NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
65.60 |
63.16 |
-2.44 |
-3.7% |
66.23 |
High |
65.61 |
64.35 |
-1.26 |
-1.9% |
69.63 |
Low |
62.94 |
62.41 |
-0.53 |
-0.8% |
63.88 |
Close |
63.21 |
63.98 |
0.77 |
1.2% |
65.96 |
Range |
2.67 |
1.94 |
-0.73 |
-27.3% |
5.75 |
ATR |
2.52 |
2.48 |
-0.04 |
-1.6% |
0.00 |
Volume |
71,969 |
105,562 |
33,593 |
46.7% |
347,273 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.40 |
68.63 |
65.05 |
|
R3 |
67.46 |
66.69 |
64.51 |
|
R2 |
65.52 |
65.52 |
64.34 |
|
R1 |
64.75 |
64.75 |
64.16 |
65.14 |
PP |
63.58 |
63.58 |
63.58 |
63.77 |
S1 |
62.81 |
62.81 |
63.80 |
63.20 |
S2 |
61.64 |
61.64 |
63.62 |
|
S3 |
59.70 |
60.87 |
63.45 |
|
S4 |
57.76 |
58.93 |
62.91 |
|
|
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 |
68.32 |
62.41 |
5.91 |
9.2% |
1.98 |
3.1% |
27% |
False |
True |
71,278 |
10 |
76.61 |
62.41 |
14.20 |
22.2% |
2.99 |
4.7% |
11% |
False |
True |
64,367 |
20 |
77.90 |
62.41 |
15.49 |
24.2% |
2.48 |
3.9% |
10% |
False |
True |
55,133 |
40 |
83.73 |
62.41 |
21.32 |
33.3% |
2.32 |
3.6% |
7% |
False |
True |
43,741 |
60 |
92.63 |
62.41 |
30.22 |
47.2% |
2.15 |
3.4% |
5% |
False |
True |
36,175 |
80 |
93.83 |
62.41 |
31.42 |
49.1% |
1.93 |
3.0% |
5% |
False |
True |
30,143 |
100 |
98.68 |
62.41 |
36.27 |
56.7% |
1.76 |
2.7% |
4% |
False |
True |
25,362 |
120 |
101.33 |
62.41 |
38.92 |
60.8% |
1.60 |
2.5% |
4% |
False |
True |
21,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.60 |
2.618 |
69.43 |
1.618 |
67.49 |
1.000 |
66.29 |
0.618 |
65.55 |
HIGH |
64.35 |
0.618 |
63.61 |
0.500 |
63.38 |
0.382 |
63.15 |
LOW |
62.41 |
0.618 |
61.21 |
1.000 |
60.47 |
1.618 |
59.27 |
2.618 |
57.33 |
4.250 |
54.17 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
63.78 |
64.69 |
PP |
63.58 |
64.45 |
S1 |
63.38 |
64.22 |
|