NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
47.16 |
47.36 |
0.20 |
0.4% |
53.58 |
| High |
48.06 |
50.03 |
1.97 |
4.1% |
53.60 |
| Low |
45.54 |
46.40 |
0.86 |
1.9% |
48.05 |
| Close |
47.24 |
49.62 |
2.38 |
5.0% |
49.73 |
| Range |
2.52 |
3.63 |
1.11 |
44.0% |
5.55 |
| ATR |
2.55 |
2.62 |
0.08 |
3.0% |
0.00 |
| Volume |
67,473 |
74,006 |
6,533 |
9.7% |
286,737 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.57 |
58.23 |
51.62 |
|
| R3 |
55.94 |
54.60 |
50.62 |
|
| R2 |
52.31 |
52.31 |
50.29 |
|
| R1 |
50.97 |
50.97 |
49.95 |
51.64 |
| PP |
48.68 |
48.68 |
48.68 |
49.02 |
| S1 |
47.34 |
47.34 |
49.29 |
48.01 |
| S2 |
45.05 |
45.05 |
48.95 |
|
| S3 |
41.42 |
43.71 |
48.62 |
|
| S4 |
37.79 |
40.08 |
47.62 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.11 |
63.97 |
52.78 |
|
| R3 |
61.56 |
58.42 |
51.26 |
|
| R2 |
56.01 |
56.01 |
50.75 |
|
| R1 |
52.87 |
52.87 |
50.24 |
51.67 |
| PP |
50.46 |
50.46 |
50.46 |
49.86 |
| S1 |
47.32 |
47.32 |
49.22 |
46.12 |
| S2 |
44.91 |
44.91 |
48.71 |
|
| S3 |
39.36 |
41.77 |
48.20 |
|
| S4 |
33.81 |
36.22 |
46.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.75 |
45.54 |
5.21 |
10.5% |
2.55 |
5.1% |
78% |
False |
False |
66,787 |
| 10 |
56.05 |
45.54 |
10.51 |
21.2% |
2.51 |
5.1% |
39% |
False |
False |
53,473 |
| 20 |
59.74 |
45.54 |
14.20 |
28.6% |
2.75 |
5.5% |
29% |
False |
False |
39,425 |
| 40 |
77.75 |
45.54 |
32.21 |
64.9% |
2.59 |
5.2% |
13% |
False |
False |
29,516 |
| 60 |
82.03 |
45.54 |
36.49 |
73.5% |
2.33 |
4.7% |
11% |
False |
False |
24,309 |
| 80 |
91.36 |
45.54 |
45.82 |
92.3% |
2.23 |
4.5% |
9% |
False |
False |
20,949 |
| 100 |
93.50 |
45.54 |
47.96 |
96.7% |
2.00 |
4.0% |
9% |
False |
False |
17,630 |
| 120 |
97.06 |
45.54 |
51.52 |
103.8% |
1.81 |
3.6% |
8% |
False |
False |
15,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.46 |
|
2.618 |
59.53 |
|
1.618 |
55.90 |
|
1.000 |
53.66 |
|
0.618 |
52.27 |
|
HIGH |
50.03 |
|
0.618 |
48.64 |
|
0.500 |
48.22 |
|
0.382 |
47.79 |
|
LOW |
46.40 |
|
0.618 |
44.16 |
|
1.000 |
42.77 |
|
1.618 |
40.53 |
|
2.618 |
36.90 |
|
4.250 |
30.97 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.15 |
49.01 |
| PP |
48.68 |
48.40 |
| S1 |
48.22 |
47.79 |
|