NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
63.16 |
63.41 |
0.25 |
0.4% |
66.23 |
High |
64.35 |
63.60 |
-0.75 |
-1.2% |
69.63 |
Low |
62.41 |
60.61 |
-1.80 |
-2.9% |
63.88 |
Close |
63.98 |
61.16 |
-2.82 |
-4.4% |
65.96 |
Range |
1.94 |
2.99 |
1.05 |
54.1% |
5.75 |
ATR |
2.48 |
2.54 |
0.06 |
2.6% |
0.00 |
Volume |
105,562 |
148,204 |
42,642 |
40.4% |
347,273 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.76 |
68.95 |
62.80 |
|
R3 |
67.77 |
65.96 |
61.98 |
|
R2 |
64.78 |
64.78 |
61.71 |
|
R1 |
62.97 |
62.97 |
61.43 |
62.38 |
PP |
61.79 |
61.79 |
61.79 |
61.50 |
S1 |
59.98 |
59.98 |
60.89 |
59.39 |
S2 |
58.80 |
58.80 |
60.61 |
|
S3 |
55.81 |
56.99 |
60.34 |
|
S4 |
52.82 |
54.00 |
59.52 |
|
|
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 |
68.30 |
60.61 |
7.69 |
12.6% |
2.28 |
3.7% |
7% |
False |
True |
88,085 |
10 |
74.56 |
60.61 |
13.95 |
22.8% |
3.01 |
4.9% |
4% |
False |
True |
75,649 |
20 |
77.81 |
60.61 |
17.20 |
28.1% |
2.55 |
4.2% |
3% |
False |
True |
60,855 |
40 |
82.97 |
60.61 |
22.36 |
36.6% |
2.30 |
3.8% |
2% |
False |
True |
46,906 |
60 |
92.53 |
60.61 |
31.92 |
52.2% |
2.17 |
3.5% |
2% |
False |
True |
38,420 |
80 |
93.83 |
60.61 |
33.22 |
54.3% |
1.96 |
3.2% |
2% |
False |
True |
31,926 |
100 |
98.68 |
60.61 |
38.07 |
62.2% |
1.78 |
2.9% |
1% |
False |
True |
26,776 |
120 |
101.33 |
60.61 |
40.72 |
66.6% |
1.62 |
2.7% |
1% |
False |
True |
22,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.31 |
2.618 |
71.43 |
1.618 |
68.44 |
1.000 |
66.59 |
0.618 |
65.45 |
HIGH |
63.60 |
0.618 |
62.46 |
0.500 |
62.11 |
0.382 |
61.75 |
LOW |
60.61 |
0.618 |
58.76 |
1.000 |
57.62 |
1.618 |
55.77 |
2.618 |
52.78 |
4.250 |
47.90 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
62.11 |
63.11 |
PP |
61.79 |
62.46 |
S1 |
61.48 |
61.81 |
|