NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
55.50 |
55.83 |
0.33 |
0.6% |
65.46 |
High |
58.98 |
58.73 |
-0.25 |
-0.4% |
65.55 |
Low |
54.21 |
54.05 |
-0.16 |
-0.3% |
57.40 |
Close |
56.47 |
54.11 |
-2.36 |
-4.2% |
57.81 |
Range |
4.77 |
4.68 |
-0.09 |
-1.9% |
8.15 |
ATR |
2.88 |
3.01 |
0.13 |
4.5% |
0.00 |
Volume |
351,977 |
106,315 |
-245,662 |
-69.8% |
1,915,770 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.67 |
66.57 |
56.68 |
|
R3 |
64.99 |
61.89 |
55.40 |
|
R2 |
60.31 |
60.31 |
54.97 |
|
R1 |
57.21 |
57.21 |
54.54 |
56.42 |
PP |
55.63 |
55.63 |
55.63 |
55.24 |
S1 |
52.53 |
52.53 |
53.68 |
51.74 |
S2 |
50.95 |
50.95 |
53.25 |
|
S3 |
46.27 |
47.85 |
52.82 |
|
S4 |
41.59 |
43.17 |
51.54 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.70 |
79.41 |
62.29 |
|
R3 |
76.55 |
71.26 |
60.05 |
|
R2 |
68.40 |
68.40 |
59.30 |
|
R1 |
63.11 |
63.11 |
58.56 |
61.68 |
PP |
60.25 |
60.25 |
60.25 |
59.54 |
S1 |
54.96 |
54.96 |
57.06 |
53.53 |
S2 |
52.10 |
52.10 |
56.32 |
|
S3 |
43.95 |
46.81 |
55.57 |
|
S4 |
35.80 |
38.66 |
53.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.57 |
53.60 |
5.97 |
11.0% |
3.78 |
7.0% |
9% |
False |
False |
363,249 |
10 |
66.85 |
53.60 |
13.25 |
24.5% |
3.10 |
5.7% |
4% |
False |
False |
359,432 |
20 |
77.83 |
53.60 |
24.23 |
44.8% |
3.05 |
5.6% |
2% |
False |
False |
340,086 |
40 |
82.57 |
53.60 |
28.97 |
53.5% |
2.52 |
4.7% |
2% |
False |
False |
230,447 |
60 |
93.07 |
53.60 |
39.47 |
72.9% |
2.49 |
4.6% |
1% |
False |
False |
172,992 |
80 |
94.16 |
53.60 |
40.56 |
75.0% |
2.25 |
4.2% |
1% |
False |
False |
136,364 |
100 |
98.03 |
53.60 |
44.43 |
82.1% |
2.04 |
3.8% |
1% |
False |
False |
112,403 |
120 |
101.87 |
53.60 |
48.27 |
89.2% |
1.88 |
3.5% |
1% |
False |
False |
95,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.62 |
2.618 |
70.98 |
1.618 |
66.30 |
1.000 |
63.41 |
0.618 |
61.62 |
HIGH |
58.73 |
0.618 |
56.94 |
0.500 |
56.39 |
0.382 |
55.84 |
LOW |
54.05 |
0.618 |
51.16 |
1.000 |
49.37 |
1.618 |
46.48 |
2.618 |
41.80 |
4.250 |
34.16 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.39 |
56.29 |
PP |
55.63 |
55.56 |
S1 |
54.87 |
54.84 |
|