NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
44.43 |
44.63 |
0.20 |
0.5% |
45.20 |
| High |
44.96 |
48.35 |
3.39 |
7.5% |
48.35 |
| Low |
43.58 |
44.31 |
0.73 |
1.7% |
43.58 |
| Close |
44.53 |
48.24 |
3.71 |
8.3% |
48.24 |
| Range |
1.38 |
4.04 |
2.66 |
192.8% |
4.77 |
| ATR |
2.56 |
2.66 |
0.11 |
4.1% |
0.00 |
| Volume |
300,732 |
454,142 |
153,410 |
51.0% |
1,744,093 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.09 |
57.70 |
50.46 |
|
| R3 |
55.05 |
53.66 |
49.35 |
|
| R2 |
51.01 |
51.01 |
48.98 |
|
| R1 |
49.62 |
49.62 |
48.61 |
50.32 |
| PP |
46.97 |
46.97 |
46.97 |
47.31 |
| S1 |
45.58 |
45.58 |
47.87 |
46.28 |
| S2 |
42.93 |
42.93 |
47.50 |
|
| S3 |
38.89 |
41.54 |
47.13 |
|
| S4 |
34.85 |
37.50 |
46.02 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.03 |
59.41 |
50.86 |
|
| R3 |
56.26 |
54.64 |
49.55 |
|
| R2 |
51.49 |
51.49 |
49.11 |
|
| R1 |
49.87 |
49.87 |
48.68 |
50.68 |
| PP |
46.72 |
46.72 |
46.72 |
47.13 |
| S1 |
45.10 |
45.10 |
47.80 |
45.91 |
| S2 |
41.95 |
41.95 |
47.37 |
|
| S3 |
37.18 |
40.33 |
46.93 |
|
| S4 |
32.41 |
35.56 |
45.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.35 |
43.58 |
4.77 |
9.9% |
2.19 |
4.5% |
98% |
True |
False |
348,818 |
| 10 |
49.34 |
43.58 |
5.76 |
11.9% |
2.42 |
5.0% |
81% |
False |
False |
372,923 |
| 20 |
55.51 |
43.58 |
11.93 |
24.7% |
2.69 |
5.6% |
39% |
False |
False |
283,983 |
| 40 |
68.43 |
43.58 |
24.85 |
51.5% |
2.68 |
5.6% |
19% |
False |
False |
170,541 |
| 60 |
79.65 |
43.58 |
36.07 |
74.8% |
2.61 |
5.4% |
13% |
False |
False |
127,634 |
| 80 |
87.79 |
43.58 |
44.21 |
91.6% |
2.49 |
5.2% |
11% |
False |
False |
104,311 |
| 100 |
92.32 |
43.58 |
48.74 |
101.0% |
2.30 |
4.8% |
10% |
False |
False |
88,767 |
| 120 |
95.38 |
43.58 |
51.80 |
107.4% |
2.10 |
4.4% |
9% |
False |
False |
75,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.52 |
|
2.618 |
58.93 |
|
1.618 |
54.89 |
|
1.000 |
52.39 |
|
0.618 |
50.85 |
|
HIGH |
48.35 |
|
0.618 |
46.81 |
|
0.500 |
46.33 |
|
0.382 |
45.85 |
|
LOW |
44.31 |
|
0.618 |
41.81 |
|
1.000 |
40.27 |
|
1.618 |
37.77 |
|
2.618 |
33.73 |
|
4.250 |
27.14 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
47.60 |
47.48 |
| PP |
46.97 |
46.72 |
| S1 |
46.33 |
45.97 |
|