NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
55.00 |
52.65 |
-2.35 |
-4.3% |
56.84 |
| High |
55.02 |
53.04 |
-1.98 |
-3.6% |
57.55 |
| Low |
52.36 |
50.34 |
-2.02 |
-3.9% |
54.28 |
| Close |
52.73 |
50.78 |
-1.95 |
-3.7% |
55.15 |
| Range |
2.66 |
2.70 |
0.04 |
1.5% |
3.27 |
| ATR |
2.59 |
2.60 |
0.01 |
0.3% |
0.00 |
| Volume |
28,953 |
43,109 |
14,156 |
48.9% |
94,217 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.49 |
57.83 |
52.27 |
|
| R3 |
56.79 |
55.13 |
51.52 |
|
| R2 |
54.09 |
54.09 |
51.28 |
|
| R1 |
52.43 |
52.43 |
51.03 |
51.91 |
| PP |
51.39 |
51.39 |
51.39 |
51.13 |
| S1 |
49.73 |
49.73 |
50.53 |
49.21 |
| S2 |
48.69 |
48.69 |
50.29 |
|
| S3 |
45.99 |
47.03 |
50.04 |
|
| S4 |
43.29 |
44.33 |
49.30 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.47 |
63.58 |
56.95 |
|
| R3 |
62.20 |
60.31 |
56.05 |
|
| R2 |
58.93 |
58.93 |
55.75 |
|
| R1 |
57.04 |
57.04 |
55.45 |
56.35 |
| PP |
55.66 |
55.66 |
55.66 |
55.32 |
| S1 |
53.77 |
53.77 |
54.85 |
53.08 |
| S2 |
52.39 |
52.39 |
54.55 |
|
| S3 |
49.12 |
50.50 |
54.25 |
|
| S4 |
45.85 |
47.23 |
53.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.47 |
50.34 |
7.13 |
14.0% |
2.35 |
4.6% |
6% |
False |
True |
30,660 |
| 10 |
59.98 |
50.34 |
9.64 |
19.0% |
2.36 |
4.6% |
5% |
False |
True |
29,966 |
| 20 |
66.29 |
50.34 |
15.95 |
31.4% |
2.71 |
5.3% |
3% |
False |
True |
41,372 |
| 40 |
79.86 |
50.34 |
29.52 |
58.1% |
2.48 |
4.9% |
1% |
False |
True |
38,434 |
| 60 |
84.00 |
50.34 |
33.66 |
66.3% |
2.33 |
4.6% |
1% |
False |
True |
37,382 |
| 80 |
91.94 |
50.34 |
41.60 |
81.9% |
2.11 |
4.2% |
1% |
False |
True |
34,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.52 |
|
2.618 |
60.11 |
|
1.618 |
57.41 |
|
1.000 |
55.74 |
|
0.618 |
54.71 |
|
HIGH |
53.04 |
|
0.618 |
52.01 |
|
0.500 |
51.69 |
|
0.382 |
51.37 |
|
LOW |
50.34 |
|
0.618 |
48.67 |
|
1.000 |
47.64 |
|
1.618 |
45.97 |
|
2.618 |
43.27 |
|
4.250 |
38.87 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.69 |
53.91 |
| PP |
51.39 |
52.86 |
| S1 |
51.08 |
51.82 |
|