NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
55.50 |
54.22 |
-1.28 |
-2.3% |
56.37 |
| High |
56.46 |
54.30 |
-2.16 |
-3.8% |
57.00 |
| Low |
53.65 |
51.60 |
-2.05 |
-3.8% |
53.65 |
| Close |
54.42 |
51.95 |
-2.47 |
-4.5% |
54.42 |
| Range |
2.81 |
2.70 |
-0.11 |
-3.9% |
3.35 |
| ATR |
2.51 |
2.53 |
0.02 |
0.9% |
0.00 |
| Volume |
17,252 |
15,593 |
-1,659 |
-9.6% |
55,331 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.72 |
59.03 |
53.44 |
|
| R3 |
58.02 |
56.33 |
52.69 |
|
| R2 |
55.32 |
55.32 |
52.45 |
|
| R1 |
53.63 |
53.63 |
52.20 |
53.13 |
| PP |
52.62 |
52.62 |
52.62 |
52.36 |
| S1 |
50.93 |
50.93 |
51.70 |
50.43 |
| S2 |
49.92 |
49.92 |
51.46 |
|
| S3 |
47.22 |
48.23 |
51.21 |
|
| S4 |
44.52 |
45.53 |
50.47 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.07 |
63.10 |
56.26 |
|
| R3 |
61.72 |
59.75 |
55.34 |
|
| R2 |
58.37 |
58.37 |
55.03 |
|
| R1 |
56.40 |
56.40 |
54.73 |
55.71 |
| PP |
55.02 |
55.02 |
55.02 |
54.68 |
| S1 |
53.05 |
53.05 |
54.11 |
52.36 |
| S2 |
51.67 |
51.67 |
53.81 |
|
| S3 |
48.32 |
49.70 |
53.50 |
|
| S4 |
44.97 |
46.35 |
52.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.00 |
51.60 |
5.40 |
10.4% |
2.21 |
4.3% |
6% |
False |
True |
14,184 |
| 10 |
59.61 |
51.60 |
8.01 |
15.4% |
2.42 |
4.7% |
4% |
False |
True |
15,928 |
| 20 |
67.44 |
51.60 |
15.84 |
30.5% |
2.61 |
5.0% |
2% |
False |
True |
19,260 |
| 40 |
79.76 |
51.60 |
28.16 |
54.2% |
2.37 |
4.6% |
1% |
False |
True |
15,469 |
| 60 |
85.40 |
51.60 |
33.80 |
65.1% |
2.20 |
4.2% |
1% |
False |
True |
12,914 |
| 80 |
91.81 |
51.60 |
40.21 |
77.4% |
1.96 |
3.8% |
1% |
False |
True |
11,019 |
| 100 |
94.48 |
51.60 |
42.88 |
82.5% |
1.75 |
3.4% |
1% |
False |
True |
9,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.78 |
|
2.618 |
61.37 |
|
1.618 |
58.67 |
|
1.000 |
57.00 |
|
0.618 |
55.97 |
|
HIGH |
54.30 |
|
0.618 |
53.27 |
|
0.500 |
52.95 |
|
0.382 |
52.63 |
|
LOW |
51.60 |
|
0.618 |
49.93 |
|
1.000 |
48.90 |
|
1.618 |
47.23 |
|
2.618 |
44.53 |
|
4.250 |
40.13 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
52.95 |
54.03 |
| PP |
52.62 |
53.34 |
| S1 |
52.28 |
52.64 |
|