NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
52.65 |
50.70 |
-1.95 |
-3.7% |
56.84 |
| High |
53.04 |
51.88 |
-1.16 |
-2.2% |
57.55 |
| Low |
50.34 |
49.65 |
-0.69 |
-1.4% |
54.28 |
| Close |
50.78 |
51.23 |
0.45 |
0.9% |
55.15 |
| Range |
2.70 |
2.23 |
-0.47 |
-17.4% |
3.27 |
| ATR |
2.60 |
2.57 |
-0.03 |
-1.0% |
0.00 |
| Volume |
43,109 |
74,784 |
31,675 |
73.5% |
94,217 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.61 |
56.65 |
52.46 |
|
| R3 |
55.38 |
54.42 |
51.84 |
|
| R2 |
53.15 |
53.15 |
51.64 |
|
| R1 |
52.19 |
52.19 |
51.43 |
52.67 |
| PP |
50.92 |
50.92 |
50.92 |
51.16 |
| S1 |
49.96 |
49.96 |
51.03 |
50.44 |
| S2 |
48.69 |
48.69 |
50.82 |
|
| S3 |
46.46 |
47.73 |
50.62 |
|
| S4 |
44.23 |
45.50 |
50.00 |
|
|
| 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 |
49.65 |
7.82 |
15.3% |
2.50 |
4.9% |
20% |
False |
True |
39,948 |
| 10 |
59.10 |
49.65 |
9.45 |
18.4% |
2.26 |
4.4% |
17% |
False |
True |
33,789 |
| 20 |
65.15 |
49.65 |
15.50 |
30.3% |
2.69 |
5.2% |
10% |
False |
True |
43,671 |
| 40 |
79.86 |
49.65 |
30.21 |
59.0% |
2.50 |
4.9% |
5% |
False |
True |
39,624 |
| 60 |
83.72 |
49.65 |
34.07 |
66.5% |
2.32 |
4.5% |
5% |
False |
True |
38,040 |
| 80 |
91.94 |
49.65 |
42.29 |
82.5% |
2.13 |
4.2% |
4% |
False |
True |
35,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.36 |
|
2.618 |
57.72 |
|
1.618 |
55.49 |
|
1.000 |
54.11 |
|
0.618 |
53.26 |
|
HIGH |
51.88 |
|
0.618 |
51.03 |
|
0.500 |
50.77 |
|
0.382 |
50.50 |
|
LOW |
49.65 |
|
0.618 |
48.27 |
|
1.000 |
47.42 |
|
1.618 |
46.04 |
|
2.618 |
43.81 |
|
4.250 |
40.17 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.08 |
52.34 |
| PP |
50.92 |
51.97 |
| S1 |
50.77 |
51.60 |
|