NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
66.89 |
65.60 |
-1.29 |
-1.9% |
66.23 |
High |
66.97 |
65.61 |
-1.36 |
-2.0% |
69.63 |
Low |
65.26 |
62.94 |
-2.32 |
-3.6% |
63.88 |
Close |
65.96 |
63.21 |
-2.75 |
-4.2% |
65.96 |
Range |
1.71 |
2.67 |
0.96 |
56.1% |
5.75 |
ATR |
2.48 |
2.52 |
0.04 |
1.6% |
0.00 |
Volume |
56,102 |
71,969 |
15,867 |
28.3% |
347,273 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.93 |
70.24 |
64.68 |
|
R3 |
69.26 |
67.57 |
63.94 |
|
R2 |
66.59 |
66.59 |
63.70 |
|
R1 |
64.90 |
64.90 |
63.45 |
64.41 |
PP |
63.92 |
63.92 |
63.92 |
63.68 |
S1 |
62.23 |
62.23 |
62.97 |
61.74 |
S2 |
61.25 |
61.25 |
62.72 |
|
S3 |
58.58 |
59.56 |
62.48 |
|
S4 |
55.91 |
56.89 |
61.74 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.74 |
80.60 |
69.12 |
|
R3 |
77.99 |
74.85 |
67.54 |
|
R2 |
72.24 |
72.24 |
67.01 |
|
R1 |
69.10 |
69.10 |
66.49 |
67.80 |
PP |
66.49 |
66.49 |
66.49 |
65.84 |
S1 |
63.35 |
63.35 |
65.43 |
62.05 |
S2 |
60.74 |
60.74 |
64.91 |
|
S3 |
54.99 |
57.60 |
64.38 |
|
S4 |
49.24 |
51.85 |
62.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.40 |
62.94 |
6.46 |
10.2% |
2.11 |
3.3% |
4% |
False |
True |
68,000 |
10 |
77.05 |
62.94 |
14.11 |
22.3% |
2.95 |
4.7% |
2% |
False |
True |
58,571 |
20 |
79.69 |
62.94 |
16.75 |
26.5% |
2.51 |
4.0% |
2% |
False |
True |
51,727 |
40 |
84.34 |
62.94 |
21.40 |
33.9% |
2.31 |
3.7% |
1% |
False |
True |
41,768 |
60 |
92.63 |
62.94 |
29.69 |
47.0% |
2.15 |
3.4% |
1% |
False |
True |
34,684 |
80 |
93.90 |
62.94 |
30.96 |
49.0% |
1.92 |
3.0% |
1% |
False |
True |
28,911 |
100 |
98.68 |
62.94 |
35.74 |
56.5% |
1.75 |
2.8% |
1% |
False |
True |
24,422 |
120 |
101.33 |
62.94 |
38.39 |
60.7% |
1.59 |
2.5% |
1% |
False |
True |
20,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.96 |
2.618 |
72.60 |
1.618 |
69.93 |
1.000 |
68.28 |
0.618 |
67.26 |
HIGH |
65.61 |
0.618 |
64.59 |
0.500 |
64.28 |
0.382 |
63.96 |
LOW |
62.94 |
0.618 |
61.29 |
1.000 |
60.27 |
1.618 |
58.62 |
2.618 |
55.95 |
4.250 |
51.59 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
64.28 |
65.62 |
PP |
63.92 |
64.82 |
S1 |
63.57 |
64.01 |
|