NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
69.36 |
67.70 |
-1.66 |
-2.4% |
76.70 |
High |
69.40 |
68.32 |
-1.08 |
-1.6% |
77.05 |
Low |
66.80 |
66.86 |
0.06 |
0.1% |
65.92 |
Close |
67.00 |
67.46 |
0.46 |
0.7% |
66.26 |
Range |
2.60 |
1.46 |
-1.14 |
-43.8% |
11.13 |
ATR |
2.66 |
2.57 |
-0.09 |
-3.2% |
0.00 |
Volume |
89,168 |
64,170 |
-24,998 |
-28.0% |
166,468 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.93 |
71.15 |
68.26 |
|
R3 |
70.47 |
69.69 |
67.86 |
|
R2 |
69.01 |
69.01 |
67.73 |
|
R1 |
68.23 |
68.23 |
67.59 |
67.89 |
PP |
67.55 |
67.55 |
67.55 |
67.38 |
S1 |
66.77 |
66.77 |
67.33 |
66.43 |
S2 |
66.09 |
66.09 |
67.19 |
|
S3 |
64.63 |
65.31 |
67.06 |
|
S4 |
63.17 |
63.85 |
66.66 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.13 |
95.83 |
72.38 |
|
R3 |
92.00 |
84.70 |
69.32 |
|
R2 |
80.87 |
80.87 |
68.30 |
|
R1 |
73.57 |
73.57 |
67.28 |
71.66 |
PP |
69.74 |
69.74 |
69.74 |
68.79 |
S1 |
62.44 |
62.44 |
65.24 |
60.53 |
S2 |
58.61 |
58.61 |
64.22 |
|
S3 |
47.48 |
51.31 |
63.20 |
|
S4 |
36.35 |
40.18 |
60.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.56 |
63.88 |
10.68 |
15.8% |
3.73 |
5.5% |
34% |
False |
False |
63,213 |
10 |
77.81 |
63.88 |
13.93 |
20.6% |
2.87 |
4.3% |
26% |
False |
False |
54,829 |
20 |
79.69 |
63.88 |
15.81 |
23.4% |
2.49 |
3.7% |
23% |
False |
False |
49,733 |
40 |
86.87 |
63.88 |
22.99 |
34.1% |
2.35 |
3.5% |
16% |
False |
False |
39,263 |
60 |
92.63 |
63.88 |
28.75 |
42.6% |
2.14 |
3.2% |
12% |
False |
False |
32,691 |
80 |
95.39 |
63.88 |
31.51 |
46.7% |
1.89 |
2.8% |
11% |
False |
False |
26,790 |
100 |
98.68 |
63.88 |
34.80 |
51.6% |
1.71 |
2.5% |
10% |
False |
False |
22,710 |
120 |
101.33 |
63.88 |
37.45 |
55.5% |
1.55 |
2.3% |
10% |
False |
False |
19,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.53 |
2.618 |
72.14 |
1.618 |
70.68 |
1.000 |
69.78 |
0.618 |
69.22 |
HIGH |
68.32 |
0.618 |
67.76 |
0.500 |
67.59 |
0.382 |
67.42 |
LOW |
66.86 |
0.618 |
65.96 |
1.000 |
65.40 |
1.618 |
64.50 |
2.618 |
63.04 |
4.250 |
60.66 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
67.59 |
67.23 |
PP |
67.55 |
66.99 |
S1 |
67.50 |
66.76 |
|