NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
49.88 |
47.38 |
-2.50 |
-5.0% |
49.60 |
| High |
49.88 |
48.87 |
-1.01 |
-2.0% |
52.27 |
| Low |
47.06 |
47.27 |
0.21 |
0.4% |
45.54 |
| Close |
47.17 |
48.43 |
1.26 |
2.7% |
49.84 |
| Range |
2.82 |
1.60 |
-1.22 |
-43.3% |
6.73 |
| ATR |
2.80 |
2.72 |
-0.08 |
-2.8% |
0.00 |
| Volume |
67,438 |
86,678 |
19,240 |
28.5% |
358,490 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.99 |
52.31 |
49.31 |
|
| R3 |
51.39 |
50.71 |
48.87 |
|
| R2 |
49.79 |
49.79 |
48.72 |
|
| R1 |
49.11 |
49.11 |
48.58 |
49.45 |
| PP |
48.19 |
48.19 |
48.19 |
48.36 |
| S1 |
47.51 |
47.51 |
48.28 |
47.85 |
| S2 |
46.59 |
46.59 |
48.14 |
|
| S3 |
44.99 |
45.91 |
47.99 |
|
| S4 |
43.39 |
44.31 |
47.55 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.41 |
66.35 |
53.54 |
|
| R3 |
62.68 |
59.62 |
51.69 |
|
| R2 |
55.95 |
55.95 |
51.07 |
|
| R1 |
52.89 |
52.89 |
50.46 |
54.42 |
| PP |
49.22 |
49.22 |
49.22 |
49.98 |
| S1 |
46.16 |
46.16 |
49.22 |
47.69 |
| S2 |
42.49 |
42.49 |
48.61 |
|
| S3 |
35.76 |
39.43 |
47.99 |
|
| S4 |
29.03 |
32.70 |
46.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.27 |
46.40 |
5.87 |
12.1% |
3.18 |
6.6% |
35% |
False |
False |
77,404 |
| 10 |
52.27 |
45.54 |
6.73 |
13.9% |
2.74 |
5.7% |
43% |
False |
False |
72,939 |
| 20 |
59.21 |
45.54 |
13.67 |
28.2% |
2.55 |
5.3% |
21% |
False |
False |
48,809 |
| 40 |
77.75 |
45.54 |
32.21 |
66.5% |
2.73 |
5.6% |
9% |
False |
False |
35,771 |
| 60 |
82.03 |
45.54 |
36.49 |
75.3% |
2.40 |
5.0% |
8% |
False |
False |
28,805 |
| 80 |
91.36 |
45.54 |
45.82 |
94.6% |
2.33 |
4.8% |
6% |
False |
False |
24,550 |
| 100 |
93.50 |
45.54 |
47.96 |
99.0% |
2.10 |
4.3% |
6% |
False |
False |
20,641 |
| 120 |
95.28 |
45.54 |
49.74 |
102.7% |
1.88 |
3.9% |
6% |
False |
False |
17,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.67 |
|
2.618 |
53.06 |
|
1.618 |
51.46 |
|
1.000 |
50.47 |
|
0.618 |
49.86 |
|
HIGH |
48.87 |
|
0.618 |
48.26 |
|
0.500 |
48.07 |
|
0.382 |
47.88 |
|
LOW |
47.27 |
|
0.618 |
46.28 |
|
1.000 |
45.67 |
|
1.618 |
44.68 |
|
2.618 |
43.08 |
|
4.250 |
40.47 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.31 |
48.55 |
| PP |
48.19 |
48.51 |
| S1 |
48.07 |
48.47 |
|