NYMEX Light Sweet Crude Oil Future July 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
48.61 |
48.80 |
0.19 |
0.4% |
48.97 |
| High |
49.04 |
52.47 |
3.43 |
7.0% |
52.47 |
| Low |
47.87 |
48.47 |
0.60 |
1.3% |
47.87 |
| Close |
48.79 |
52.37 |
3.58 |
7.3% |
52.37 |
| Range |
1.17 |
4.00 |
2.83 |
241.9% |
4.60 |
| ATR |
2.19 |
2.32 |
0.13 |
5.9% |
0.00 |
| Volume |
24,652 |
17,316 |
-7,336 |
-29.8% |
100,597 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.10 |
61.74 |
54.57 |
|
| R3 |
59.10 |
57.74 |
53.47 |
|
| R2 |
55.10 |
55.10 |
53.10 |
|
| R1 |
53.74 |
53.74 |
52.74 |
54.42 |
| PP |
51.10 |
51.10 |
51.10 |
51.45 |
| S1 |
49.74 |
49.74 |
52.00 |
50.42 |
| S2 |
47.10 |
47.10 |
51.64 |
|
| S3 |
43.10 |
45.74 |
51.27 |
|
| S4 |
39.10 |
41.74 |
50.17 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.70 |
63.14 |
54.90 |
|
| R3 |
60.10 |
58.54 |
53.64 |
|
| R2 |
55.50 |
55.50 |
53.21 |
|
| R1 |
53.94 |
53.94 |
52.79 |
54.72 |
| PP |
50.90 |
50.90 |
50.90 |
51.30 |
| S1 |
49.34 |
49.34 |
51.95 |
50.12 |
| S2 |
46.30 |
46.30 |
51.53 |
|
| S3 |
41.70 |
44.74 |
51.11 |
|
| S4 |
37.10 |
40.14 |
49.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.47 |
47.87 |
4.60 |
8.8% |
1.92 |
3.7% |
98% |
True |
False |
20,119 |
| 10 |
52.47 |
47.87 |
4.60 |
8.8% |
2.10 |
4.0% |
98% |
True |
False |
22,104 |
| 20 |
57.31 |
47.87 |
9.44 |
18.0% |
2.29 |
4.4% |
48% |
False |
False |
18,268 |
| 40 |
69.01 |
47.87 |
21.14 |
40.4% |
2.30 |
4.4% |
21% |
False |
False |
12,927 |
| 60 |
79.75 |
47.87 |
31.88 |
60.9% |
2.23 |
4.3% |
14% |
False |
False |
10,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.47 |
|
2.618 |
62.94 |
|
1.618 |
58.94 |
|
1.000 |
56.47 |
|
0.618 |
54.94 |
|
HIGH |
52.47 |
|
0.618 |
50.94 |
|
0.500 |
50.47 |
|
0.382 |
50.00 |
|
LOW |
48.47 |
|
0.618 |
46.00 |
|
1.000 |
44.47 |
|
1.618 |
42.00 |
|
2.618 |
38.00 |
|
4.250 |
31.47 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
51.74 |
51.64 |
| PP |
51.10 |
50.90 |
| S1 |
50.47 |
50.17 |
|