NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
65.46 |
63.01 |
-2.45 |
-3.7% |
66.00 |
High |
65.55 |
64.20 |
-1.35 |
-2.1% |
69.54 |
Low |
62.78 |
62.25 |
-0.53 |
-0.8% |
63.72 |
Close |
63.05 |
63.82 |
0.77 |
1.2% |
65.84 |
Range |
2.77 |
1.95 |
-0.82 |
-29.6% |
5.82 |
ATR |
2.57 |
2.53 |
-0.04 |
-1.7% |
0.00 |
Volume |
330,077 |
322,804 |
-7,273 |
-2.2% |
1,671,445 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.27 |
68.50 |
64.89 |
|
R3 |
67.32 |
66.55 |
64.36 |
|
R2 |
65.37 |
65.37 |
64.18 |
|
R1 |
64.60 |
64.60 |
64.00 |
64.99 |
PP |
63.42 |
63.42 |
63.42 |
63.62 |
S1 |
62.65 |
62.65 |
63.64 |
63.04 |
S2 |
61.47 |
61.47 |
63.46 |
|
S3 |
59.52 |
60.70 |
63.28 |
|
S4 |
57.57 |
58.75 |
62.75 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.83 |
80.65 |
69.04 |
|
R3 |
78.01 |
74.83 |
67.44 |
|
R2 |
72.19 |
72.19 |
66.91 |
|
R1 |
69.01 |
69.01 |
66.37 |
67.69 |
PP |
66.37 |
66.37 |
66.37 |
65.71 |
S1 |
63.19 |
63.19 |
65.31 |
61.87 |
S2 |
60.55 |
60.55 |
64.77 |
|
S3 |
54.73 |
57.37 |
64.24 |
|
S4 |
48.91 |
51.55 |
62.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.23 |
62.25 |
5.98 |
9.4% |
1.99 |
3.1% |
26% |
False |
True |
291,980 |
10 |
76.58 |
62.25 |
14.33 |
22.5% |
3.04 |
4.8% |
11% |
False |
True |
343,003 |
20 |
77.95 |
62.25 |
15.70 |
24.6% |
2.53 |
4.0% |
10% |
False |
True |
272,639 |
40 |
84.30 |
62.25 |
22.05 |
34.6% |
2.40 |
3.8% |
7% |
False |
True |
175,104 |
60 |
93.07 |
62.25 |
30.82 |
48.3% |
2.25 |
3.5% |
5% |
False |
True |
131,434 |
80 |
94.16 |
62.25 |
31.91 |
50.0% |
2.04 |
3.2% |
5% |
False |
True |
104,566 |
100 |
99.36 |
62.25 |
37.11 |
58.1% |
1.86 |
2.9% |
4% |
False |
True |
86,839 |
120 |
102.53 |
62.25 |
40.28 |
63.1% |
1.72 |
2.7% |
4% |
False |
True |
74,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.49 |
2.618 |
69.31 |
1.618 |
67.36 |
1.000 |
66.15 |
0.618 |
65.41 |
HIGH |
64.20 |
0.618 |
63.46 |
0.500 |
63.23 |
0.382 |
62.99 |
LOW |
62.25 |
0.618 |
61.04 |
1.000 |
60.30 |
1.618 |
59.09 |
2.618 |
57.14 |
4.250 |
53.96 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
63.62 |
64.55 |
PP |
63.42 |
64.31 |
S1 |
63.23 |
64.06 |
|