NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
67.70 |
67.46 |
-0.24 |
-0.4% |
76.70 |
High |
68.32 |
68.30 |
-0.02 |
0.0% |
77.05 |
Low |
66.86 |
66.20 |
-0.66 |
-1.0% |
65.92 |
Close |
67.46 |
66.90 |
-0.56 |
-0.8% |
66.26 |
Range |
1.46 |
2.10 |
0.64 |
43.8% |
11.13 |
ATR |
2.57 |
2.54 |
-0.03 |
-1.3% |
0.00 |
Volume |
64,170 |
58,591 |
-5,579 |
-8.7% |
166,468 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.43 |
72.27 |
68.06 |
|
R3 |
71.33 |
70.17 |
67.48 |
|
R2 |
69.23 |
69.23 |
67.29 |
|
R1 |
68.07 |
68.07 |
67.09 |
67.60 |
PP |
67.13 |
67.13 |
67.13 |
66.90 |
S1 |
65.97 |
65.97 |
66.71 |
65.50 |
S2 |
65.03 |
65.03 |
66.52 |
|
S3 |
62.93 |
63.87 |
66.32 |
|
S4 |
60.83 |
61.77 |
65.75 |
|
|
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 |
73.62 |
63.88 |
9.74 |
14.6% |
3.92 |
5.9% |
31% |
False |
False |
66,624 |
10 |
77.81 |
63.88 |
13.93 |
20.8% |
2.94 |
4.4% |
22% |
False |
False |
57,505 |
20 |
79.69 |
63.88 |
15.81 |
23.6% |
2.47 |
3.7% |
19% |
False |
False |
49,859 |
40 |
86.32 |
63.88 |
22.44 |
33.5% |
2.36 |
3.5% |
13% |
False |
False |
39,980 |
60 |
92.63 |
63.88 |
28.75 |
43.0% |
2.14 |
3.2% |
11% |
False |
False |
33,327 |
80 |
95.39 |
63.88 |
31.51 |
47.1% |
1.91 |
2.9% |
10% |
False |
False |
27,466 |
100 |
98.68 |
63.88 |
34.80 |
52.0% |
1.72 |
2.6% |
9% |
False |
False |
23,232 |
120 |
101.33 |
63.88 |
37.45 |
56.0% |
1.57 |
2.3% |
8% |
False |
False |
19,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.23 |
2.618 |
73.80 |
1.618 |
71.70 |
1.000 |
70.40 |
0.618 |
69.60 |
HIGH |
68.30 |
0.618 |
67.50 |
0.500 |
67.25 |
0.382 |
67.00 |
LOW |
66.20 |
0.618 |
64.90 |
1.000 |
64.10 |
1.618 |
62.80 |
2.618 |
60.70 |
4.250 |
57.28 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
67.25 |
67.80 |
PP |
67.13 |
67.50 |
S1 |
67.02 |
67.20 |
|