NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
46.59 |
45.04 |
-1.55 |
-3.3% |
49.88 |
| High |
46.59 |
45.69 |
-0.90 |
-1.9% |
49.88 |
| Low |
44.89 |
44.37 |
-0.52 |
-1.2% |
46.00 |
| Close |
45.23 |
45.30 |
0.07 |
0.2% |
46.32 |
| Range |
1.70 |
1.32 |
-0.38 |
-22.4% |
3.88 |
| ATR |
2.57 |
2.48 |
-0.09 |
-3.5% |
0.00 |
| Volume |
60,369 |
98,029 |
37,660 |
62.4% |
309,283 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.08 |
48.51 |
46.03 |
|
| R3 |
47.76 |
47.19 |
45.66 |
|
| R2 |
46.44 |
46.44 |
45.54 |
|
| R1 |
45.87 |
45.87 |
45.42 |
46.16 |
| PP |
45.12 |
45.12 |
45.12 |
45.26 |
| S1 |
44.55 |
44.55 |
45.18 |
44.84 |
| S2 |
43.80 |
43.80 |
45.06 |
|
| S3 |
42.48 |
43.23 |
44.94 |
|
| S4 |
41.16 |
41.91 |
44.57 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.04 |
56.56 |
48.45 |
|
| R3 |
55.16 |
52.68 |
47.39 |
|
| R2 |
51.28 |
51.28 |
47.03 |
|
| R1 |
48.80 |
48.80 |
46.68 |
48.10 |
| PP |
47.40 |
47.40 |
47.40 |
47.05 |
| S1 |
44.92 |
44.92 |
45.96 |
44.22 |
| S2 |
43.52 |
43.52 |
45.61 |
|
| S3 |
39.64 |
41.04 |
45.25 |
|
| S4 |
35.76 |
37.16 |
44.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.41 |
44.37 |
4.04 |
8.9% |
1.83 |
4.0% |
23% |
False |
True |
76,432 |
| 10 |
52.27 |
44.37 |
7.90 |
17.4% |
2.46 |
5.4% |
12% |
False |
True |
76,858 |
| 20 |
56.05 |
44.37 |
11.68 |
25.8% |
2.49 |
5.5% |
8% |
False |
True |
65,165 |
| 40 |
69.52 |
44.37 |
25.15 |
55.5% |
2.54 |
5.6% |
4% |
False |
True |
44,594 |
| 60 |
80.73 |
44.37 |
36.36 |
80.3% |
2.48 |
5.5% |
3% |
False |
True |
35,297 |
| 80 |
87.50 |
44.37 |
43.13 |
95.2% |
2.34 |
5.2% |
2% |
False |
True |
29,376 |
| 100 |
92.17 |
44.37 |
47.80 |
105.5% |
2.15 |
4.8% |
2% |
False |
True |
24,947 |
| 120 |
95.01 |
44.37 |
50.64 |
111.8% |
1.94 |
4.3% |
2% |
False |
True |
21,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.30 |
|
2.618 |
49.15 |
|
1.618 |
47.83 |
|
1.000 |
47.01 |
|
0.618 |
46.51 |
|
HIGH |
45.69 |
|
0.618 |
45.19 |
|
0.500 |
45.03 |
|
0.382 |
44.87 |
|
LOW |
44.37 |
|
0.618 |
43.55 |
|
1.000 |
43.05 |
|
1.618 |
42.23 |
|
2.618 |
40.91 |
|
4.250 |
38.76 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
45.21 |
45.82 |
| PP |
45.12 |
45.65 |
| S1 |
45.03 |
45.47 |
|