NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.80 |
55.86 |
-0.94 |
-1.7% |
57.75 |
High |
57.15 |
56.59 |
-0.56 |
-1.0% |
58.53 |
Low |
55.07 |
54.51 |
-0.56 |
-1.0% |
54.51 |
Close |
55.84 |
54.73 |
-1.11 |
-2.0% |
54.73 |
Range |
2.08 |
2.08 |
0.00 |
0.0% |
4.02 |
ATR |
2.96 |
2.90 |
-0.06 |
-2.1% |
0.00 |
Volume |
174,969 |
127,202 |
-47,767 |
-27.3% |
853,493 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.52 |
60.20 |
55.87 |
|
R3 |
59.44 |
58.12 |
55.30 |
|
R2 |
57.36 |
57.36 |
55.11 |
|
R1 |
56.04 |
56.04 |
54.92 |
55.66 |
PP |
55.28 |
55.28 |
55.28 |
55.09 |
S1 |
53.96 |
53.96 |
54.54 |
53.58 |
S2 |
53.20 |
53.20 |
54.35 |
|
S3 |
51.12 |
51.88 |
54.16 |
|
S4 |
49.04 |
49.80 |
53.59 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.98 |
65.38 |
56.94 |
|
R3 |
63.96 |
61.36 |
55.84 |
|
R2 |
59.94 |
59.94 |
55.47 |
|
R1 |
57.34 |
57.34 |
55.10 |
56.63 |
PP |
55.92 |
55.92 |
55.92 |
55.57 |
S1 |
53.32 |
53.32 |
54.36 |
52.61 |
S2 |
51.90 |
51.90 |
53.99 |
|
S3 |
47.88 |
49.30 |
53.62 |
|
S4 |
43.86 |
45.28 |
52.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.53 |
54.42 |
4.11 |
7.5% |
2.81 |
5.1% |
8% |
False |
False |
247,405 |
10 |
59.79 |
53.94 |
5.85 |
10.7% |
3.27 |
6.0% |
14% |
False |
False |
268,028 |
20 |
73.62 |
53.94 |
19.68 |
36.0% |
3.22 |
5.9% |
4% |
False |
False |
176,893 |
40 |
81.67 |
53.94 |
27.73 |
50.7% |
2.62 |
4.8% |
3% |
False |
False |
109,749 |
60 |
88.99 |
53.94 |
35.05 |
64.0% |
2.48 |
4.5% |
2% |
False |
False |
82,383 |
80 |
93.67 |
53.94 |
39.73 |
72.6% |
2.25 |
4.1% |
2% |
False |
False |
65,940 |
100 |
95.94 |
53.94 |
42.00 |
76.7% |
2.02 |
3.7% |
2% |
False |
False |
54,312 |
120 |
99.09 |
53.94 |
45.15 |
82.5% |
1.86 |
3.4% |
2% |
False |
False |
46,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.43 |
2.618 |
62.04 |
1.618 |
59.96 |
1.000 |
58.67 |
0.618 |
57.88 |
HIGH |
56.59 |
0.618 |
55.80 |
0.500 |
55.55 |
0.382 |
55.30 |
LOW |
54.51 |
0.618 |
53.22 |
1.000 |
52.43 |
1.618 |
51.14 |
2.618 |
49.06 |
4.250 |
45.67 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
55.55 |
56.04 |
PP |
55.28 |
55.60 |
S1 |
55.00 |
55.17 |
|