NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
49.20 |
46.69 |
-2.51 |
-5.1% |
48.88 |
| High |
49.20 |
48.20 |
-1.00 |
-2.0% |
51.73 |
| Low |
46.34 |
46.55 |
0.21 |
0.5% |
44.78 |
| Close |
46.47 |
47.78 |
1.31 |
2.8% |
49.13 |
| Range |
2.86 |
1.65 |
-1.21 |
-42.3% |
6.95 |
| ATR |
2.89 |
2.80 |
-0.08 |
-2.9% |
0.00 |
| Volume |
438,892 |
340,252 |
-98,640 |
-22.5% |
1,605,849 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.46 |
51.77 |
48.69 |
|
| R3 |
50.81 |
50.12 |
48.23 |
|
| R2 |
49.16 |
49.16 |
48.08 |
|
| R1 |
48.47 |
48.47 |
47.93 |
48.82 |
| PP |
47.51 |
47.51 |
47.51 |
47.68 |
| S1 |
46.82 |
46.82 |
47.63 |
47.17 |
| S2 |
45.86 |
45.86 |
47.48 |
|
| S3 |
44.21 |
45.17 |
47.33 |
|
| S4 |
42.56 |
43.52 |
46.87 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.40 |
66.21 |
52.95 |
|
| R3 |
62.45 |
59.26 |
51.04 |
|
| R2 |
55.50 |
55.50 |
50.40 |
|
| R1 |
52.31 |
52.31 |
49.77 |
53.91 |
| PP |
48.55 |
48.55 |
48.55 |
49.34 |
| S1 |
45.36 |
45.36 |
48.49 |
46.96 |
| S2 |
41.60 |
41.60 |
47.86 |
|
| S3 |
34.65 |
38.41 |
47.22 |
|
| S4 |
27.70 |
31.46 |
45.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.73 |
45.65 |
6.08 |
12.7% |
3.28 |
6.9% |
35% |
False |
False |
377,409 |
| 10 |
51.73 |
44.78 |
6.95 |
14.5% |
2.83 |
5.9% |
43% |
False |
False |
290,601 |
| 20 |
58.88 |
44.78 |
14.10 |
29.5% |
2.65 |
5.5% |
21% |
False |
False |
173,504 |
| 40 |
77.79 |
44.78 |
33.01 |
69.1% |
2.84 |
5.9% |
9% |
False |
False |
114,267 |
| 60 |
82.19 |
44.78 |
37.41 |
78.3% |
2.51 |
5.3% |
8% |
False |
False |
88,187 |
| 80 |
91.92 |
44.78 |
47.14 |
98.7% |
2.45 |
5.1% |
6% |
False |
False |
75,602 |
| 100 |
93.80 |
44.78 |
49.02 |
102.6% |
2.22 |
4.7% |
6% |
False |
False |
64,299 |
| 120 |
95.76 |
44.78 |
50.98 |
106.7% |
2.01 |
4.2% |
6% |
False |
False |
55,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.21 |
|
2.618 |
52.52 |
|
1.618 |
50.87 |
|
1.000 |
49.85 |
|
0.618 |
49.22 |
|
HIGH |
48.20 |
|
0.618 |
47.57 |
|
0.500 |
47.38 |
|
0.382 |
47.18 |
|
LOW |
46.55 |
|
0.618 |
45.53 |
|
1.000 |
44.90 |
|
1.618 |
43.88 |
|
2.618 |
42.23 |
|
4.250 |
39.54 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.65 |
47.84 |
| PP |
47.51 |
47.82 |
| S1 |
47.38 |
47.80 |
|