NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
57.75 |
55.39 |
-2.36 |
-4.1% |
56.90 |
High |
58.53 |
57.56 |
-0.97 |
-1.7% |
59.27 |
Low |
55.13 |
55.06 |
-0.07 |
-0.1% |
53.94 |
Close |
55.26 |
57.12 |
1.86 |
3.4% |
57.13 |
Range |
3.40 |
2.50 |
-0.90 |
-26.5% |
5.33 |
ATR |
3.07 |
3.03 |
-0.04 |
-1.3% |
0.00 |
Volume |
277,319 |
274,003 |
-3,316 |
-1.2% |
1,665,184 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.08 |
63.10 |
58.50 |
|
R3 |
61.58 |
60.60 |
57.81 |
|
R2 |
59.08 |
59.08 |
57.58 |
|
R1 |
58.10 |
58.10 |
57.35 |
58.59 |
PP |
56.58 |
56.58 |
56.58 |
56.83 |
S1 |
55.60 |
55.60 |
56.89 |
56.09 |
S2 |
54.08 |
54.08 |
56.66 |
|
S3 |
51.58 |
53.10 |
56.43 |
|
S4 |
49.08 |
50.60 |
55.75 |
|
|
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 |
54.28 |
4.99 |
8.7% |
3.87 |
6.8% |
57% |
False |
False |
345,822 |
10 |
63.60 |
53.94 |
9.66 |
16.9% |
3.42 |
6.0% |
33% |
False |
False |
266,894 |
20 |
76.61 |
53.94 |
22.67 |
39.7% |
3.20 |
5.6% |
14% |
False |
False |
165,630 |
40 |
82.32 |
53.94 |
28.38 |
49.7% |
2.58 |
4.5% |
11% |
False |
False |
103,175 |
60 |
92.47 |
53.94 |
38.53 |
67.5% |
2.50 |
4.4% |
8% |
False |
False |
78,226 |
80 |
93.81 |
53.94 |
39.87 |
69.8% |
2.25 |
3.9% |
8% |
False |
False |
62,500 |
100 |
95.94 |
53.94 |
42.00 |
73.5% |
1.99 |
3.5% |
8% |
False |
False |
51,377 |
120 |
99.76 |
53.94 |
45.82 |
80.2% |
1.83 |
3.2% |
7% |
False |
False |
43,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.19 |
2.618 |
64.11 |
1.618 |
61.61 |
1.000 |
60.06 |
0.618 |
59.11 |
HIGH |
57.56 |
0.618 |
56.61 |
0.500 |
56.31 |
0.382 |
56.02 |
LOW |
55.06 |
0.618 |
53.52 |
1.000 |
52.56 |
1.618 |
51.02 |
2.618 |
48.52 |
4.250 |
44.44 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.85 |
56.91 |
PP |
56.58 |
56.69 |
S1 |
56.31 |
56.48 |
|