NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
45.04 |
45.37 |
0.33 |
0.7% |
46.01 |
| High |
45.69 |
49.10 |
3.41 |
7.5% |
49.10 |
| Low |
44.37 |
45.07 |
0.70 |
1.6% |
44.37 |
| Close |
45.30 |
48.99 |
3.69 |
8.1% |
48.99 |
| Range |
1.32 |
4.03 |
2.71 |
205.3% |
4.73 |
| ATR |
2.48 |
2.59 |
0.11 |
4.5% |
0.00 |
| Volume |
98,029 |
70,852 |
-27,177 |
-27.7% |
371,254 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.81 |
58.43 |
51.21 |
|
| R3 |
55.78 |
54.40 |
50.10 |
|
| R2 |
51.75 |
51.75 |
49.73 |
|
| R1 |
50.37 |
50.37 |
49.36 |
51.06 |
| PP |
47.72 |
47.72 |
47.72 |
48.07 |
| S1 |
46.34 |
46.34 |
48.62 |
47.03 |
| S2 |
43.69 |
43.69 |
48.25 |
|
| S3 |
39.66 |
42.31 |
47.88 |
|
| S4 |
35.63 |
38.28 |
46.77 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.68 |
60.06 |
51.59 |
|
| R3 |
56.95 |
55.33 |
50.29 |
|
| R2 |
52.22 |
52.22 |
49.86 |
|
| R1 |
50.60 |
50.60 |
49.42 |
51.41 |
| PP |
47.49 |
47.49 |
47.49 |
47.89 |
| S1 |
45.87 |
45.87 |
48.56 |
46.68 |
| S2 |
42.76 |
42.76 |
48.12 |
|
| S3 |
38.03 |
41.14 |
47.69 |
|
| S4 |
33.30 |
36.41 |
46.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.10 |
44.37 |
4.73 |
9.7% |
2.16 |
4.4% |
98% |
True |
False |
74,250 |
| 10 |
50.03 |
44.37 |
5.66 |
11.6% |
2.37 |
4.8% |
82% |
False |
False |
76,820 |
| 20 |
56.05 |
44.37 |
11.68 |
23.8% |
2.61 |
5.3% |
40% |
False |
False |
67,462 |
| 40 |
68.61 |
44.37 |
24.24 |
49.5% |
2.59 |
5.3% |
19% |
False |
False |
45,763 |
| 60 |
79.70 |
44.37 |
35.33 |
72.1% |
2.51 |
5.1% |
13% |
False |
False |
36,330 |
| 80 |
87.30 |
44.37 |
42.93 |
87.6% |
2.37 |
4.8% |
11% |
False |
False |
30,170 |
| 100 |
92.17 |
44.37 |
47.80 |
97.6% |
2.19 |
4.5% |
10% |
False |
False |
25,627 |
| 120 |
94.76 |
44.37 |
50.39 |
102.9% |
1.97 |
4.0% |
9% |
False |
False |
21,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.23 |
|
2.618 |
59.65 |
|
1.618 |
55.62 |
|
1.000 |
53.13 |
|
0.618 |
51.59 |
|
HIGH |
49.10 |
|
0.618 |
47.56 |
|
0.500 |
47.09 |
|
0.382 |
46.61 |
|
LOW |
45.07 |
|
0.618 |
42.58 |
|
1.000 |
41.04 |
|
1.618 |
38.55 |
|
2.618 |
34.52 |
|
4.250 |
27.94 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
48.36 |
48.24 |
| PP |
47.72 |
47.49 |
| S1 |
47.09 |
46.74 |
|