NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
59.39 |
56.90 |
-2.49 |
-4.2% |
65.60 |
High |
59.79 |
59.00 |
-0.79 |
-1.3% |
65.61 |
Low |
57.66 |
55.42 |
-2.24 |
-3.9% |
57.66 |
Close |
58.08 |
56.26 |
-1.82 |
-3.1% |
58.08 |
Range |
2.13 |
3.58 |
1.45 |
68.1% |
7.95 |
ATR |
2.55 |
2.62 |
0.07 |
2.9% |
0.00 |
Volume |
161,612 |
194,955 |
33,343 |
20.6% |
629,970 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.63 |
65.53 |
58.23 |
|
R3 |
64.05 |
61.95 |
57.24 |
|
R2 |
60.47 |
60.47 |
56.92 |
|
R1 |
58.37 |
58.37 |
56.59 |
57.63 |
PP |
56.89 |
56.89 |
56.89 |
56.53 |
S1 |
54.79 |
54.79 |
55.93 |
54.05 |
S2 |
53.31 |
53.31 |
55.60 |
|
S3 |
49.73 |
51.21 |
55.28 |
|
S4 |
46.15 |
47.63 |
54.29 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.30 |
79.14 |
62.45 |
|
R3 |
76.35 |
71.19 |
60.27 |
|
R2 |
68.40 |
68.40 |
59.54 |
|
R1 |
63.24 |
63.24 |
58.81 |
61.85 |
PP |
60.45 |
60.45 |
60.45 |
59.75 |
S1 |
55.29 |
55.29 |
57.35 |
53.90 |
S2 |
52.50 |
52.50 |
56.62 |
|
S3 |
44.55 |
47.34 |
55.89 |
|
S4 |
36.60 |
39.39 |
53.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.35 |
55.42 |
8.93 |
15.9% |
2.66 |
4.7% |
9% |
False |
True |
150,591 |
10 |
69.40 |
55.42 |
13.98 |
24.8% |
2.39 |
4.2% |
6% |
False |
True |
109,295 |
20 |
77.81 |
55.42 |
22.39 |
39.8% |
2.60 |
4.6% |
4% |
False |
True |
78,050 |
40 |
82.32 |
55.42 |
26.90 |
47.8% |
2.29 |
4.1% |
3% |
False |
True |
56,610 |
60 |
92.47 |
55.42 |
37.05 |
65.9% |
2.25 |
4.0% |
2% |
False |
True |
46,087 |
80 |
93.83 |
55.42 |
38.41 |
68.3% |
2.02 |
3.6% |
2% |
False |
True |
37,846 |
100 |
98.21 |
55.42 |
42.79 |
76.1% |
1.84 |
3.3% |
2% |
False |
True |
31,512 |
120 |
101.17 |
55.42 |
45.75 |
81.3% |
1.68 |
3.0% |
2% |
False |
True |
27,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.22 |
2.618 |
68.37 |
1.618 |
64.79 |
1.000 |
62.58 |
0.618 |
61.21 |
HIGH |
59.00 |
0.618 |
57.63 |
0.500 |
57.21 |
0.382 |
56.79 |
LOW |
55.42 |
0.618 |
53.21 |
1.000 |
51.84 |
1.618 |
49.63 |
2.618 |
46.05 |
4.250 |
40.21 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.21 |
58.65 |
PP |
56.89 |
57.85 |
S1 |
56.58 |
57.06 |
|