NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
72.70 |
66.00 |
-6.70 |
-9.2% |
76.62 |
High |
73.56 |
69.54 |
-4.02 |
-5.5% |
77.02 |
Low |
65.69 |
63.72 |
-1.97 |
-3.0% |
65.69 |
Close |
66.15 |
69.00 |
2.85 |
4.3% |
66.15 |
Range |
7.87 |
5.82 |
-2.05 |
-26.0% |
11.33 |
ATR |
2.50 |
2.73 |
0.24 |
9.5% |
0.00 |
Volume |
552,882 |
504,122 |
-48,760 |
-8.8% |
1,300,462 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.88 |
82.76 |
72.20 |
|
R3 |
79.06 |
76.94 |
70.60 |
|
R2 |
73.24 |
73.24 |
70.07 |
|
R1 |
71.12 |
71.12 |
69.53 |
72.18 |
PP |
67.42 |
67.42 |
67.42 |
67.95 |
S1 |
65.30 |
65.30 |
68.47 |
66.36 |
S2 |
61.60 |
61.60 |
67.93 |
|
S3 |
55.78 |
59.48 |
67.40 |
|
S4 |
49.96 |
53.66 |
65.80 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.61 |
96.21 |
72.38 |
|
R3 |
92.28 |
84.88 |
69.27 |
|
R2 |
80.95 |
80.95 |
68.23 |
|
R1 |
73.55 |
73.55 |
67.19 |
71.59 |
PP |
69.62 |
69.62 |
69.62 |
68.64 |
S1 |
62.22 |
62.22 |
65.11 |
60.26 |
S2 |
58.29 |
58.29 |
64.07 |
|
S3 |
46.96 |
50.89 |
63.03 |
|
S4 |
35.63 |
39.56 |
59.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.02 |
63.72 |
13.30 |
19.3% |
3.86 |
5.6% |
40% |
False |
True |
360,916 |
10 |
77.83 |
63.72 |
14.11 |
20.4% |
2.89 |
4.2% |
37% |
False |
True |
300,014 |
20 |
80.87 |
63.72 |
17.15 |
24.9% |
2.61 |
3.8% |
31% |
False |
True |
213,333 |
40 |
89.01 |
63.72 |
25.29 |
36.7% |
2.42 |
3.5% |
21% |
False |
True |
138,441 |
60 |
93.07 |
63.72 |
29.35 |
42.5% |
2.22 |
3.2% |
18% |
False |
True |
104,456 |
80 |
96.50 |
63.72 |
32.78 |
47.5% |
1.98 |
2.9% |
16% |
False |
True |
83,186 |
100 |
99.45 |
63.72 |
35.73 |
51.8% |
1.81 |
2.6% |
15% |
False |
True |
69,577 |
120 |
102.53 |
63.72 |
38.81 |
56.2% |
1.67 |
2.4% |
14% |
False |
True |
59,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.28 |
2.618 |
84.78 |
1.618 |
78.96 |
1.000 |
75.36 |
0.618 |
73.14 |
HIGH |
69.54 |
0.618 |
67.32 |
0.500 |
66.63 |
0.382 |
65.94 |
LOW |
63.72 |
0.618 |
60.12 |
1.000 |
57.90 |
1.618 |
54.30 |
2.618 |
48.48 |
4.250 |
38.99 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
68.21 |
69.10 |
PP |
67.42 |
69.07 |
S1 |
66.63 |
69.03 |
|