NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
49.00 |
49.61 |
0.61 |
1.2% |
55.96 |
| High |
50.43 |
50.64 |
0.21 |
0.4% |
56.54 |
| Low |
48.05 |
48.91 |
0.86 |
1.8% |
52.99 |
| Close |
49.72 |
49.98 |
0.26 |
0.5% |
53.69 |
| Range |
2.38 |
1.73 |
-0.65 |
-27.3% |
3.55 |
| ATR |
2.62 |
2.56 |
-0.06 |
-2.4% |
0.00 |
| Volume |
82,434 |
64,467 |
-17,967 |
-21.8% |
83,015 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.03 |
54.24 |
50.93 |
|
| R3 |
53.30 |
52.51 |
50.46 |
|
| R2 |
51.57 |
51.57 |
50.30 |
|
| R1 |
50.78 |
50.78 |
50.14 |
51.18 |
| PP |
49.84 |
49.84 |
49.84 |
50.04 |
| S1 |
49.05 |
49.05 |
49.82 |
49.45 |
| S2 |
48.11 |
48.11 |
49.66 |
|
| S3 |
46.38 |
47.32 |
49.50 |
|
| S4 |
44.65 |
45.59 |
49.03 |
|
|
| 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 |
48.05 |
8.00 |
16.0% |
2.53 |
5.1% |
24% |
False |
False |
48,067 |
| 10 |
57.80 |
48.05 |
9.75 |
19.5% |
2.21 |
4.4% |
20% |
False |
False |
33,600 |
| 20 |
63.78 |
48.05 |
15.73 |
31.5% |
2.73 |
5.5% |
12% |
False |
False |
31,110 |
| 40 |
77.96 |
48.05 |
29.91 |
59.8% |
2.52 |
5.0% |
6% |
False |
False |
24,423 |
| 60 |
83.28 |
48.05 |
35.23 |
70.5% |
2.34 |
4.7% |
5% |
False |
False |
20,765 |
| 80 |
92.17 |
48.05 |
44.12 |
88.3% |
2.15 |
4.3% |
4% |
False |
False |
17,790 |
| 100 |
93.50 |
48.05 |
45.45 |
90.9% |
1.92 |
3.8% |
4% |
False |
False |
15,049 |
| 120 |
97.35 |
48.05 |
49.30 |
98.6% |
1.74 |
3.5% |
4% |
False |
False |
13,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.99 |
|
2.618 |
55.17 |
|
1.618 |
53.44 |
|
1.000 |
52.37 |
|
0.618 |
51.71 |
|
HIGH |
50.64 |
|
0.618 |
49.98 |
|
0.500 |
49.78 |
|
0.382 |
49.57 |
|
LOW |
48.91 |
|
0.618 |
47.84 |
|
1.000 |
47.18 |
|
1.618 |
46.11 |
|
2.618 |
44.38 |
|
4.250 |
41.56 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.91 |
49.91 |
| PP |
49.84 |
49.83 |
| S1 |
49.78 |
49.76 |
|