NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
55.83 |
55.50 |
-0.33 |
-0.6% |
57.07 |
High |
58.73 |
56.91 |
-1.82 |
-3.1% |
58.98 |
Low |
54.05 |
54.20 |
0.15 |
0.3% |
53.60 |
Close |
54.11 |
56.52 |
2.41 |
4.5% |
56.52 |
Range |
4.68 |
2.71 |
-1.97 |
-42.1% |
5.38 |
ATR |
3.01 |
3.00 |
-0.02 |
-0.5% |
0.00 |
Volume |
106,315 |
23,597 |
-82,718 |
-77.8% |
1,425,619 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.01 |
62.97 |
58.01 |
|
R3 |
61.30 |
60.26 |
57.27 |
|
R2 |
58.59 |
58.59 |
57.02 |
|
R1 |
57.55 |
57.55 |
56.77 |
58.07 |
PP |
55.88 |
55.88 |
55.88 |
56.14 |
S1 |
54.84 |
54.84 |
56.27 |
55.36 |
S2 |
53.17 |
53.17 |
56.02 |
|
S3 |
50.46 |
52.13 |
55.77 |
|
S4 |
47.75 |
49.42 |
55.03 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.51 |
69.89 |
59.48 |
|
R3 |
67.13 |
64.51 |
58.00 |
|
R2 |
61.75 |
61.75 |
57.51 |
|
R1 |
59.13 |
59.13 |
57.01 |
57.75 |
PP |
56.37 |
56.37 |
56.37 |
55.68 |
S1 |
53.75 |
53.75 |
56.03 |
52.37 |
S2 |
50.99 |
50.99 |
55.53 |
|
S3 |
45.61 |
48.37 |
55.04 |
|
S4 |
40.23 |
42.99 |
53.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.98 |
53.60 |
5.38 |
9.5% |
3.88 |
6.9% |
54% |
False |
False |
285,123 |
10 |
65.55 |
53.60 |
11.95 |
21.1% |
3.20 |
5.7% |
24% |
False |
False |
334,138 |
20 |
77.83 |
53.60 |
24.23 |
42.9% |
3.07 |
5.4% |
12% |
False |
False |
329,430 |
40 |
82.57 |
53.60 |
28.97 |
51.3% |
2.53 |
4.5% |
10% |
False |
False |
228,800 |
60 |
93.07 |
53.60 |
39.47 |
69.8% |
2.51 |
4.4% |
7% |
False |
False |
172,558 |
80 |
94.16 |
53.60 |
40.56 |
71.8% |
2.28 |
4.0% |
7% |
False |
False |
136,466 |
100 |
96.80 |
53.60 |
43.20 |
76.4% |
2.05 |
3.6% |
7% |
False |
False |
112,516 |
120 |
101.52 |
53.60 |
47.92 |
84.8% |
1.89 |
3.3% |
6% |
False |
False |
95,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.43 |
2.618 |
64.00 |
1.618 |
61.29 |
1.000 |
59.62 |
0.618 |
58.58 |
HIGH |
56.91 |
0.618 |
55.87 |
0.500 |
55.56 |
0.382 |
55.24 |
LOW |
54.20 |
0.618 |
52.53 |
1.000 |
51.49 |
1.618 |
49.82 |
2.618 |
47.11 |
4.250 |
42.68 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.20 |
56.52 |
PP |
55.88 |
56.52 |
S1 |
55.56 |
56.52 |
|