NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 30-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
55.05 |
53.72 |
-1.33 |
-2.4% |
57.75 |
High |
55.74 |
54.32 |
-1.42 |
-2.5% |
58.53 |
Low |
52.90 |
52.70 |
-0.20 |
-0.4% |
54.51 |
Close |
53.61 |
54.12 |
0.51 |
1.0% |
54.73 |
Range |
2.84 |
1.62 |
-1.22 |
-43.0% |
4.02 |
ATR |
2.89 |
2.80 |
-0.09 |
-3.1% |
0.00 |
Volume |
241,378 |
218,557 |
-22,821 |
-9.5% |
853,493 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.57 |
57.97 |
55.01 |
|
R3 |
56.95 |
56.35 |
54.57 |
|
R2 |
55.33 |
55.33 |
54.42 |
|
R1 |
54.73 |
54.73 |
54.27 |
55.03 |
PP |
53.71 |
53.71 |
53.71 |
53.87 |
S1 |
53.11 |
53.11 |
53.97 |
53.41 |
S2 |
52.09 |
52.09 |
53.82 |
|
S3 |
50.47 |
51.49 |
53.67 |
|
S4 |
48.85 |
49.87 |
53.23 |
|
|
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 |
57.56 |
52.70 |
4.86 |
9.0% |
2.22 |
4.1% |
29% |
False |
True |
207,221 |
10 |
59.27 |
52.70 |
6.57 |
12.1% |
3.15 |
5.8% |
22% |
False |
True |
278,365 |
20 |
69.40 |
52.70 |
16.70 |
30.9% |
2.77 |
5.1% |
9% |
False |
True |
193,830 |
40 |
80.81 |
52.70 |
28.11 |
51.9% |
2.65 |
4.9% |
5% |
False |
True |
119,765 |
60 |
88.34 |
52.70 |
35.64 |
65.9% |
2.47 |
4.6% |
4% |
False |
True |
88,925 |
80 |
92.63 |
52.70 |
39.93 |
73.8% |
2.27 |
4.2% |
4% |
False |
True |
71,418 |
100 |
95.94 |
52.70 |
43.24 |
79.9% |
2.05 |
3.8% |
3% |
False |
True |
58,787 |
120 |
98.82 |
52.70 |
46.12 |
85.2% |
1.88 |
3.5% |
3% |
False |
True |
50,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.21 |
2.618 |
58.56 |
1.618 |
56.94 |
1.000 |
55.94 |
0.618 |
55.32 |
HIGH |
54.32 |
0.618 |
53.70 |
0.500 |
53.51 |
0.382 |
53.32 |
LOW |
52.70 |
0.618 |
51.70 |
1.000 |
51.08 |
1.618 |
50.08 |
2.618 |
48.46 |
4.250 |
45.82 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
53.92 |
54.65 |
PP |
53.71 |
54.47 |
S1 |
53.51 |
54.30 |
|