NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.17 |
55.12 |
-1.05 |
-1.9% |
56.90 |
High |
59.04 |
58.42 |
-0.62 |
-1.1% |
59.27 |
Low |
54.28 |
54.42 |
0.14 |
0.3% |
53.94 |
Close |
54.36 |
57.13 |
2.77 |
5.1% |
57.13 |
Range |
4.76 |
4.00 |
-0.76 |
-16.0% |
5.33 |
ATR |
2.97 |
3.04 |
0.08 |
2.6% |
0.00 |
Volume |
454,009 |
383,536 |
-70,473 |
-15.5% |
1,665,184 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.66 |
66.89 |
59.33 |
|
R3 |
64.66 |
62.89 |
58.23 |
|
R2 |
60.66 |
60.66 |
57.86 |
|
R1 |
58.89 |
58.89 |
57.50 |
59.78 |
PP |
56.66 |
56.66 |
56.66 |
57.10 |
S1 |
54.89 |
54.89 |
56.76 |
55.78 |
S2 |
52.66 |
52.66 |
56.40 |
|
S3 |
48.66 |
50.89 |
56.03 |
|
S4 |
44.66 |
46.89 |
54.93 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.77 |
70.28 |
60.06 |
|
R3 |
67.44 |
64.95 |
58.60 |
|
R2 |
62.11 |
62.11 |
58.11 |
|
R1 |
59.62 |
59.62 |
57.62 |
60.87 |
PP |
56.78 |
56.78 |
56.78 |
57.40 |
S1 |
54.29 |
54.29 |
56.64 |
55.54 |
S2 |
51.45 |
51.45 |
56.15 |
|
S3 |
46.12 |
48.96 |
55.66 |
|
S4 |
40.79 |
43.63 |
54.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.27 |
53.94 |
5.33 |
9.3% |
4.10 |
7.2% |
60% |
False |
False |
333,036 |
10 |
65.61 |
53.94 |
11.67 |
20.4% |
3.29 |
5.8% |
27% |
False |
False |
229,515 |
20 |
77.81 |
53.94 |
23.87 |
41.8% |
3.09 |
5.4% |
13% |
False |
False |
142,962 |
40 |
82.32 |
53.94 |
28.38 |
49.7% |
2.51 |
4.4% |
11% |
False |
False |
90,727 |
60 |
92.47 |
53.94 |
38.53 |
67.4% |
2.44 |
4.3% |
8% |
False |
False |
69,581 |
80 |
93.83 |
53.94 |
39.89 |
69.8% |
2.20 |
3.8% |
8% |
False |
False |
55,781 |
100 |
96.27 |
53.94 |
42.33 |
74.1% |
1.96 |
3.4% |
8% |
False |
False |
45,988 |
120 |
100.76 |
53.94 |
46.82 |
82.0% |
1.80 |
3.1% |
7% |
False |
False |
39,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.42 |
2.618 |
68.89 |
1.618 |
64.89 |
1.000 |
62.42 |
0.618 |
60.89 |
HIGH |
58.42 |
0.618 |
56.89 |
0.500 |
56.42 |
0.382 |
55.95 |
LOW |
54.42 |
0.618 |
51.95 |
1.000 |
50.42 |
1.618 |
47.95 |
2.618 |
43.95 |
4.250 |
37.42 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.89 |
57.01 |
PP |
56.66 |
56.89 |
S1 |
56.42 |
56.78 |
|