NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 24-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
55.39 |
56.80 |
1.41 |
2.5% |
56.90 |
High |
57.56 |
57.15 |
-0.41 |
-0.7% |
59.27 |
Low |
55.06 |
55.07 |
0.01 |
0.0% |
53.94 |
Close |
57.12 |
55.84 |
-1.28 |
-2.2% |
57.13 |
Range |
2.50 |
2.08 |
-0.42 |
-16.8% |
5.33 |
ATR |
3.03 |
2.96 |
-0.07 |
-2.2% |
0.00 |
Volume |
274,003 |
174,969 |
-99,034 |
-36.1% |
1,665,184 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.26 |
61.13 |
56.98 |
|
R3 |
60.18 |
59.05 |
56.41 |
|
R2 |
58.10 |
58.10 |
56.22 |
|
R1 |
56.97 |
56.97 |
56.03 |
56.50 |
PP |
56.02 |
56.02 |
56.02 |
55.78 |
S1 |
54.89 |
54.89 |
55.65 |
54.42 |
S2 |
53.94 |
53.94 |
55.46 |
|
S3 |
51.86 |
52.81 |
55.27 |
|
S4 |
49.78 |
50.73 |
54.70 |
|
|
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 |
59.04 |
54.28 |
4.76 |
8.5% |
3.35 |
6.0% |
33% |
False |
False |
312,767 |
10 |
61.88 |
53.94 |
7.94 |
14.2% |
3.33 |
6.0% |
24% |
False |
False |
269,571 |
20 |
74.56 |
53.94 |
20.62 |
36.9% |
3.17 |
5.7% |
9% |
False |
False |
172,610 |
40 |
82.32 |
53.94 |
28.38 |
50.8% |
2.60 |
4.7% |
7% |
False |
False |
107,029 |
60 |
90.72 |
53.94 |
36.78 |
65.9% |
2.48 |
4.4% |
5% |
False |
False |
80,859 |
80 |
93.81 |
53.94 |
39.87 |
71.4% |
2.25 |
4.0% |
5% |
False |
False |
64,536 |
100 |
95.94 |
53.94 |
42.00 |
75.2% |
2.01 |
3.6% |
5% |
False |
False |
53,074 |
120 |
99.62 |
53.94 |
45.68 |
81.8% |
1.84 |
3.3% |
4% |
False |
False |
45,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.99 |
2.618 |
62.60 |
1.618 |
60.52 |
1.000 |
59.23 |
0.618 |
58.44 |
HIGH |
57.15 |
0.618 |
56.36 |
0.500 |
56.11 |
0.382 |
55.86 |
LOW |
55.07 |
0.618 |
53.78 |
1.000 |
52.99 |
1.618 |
51.70 |
2.618 |
49.62 |
4.250 |
46.23 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.11 |
56.80 |
PP |
56.02 |
56.48 |
S1 |
55.93 |
56.16 |
|