.90 |
4.1% |
1% |
False |
True |
37,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.10 |
|
2.618 |
55.79 |
|
1.618 |
53.15 |
|
1.000 |
51.52 |
|
0.618 |
50.51 |
|
HIGH |
48.88 |
|
0.618 |
47.87 |
|
0.500 |
47.56 |
|
0.382 |
47.25 |
|
LOW |
46.24 |
|
0.618 |
44.61 |
|
1.000 |
43.60 |
|
1.618 |
41.97 |
|
2.618 |
39.33 |
|
4.250 |
35.02 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.56 |
48.16 |
| PP |
47.29 |
47.69 |
| S1 |
47.03 |
47.23 |
|