NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
65.90 |
63.07 |
-2.83 |
-4.3% |
66.48 |
High |
65.90 |
64.56 |
-1.34 |
-2.0% |
69.74 |
Low |
63.12 |
62.61 |
-0.51 |
-0.8% |
64.08 |
Close |
63.38 |
64.15 |
0.77 |
1.2% |
66.08 |
Range |
2.78 |
1.95 |
-0.83 |
-29.9% |
5.66 |
ATR |
2.46 |
2.43 |
-0.04 |
-1.5% |
0.00 |
Volume |
40,464 |
58,405 |
17,941 |
44.3% |
238,072 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.62 |
68.84 |
65.22 |
|
R3 |
67.67 |
66.89 |
64.69 |
|
R2 |
65.72 |
65.72 |
64.51 |
|
R1 |
64.94 |
64.94 |
64.33 |
65.33 |
PP |
63.77 |
63.77 |
63.77 |
63.97 |
S1 |
62.99 |
62.99 |
63.97 |
63.38 |
S2 |
61.82 |
61.82 |
63.79 |
|
S3 |
59.87 |
61.04 |
63.61 |
|
S4 |
57.92 |
59.09 |
63.08 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.61 |
80.51 |
69.19 |
|
R3 |
77.95 |
74.85 |
67.64 |
|
R2 |
72.29 |
72.29 |
67.12 |
|
R1 |
69.19 |
69.19 |
66.60 |
67.91 |
PP |
66.63 |
66.63 |
66.63 |
66.00 |
S1 |
63.53 |
63.53 |
65.56 |
62.25 |
S2 |
60.97 |
60.97 |
65.04 |
|
S3 |
55.31 |
57.87 |
64.52 |
|
S4 |
49.65 |
52.21 |
62.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.43 |
62.61 |
5.82 |
9.1% |
1.98 |
3.1% |
26% |
False |
True |
43,002 |
10 |
76.66 |
62.61 |
14.05 |
21.9% |
2.95 |
4.6% |
11% |
False |
True |
42,731 |
20 |
77.90 |
62.61 |
15.29 |
23.8% |
2.44 |
3.8% |
10% |
False |
True |
41,840 |
40 |
83.57 |
62.61 |
20.96 |
32.7% |
2.28 |
3.6% |
7% |
False |
True |
38,720 |
60 |
92.32 |
62.61 |
29.71 |
46.3% |
2.10 |
3.3% |
5% |
False |
True |
35,884 |
80 |
93.80 |
62.61 |
31.19 |
48.6% |
1.86 |
2.9% |
5% |
False |
True |
30,578 |
100 |
98.02 |
62.61 |
35.41 |
55.2% |
1.69 |
2.6% |
4% |
False |
True |
26,514 |
120 |
100.52 |
62.61 |
37.91 |
59.1% |
1.55 |
2.4% |
4% |
False |
True |
23,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.85 |
2.618 |
69.67 |
1.618 |
67.72 |
1.000 |
66.51 |
0.618 |
65.77 |
HIGH |
64.56 |
0.618 |
63.82 |
0.500 |
63.59 |
0.382 |
63.35 |
LOW |
62.61 |
0.618 |
61.40 |
1.000 |
60.66 |
1.618 |
59.45 |
2.618 |
57.50 |
4.250 |
54.32 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
63.96 |
64.84 |
PP |
63.77 |
64.61 |
S1 |
63.59 |
64.38 |
|