NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
66.48 |
69.40 |
2.92 |
4.4% |
76.68 |
| High |
69.74 |
69.46 |
-0.28 |
-0.4% |
77.11 |
| Low |
64.08 |
66.97 |
2.89 |
4.5% |
66.05 |
| Close |
69.21 |
67.15 |
-2.06 |
-3.0% |
66.41 |
| Range |
5.66 |
2.49 |
-3.17 |
-56.0% |
11.06 |
| ATR |
2.61 |
2.60 |
-0.01 |
-0.3% |
0.00 |
| Volume |
59,146 |
62,781 |
3,635 |
6.1% |
129,715 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.33 |
73.73 |
68.52 |
|
| R3 |
72.84 |
71.24 |
67.83 |
|
| R2 |
70.35 |
70.35 |
67.61 |
|
| R1 |
68.75 |
68.75 |
67.38 |
68.31 |
| PP |
67.86 |
67.86 |
67.86 |
67.64 |
| S1 |
66.26 |
66.26 |
66.92 |
65.82 |
| S2 |
65.37 |
65.37 |
66.69 |
|
| S3 |
62.88 |
63.77 |
66.47 |
|
| S4 |
60.39 |
61.28 |
65.78 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.04 |
95.78 |
72.49 |
|
| R3 |
91.98 |
84.72 |
69.45 |
|
| R2 |
80.92 |
80.92 |
68.44 |
|
| R1 |
73.66 |
73.66 |
67.42 |
71.76 |
| PP |
69.86 |
69.86 |
69.86 |
68.91 |
| S1 |
62.60 |
62.60 |
65.40 |
60.70 |
| S2 |
58.80 |
58.80 |
64.38 |
|
| S3 |
47.74 |
51.54 |
63.37 |
|
| S4 |
36.68 |
40.48 |
60.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.66 |
64.08 |
12.58 |
18.7% |
3.91 |
5.8% |
24% |
False |
False |
42,461 |
| 10 |
77.79 |
64.08 |
13.71 |
20.4% |
2.88 |
4.3% |
22% |
False |
False |
44,374 |
| 20 |
79.65 |
64.08 |
15.57 |
23.2% |
2.48 |
3.7% |
20% |
False |
False |
41,821 |
| 40 |
87.79 |
64.08 |
23.71 |
35.3% |
2.30 |
3.4% |
13% |
False |
False |
38,081 |
| 60 |
92.32 |
64.08 |
28.24 |
42.1% |
2.05 |
3.1% |
11% |
False |
False |
34,251 |
| 80 |
95.38 |
64.08 |
31.30 |
46.6% |
1.81 |
2.7% |
10% |
False |
False |
28,479 |
| 100 |
98.02 |
64.08 |
33.94 |
50.5% |
1.64 |
2.4% |
9% |
False |
False |
24,925 |
| 120 |
100.52 |
64.08 |
36.44 |
54.3% |
1.49 |
2.2% |
8% |
False |
False |
22,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.04 |
|
2.618 |
75.98 |
|
1.618 |
73.49 |
|
1.000 |
71.95 |
|
0.618 |
71.00 |
|
HIGH |
69.46 |
|
0.618 |
68.51 |
|
0.500 |
68.22 |
|
0.382 |
67.92 |
|
LOW |
66.97 |
|
0.618 |
65.43 |
|
1.000 |
64.48 |
|
1.618 |
62.94 |
|
2.618 |
60.45 |
|
4.250 |
56.39 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
68.22 |
68.88 |
| PP |
67.86 |
68.30 |
| S1 |
67.51 |
67.73 |
|