NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
51.83 |
49.83 |
-2.00 |
-3.9% |
51.82 |
| High |
54.14 |
52.21 |
-1.93 |
-3.6% |
54.14 |
| Low |
49.69 |
49.59 |
-0.10 |
-0.2% |
48.33 |
| Close |
49.85 |
52.09 |
2.24 |
4.5% |
52.09 |
| Range |
4.45 |
2.62 |
-1.83 |
-41.1% |
5.81 |
| ATR |
2.50 |
2.51 |
0.01 |
0.3% |
0.00 |
| Volume |
21,292 |
22,139 |
847 |
4.0% |
86,380 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.16 |
58.24 |
53.53 |
|
| R3 |
56.54 |
55.62 |
52.81 |
|
| R2 |
53.92 |
53.92 |
52.57 |
|
| R1 |
53.00 |
53.00 |
52.33 |
53.46 |
| PP |
51.30 |
51.30 |
51.30 |
51.53 |
| S1 |
50.38 |
50.38 |
51.85 |
50.84 |
| S2 |
48.68 |
48.68 |
51.61 |
|
| S3 |
46.06 |
47.76 |
51.37 |
|
| S4 |
43.44 |
45.14 |
50.65 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.95 |
66.33 |
55.29 |
|
| R3 |
63.14 |
60.52 |
53.69 |
|
| R2 |
57.33 |
57.33 |
53.16 |
|
| R1 |
54.71 |
54.71 |
52.62 |
56.02 |
| PP |
51.52 |
51.52 |
51.52 |
52.18 |
| S1 |
48.90 |
48.90 |
51.56 |
50.21 |
| S2 |
45.71 |
45.71 |
51.02 |
|
| S3 |
39.90 |
43.09 |
50.49 |
|
| S4 |
34.09 |
37.28 |
48.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.14 |
48.33 |
5.81 |
11.2% |
2.96 |
5.7% |
65% |
False |
False |
17,276 |
| 10 |
55.35 |
48.33 |
7.02 |
13.5% |
2.51 |
4.8% |
54% |
False |
False |
15,998 |
| 20 |
60.41 |
48.33 |
12.08 |
23.2% |
2.46 |
4.7% |
31% |
False |
False |
11,478 |
| 40 |
77.60 |
48.33 |
29.27 |
56.2% |
2.42 |
4.6% |
13% |
False |
False |
9,290 |
| 60 |
81.61 |
48.33 |
33.28 |
63.9% |
2.13 |
4.1% |
11% |
False |
False |
7,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.35 |
|
2.618 |
59.07 |
|
1.618 |
56.45 |
|
1.000 |
54.83 |
|
0.618 |
53.83 |
|
HIGH |
52.21 |
|
0.618 |
51.21 |
|
0.500 |
50.90 |
|
0.382 |
50.59 |
|
LOW |
49.59 |
|
0.618 |
47.97 |
|
1.000 |
46.97 |
|
1.618 |
45.35 |
|
2.618 |
42.73 |
|
4.250 |
38.46 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.69 |
51.88 |
| PP |
51.30 |
51.68 |
| S1 |
50.90 |
51.47 |
|