NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
46.63 |
45.20 |
-1.43 |
-3.1% |
49.20 |
| High |
47.76 |
46.41 |
-1.35 |
-2.8% |
49.20 |
| Low |
45.21 |
44.35 |
-0.86 |
-1.9% |
45.21 |
| Close |
45.59 |
45.15 |
-0.44 |
-1.0% |
45.59 |
| Range |
2.55 |
2.06 |
-0.49 |
-19.2% |
3.99 |
| ATR |
2.81 |
2.76 |
-0.05 |
-1.9% |
0.00 |
| Volume |
374,289 |
310,638 |
-63,651 |
-17.0% |
1,580,262 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.48 |
50.38 |
46.28 |
|
| R3 |
49.42 |
48.32 |
45.72 |
|
| R2 |
47.36 |
47.36 |
45.53 |
|
| R1 |
46.26 |
46.26 |
45.34 |
45.78 |
| PP |
45.30 |
45.30 |
45.30 |
45.07 |
| S1 |
44.20 |
44.20 |
44.96 |
43.72 |
| S2 |
43.24 |
43.24 |
44.77 |
|
| S3 |
41.18 |
42.14 |
44.58 |
|
| S4 |
39.12 |
40.08 |
44.02 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.64 |
56.10 |
47.78 |
|
| R3 |
54.65 |
52.11 |
46.69 |
|
| R2 |
50.66 |
50.66 |
46.32 |
|
| R1 |
48.12 |
48.12 |
45.96 |
47.40 |
| PP |
46.67 |
46.67 |
46.67 |
46.30 |
| S1 |
44.13 |
44.13 |
45.22 |
43.41 |
| S2 |
42.68 |
42.68 |
44.86 |
|
| S3 |
38.69 |
40.14 |
44.49 |
|
| S4 |
34.70 |
36.15 |
43.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.20 |
44.35 |
4.85 |
10.7% |
2.47 |
5.5% |
16% |
False |
True |
378,180 |
| 10 |
51.73 |
44.35 |
7.38 |
16.3% |
2.95 |
6.5% |
11% |
False |
True |
349,674 |
| 20 |
56.96 |
44.35 |
12.61 |
27.9% |
2.64 |
5.9% |
6% |
False |
True |
219,997 |
| 40 |
74.53 |
44.35 |
30.18 |
66.8% |
2.88 |
6.4% |
3% |
False |
True |
139,343 |
| 60 |
82.19 |
44.35 |
37.84 |
83.8% |
2.58 |
5.7% |
2% |
False |
True |
105,366 |
| 80 |
90.26 |
44.35 |
45.91 |
101.7% |
2.48 |
5.5% |
2% |
False |
True |
88,549 |
| 100 |
93.80 |
44.35 |
49.45 |
109.5% |
2.27 |
5.0% |
2% |
False |
True |
75,047 |
| 120 |
95.56 |
44.35 |
51.21 |
113.4% |
2.05 |
4.5% |
2% |
False |
True |
64,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.17 |
|
2.618 |
51.80 |
|
1.618 |
49.74 |
|
1.000 |
48.47 |
|
0.618 |
47.68 |
|
HIGH |
46.41 |
|
0.618 |
45.62 |
|
0.500 |
45.38 |
|
0.382 |
45.14 |
|
LOW |
44.35 |
|
0.618 |
43.08 |
|
1.000 |
42.29 |
|
1.618 |
41.02 |
|
2.618 |
38.96 |
|
4.250 |
35.60 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.38 |
46.72 |
| PP |
45.30 |
46.20 |
| S1 |
45.23 |
45.67 |
|