NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
53.58 |
51.12 |
-2.46 |
-4.6% |
55.96 |
| High |
53.60 |
51.47 |
-2.13 |
-4.0% |
56.54 |
| Low |
50.82 |
48.79 |
-2.03 |
-4.0% |
52.99 |
| Close |
51.17 |
49.16 |
-2.01 |
-3.9% |
53.69 |
| Range |
2.78 |
2.68 |
-0.10 |
-3.6% |
3.55 |
| ATR |
2.63 |
2.64 |
0.00 |
0.1% |
0.00 |
| Volume |
28,407 |
41,545 |
13,138 |
46.2% |
83,015 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.85 |
56.18 |
50.63 |
|
| R3 |
55.17 |
53.50 |
49.90 |
|
| R2 |
52.49 |
52.49 |
49.65 |
|
| R1 |
50.82 |
50.82 |
49.41 |
50.32 |
| PP |
49.81 |
49.81 |
49.81 |
49.55 |
| S1 |
48.14 |
48.14 |
48.91 |
47.64 |
| S2 |
47.13 |
47.13 |
48.67 |
|
| S3 |
44.45 |
45.46 |
48.42 |
|
| S4 |
41.77 |
42.78 |
47.69 |
|
|
| 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 |
56.05 |
48.79 |
7.26 |
14.8% |
2.31 |
4.7% |
5% |
False |
True |
28,799 |
| 10 |
59.21 |
48.79 |
10.42 |
21.2% |
2.37 |
4.8% |
4% |
False |
True |
24,680 |
| 20 |
65.84 |
48.79 |
17.05 |
34.7% |
2.74 |
5.6% |
2% |
False |
True |
26,059 |
| 40 |
79.70 |
48.79 |
30.91 |
62.9% |
2.51 |
5.1% |
1% |
False |
True |
21,543 |
| 60 |
84.25 |
48.79 |
35.46 |
72.1% |
2.33 |
4.7% |
1% |
False |
True |
18,726 |
| 80 |
92.17 |
48.79 |
43.38 |
88.2% |
2.13 |
4.3% |
1% |
False |
True |
16,128 |
| 100 |
94.52 |
48.79 |
45.73 |
93.0% |
1.91 |
3.9% |
1% |
False |
True |
13,625 |
| 120 |
97.35 |
48.79 |
48.56 |
98.8% |
1.72 |
3.5% |
1% |
False |
True |
11,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.86 |
|
2.618 |
58.49 |
|
1.618 |
55.81 |
|
1.000 |
54.15 |
|
0.618 |
53.13 |
|
HIGH |
51.47 |
|
0.618 |
50.45 |
|
0.500 |
50.13 |
|
0.382 |
49.81 |
|
LOW |
48.79 |
|
0.618 |
47.13 |
|
1.000 |
46.11 |
|
1.618 |
44.45 |
|
2.618 |
41.77 |
|
4.250 |
37.40 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.13 |
52.42 |
| PP |
49.81 |
51.33 |
| S1 |
49.48 |
50.25 |
|