NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
49.93 |
50.49 |
0.56 |
1.1% |
51.82 |
| High |
51.23 |
52.27 |
1.04 |
2.0% |
54.14 |
| Low |
49.84 |
49.33 |
-0.51 |
-1.0% |
48.33 |
| Close |
50.86 |
49.76 |
-1.10 |
-2.2% |
52.09 |
| Range |
1.39 |
2.94 |
1.55 |
111.5% |
5.81 |
| ATR |
2.44 |
2.48 |
0.04 |
1.5% |
0.00 |
| Volume |
27,292 |
26,915 |
-377 |
-1.4% |
86,380 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.27 |
57.46 |
51.38 |
|
| R3 |
56.33 |
54.52 |
50.57 |
|
| R2 |
53.39 |
53.39 |
50.30 |
|
| R1 |
51.58 |
51.58 |
50.03 |
51.02 |
| PP |
50.45 |
50.45 |
50.45 |
50.17 |
| S1 |
48.64 |
48.64 |
49.49 |
48.08 |
| S2 |
47.51 |
47.51 |
49.22 |
|
| S3 |
44.57 |
45.70 |
48.95 |
|
| S4 |
41.63 |
42.76 |
48.14 |
|
|
| 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 |
49.33 |
4.81 |
9.7% |
2.76 |
5.6% |
9% |
False |
True |
22,047 |
| 10 |
54.14 |
48.33 |
5.81 |
11.7% |
2.50 |
5.0% |
25% |
False |
False |
18,369 |
| 20 |
59.25 |
48.33 |
10.92 |
21.9% |
2.25 |
4.5% |
13% |
False |
False |
13,464 |
| 40 |
77.08 |
48.33 |
28.75 |
57.8% |
2.47 |
5.0% |
5% |
False |
False |
10,545 |
| 60 |
81.61 |
48.33 |
33.28 |
66.9% |
2.17 |
4.4% |
4% |
False |
False |
8,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.77 |
|
2.618 |
59.97 |
|
1.618 |
57.03 |
|
1.000 |
55.21 |
|
0.618 |
54.09 |
|
HIGH |
52.27 |
|
0.618 |
51.15 |
|
0.500 |
50.80 |
|
0.382 |
50.45 |
|
LOW |
49.33 |
|
0.618 |
47.51 |
|
1.000 |
46.39 |
|
1.618 |
44.57 |
|
2.618 |
41.63 |
|
4.250 |
36.84 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.80 |
50.80 |
| PP |
50.45 |
50.45 |
| S1 |
50.11 |
50.11 |
|