NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
54.70 |
54.78 |
0.08 |
0.1% |
55.96 |
| High |
54.96 |
56.05 |
1.09 |
2.0% |
56.54 |
| Low |
53.46 |
52.99 |
-0.47 |
-0.9% |
52.99 |
| Close |
54.26 |
53.69 |
-0.57 |
-1.1% |
53.69 |
| Range |
1.50 |
3.06 |
1.56 |
104.0% |
3.55 |
| ATR |
2.58 |
2.62 |
0.03 |
1.3% |
0.00 |
| Volume |
24,922 |
23,483 |
-1,439 |
-5.8% |
83,015 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.42 |
61.62 |
55.37 |
|
| R3 |
60.36 |
58.56 |
54.53 |
|
| R2 |
57.30 |
57.30 |
54.25 |
|
| R1 |
55.50 |
55.50 |
53.97 |
54.87 |
| PP |
54.24 |
54.24 |
54.24 |
53.93 |
| S1 |
52.44 |
52.44 |
53.41 |
51.81 |
| S2 |
51.18 |
51.18 |
53.13 |
|
| S3 |
48.12 |
49.38 |
52.85 |
|
| S4 |
45.06 |
46.32 |
52.01 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.06 |
62.92 |
55.64 |
|
| R3 |
61.51 |
59.37 |
54.67 |
|
| R2 |
57.96 |
57.96 |
54.34 |
|
| R1 |
55.82 |
55.82 |
54.02 |
55.12 |
| PP |
54.41 |
54.41 |
54.41 |
54.05 |
| S1 |
52.27 |
52.27 |
53.36 |
51.57 |
| S2 |
50.86 |
50.86 |
53.04 |
|
| S3 |
47.31 |
48.72 |
52.71 |
|
| S4 |
43.76 |
45.17 |
51.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.38 |
52.99 |
4.39 |
8.2% |
2.14 |
4.0% |
16% |
False |
True |
19,735 |
| 10 |
59.62 |
52.99 |
6.63 |
12.3% |
2.68 |
5.0% |
11% |
False |
True |
24,318 |
| 20 |
68.53 |
52.99 |
15.54 |
28.9% |
2.64 |
4.9% |
5% |
False |
True |
24,405 |
| 40 |
79.70 |
52.99 |
26.71 |
49.7% |
2.48 |
4.6% |
3% |
False |
True |
20,885 |
| 60 |
86.22 |
52.99 |
33.23 |
61.9% |
2.32 |
4.3% |
2% |
False |
True |
18,000 |
| 80 |
92.17 |
52.99 |
39.18 |
73.0% |
2.11 |
3.9% |
2% |
False |
True |
15,413 |
| 100 |
94.76 |
52.99 |
41.77 |
77.8% |
1.87 |
3.5% |
2% |
False |
True |
12,971 |
| 120 |
97.35 |
52.99 |
44.36 |
82.6% |
1.69 |
3.1% |
2% |
False |
True |
11,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.06 |
|
2.618 |
64.06 |
|
1.618 |
61.00 |
|
1.000 |
59.11 |
|
0.618 |
57.94 |
|
HIGH |
56.05 |
|
0.618 |
54.88 |
|
0.500 |
54.52 |
|
0.382 |
54.16 |
|
LOW |
52.99 |
|
0.618 |
51.10 |
|
1.000 |
49.93 |
|
1.618 |
48.04 |
|
2.618 |
44.98 |
|
4.250 |
39.99 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
54.52 |
54.52 |
| PP |
54.24 |
54.24 |
| S1 |
53.97 |
53.97 |
|