NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
49.70 |
49.10 |
-0.60 |
-1.2% |
51.11 |
| High |
51.42 |
50.17 |
-1.25 |
-2.4% |
51.42 |
| Low |
48.39 |
47.96 |
-0.43 |
-0.9% |
47.96 |
| Close |
48.80 |
48.34 |
-0.46 |
-0.9% |
48.34 |
| Range |
3.03 |
2.21 |
-0.82 |
-27.1% |
3.46 |
| ATR |
2.66 |
2.63 |
-0.03 |
-1.2% |
0.00 |
| Volume |
66,388 |
87,188 |
20,800 |
31.3% |
286,384 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.45 |
54.11 |
49.56 |
|
| R3 |
53.24 |
51.90 |
48.95 |
|
| R2 |
51.03 |
51.03 |
48.75 |
|
| R1 |
49.69 |
49.69 |
48.54 |
49.26 |
| PP |
48.82 |
48.82 |
48.82 |
48.61 |
| S1 |
47.48 |
47.48 |
48.14 |
47.05 |
| S2 |
46.61 |
46.61 |
47.93 |
|
| S3 |
44.40 |
45.27 |
47.73 |
|
| S4 |
42.19 |
43.06 |
47.12 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.62 |
57.44 |
50.24 |
|
| R3 |
56.16 |
53.98 |
49.29 |
|
| R2 |
52.70 |
52.70 |
48.97 |
|
| R1 |
50.52 |
50.52 |
48.66 |
49.88 |
| PP |
49.24 |
49.24 |
49.24 |
48.92 |
| S1 |
47.06 |
47.06 |
48.02 |
46.42 |
| S2 |
45.78 |
45.78 |
47.71 |
|
| S3 |
42.32 |
43.60 |
47.39 |
|
| S4 |
38.86 |
40.14 |
46.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.54 |
47.96 |
3.58 |
7.4% |
2.40 |
5.0% |
11% |
False |
True |
79,522 |
| 10 |
53.64 |
47.16 |
6.48 |
13.4% |
2.76 |
5.7% |
18% |
False |
False |
74,455 |
| 20 |
58.73 |
47.16 |
11.57 |
23.9% |
2.47 |
5.1% |
10% |
False |
False |
55,221 |
| 40 |
76.75 |
47.16 |
29.59 |
61.2% |
2.72 |
5.6% |
4% |
False |
False |
50,300 |
| 60 |
81.92 |
47.16 |
34.76 |
71.9% |
2.40 |
5.0% |
3% |
False |
False |
44,716 |
| 80 |
90.62 |
47.16 |
43.46 |
89.9% |
2.34 |
4.8% |
3% |
False |
False |
42,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.56 |
|
2.618 |
55.96 |
|
1.618 |
53.75 |
|
1.000 |
52.38 |
|
0.618 |
51.54 |
|
HIGH |
50.17 |
|
0.618 |
49.33 |
|
0.500 |
49.07 |
|
0.382 |
48.80 |
|
LOW |
47.96 |
|
0.618 |
46.59 |
|
1.000 |
45.75 |
|
1.618 |
44.38 |
|
2.618 |
42.17 |
|
4.250 |
38.57 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
49.07 |
49.69 |
| PP |
48.82 |
49.24 |
| S1 |
48.58 |
48.79 |
|