NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
63.07 |
63.55 |
0.48 |
0.8% |
66.48 |
High |
64.56 |
63.67 |
-0.89 |
-1.4% |
69.74 |
Low |
62.61 |
60.84 |
-1.77 |
-2.8% |
64.08 |
Close |
64.15 |
61.42 |
-2.73 |
-4.3% |
66.08 |
Range |
1.95 |
2.83 |
0.88 |
45.1% |
5.66 |
ATR |
2.43 |
2.49 |
0.06 |
2.6% |
0.00 |
Volume |
58,405 |
57,976 |
-429 |
-0.7% |
238,072 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.47 |
68.77 |
62.98 |
|
R3 |
67.64 |
65.94 |
62.20 |
|
R2 |
64.81 |
64.81 |
61.94 |
|
R1 |
63.11 |
63.11 |
61.68 |
62.55 |
PP |
61.98 |
61.98 |
61.98 |
61.69 |
S1 |
60.28 |
60.28 |
61.16 |
59.72 |
S2 |
59.15 |
59.15 |
60.90 |
|
S3 |
56.32 |
57.45 |
60.64 |
|
S4 |
53.49 |
54.62 |
59.86 |
|
|
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 |
68.40 |
60.84 |
7.56 |
12.3% |
2.26 |
3.7% |
8% |
False |
True |
46,021 |
10 |
74.53 |
60.84 |
13.69 |
22.3% |
2.96 |
4.8% |
4% |
False |
True |
45,855 |
20 |
77.79 |
60.84 |
16.95 |
27.6% |
2.51 |
4.1% |
3% |
False |
True |
43,147 |
40 |
82.58 |
60.84 |
21.74 |
35.4% |
2.26 |
3.7% |
3% |
False |
True |
39,374 |
60 |
92.27 |
60.84 |
31.43 |
51.2% |
2.11 |
3.4% |
2% |
False |
True |
36,601 |
80 |
93.80 |
60.84 |
32.96 |
53.7% |
1.88 |
3.1% |
2% |
False |
True |
31,162 |
100 |
98.02 |
60.84 |
37.18 |
60.5% |
1.71 |
2.8% |
2% |
False |
True |
26,961 |
120 |
100.52 |
60.84 |
39.68 |
64.6% |
1.57 |
2.5% |
1% |
False |
True |
23,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.70 |
2.618 |
71.08 |
1.618 |
68.25 |
1.000 |
66.50 |
0.618 |
65.42 |
HIGH |
63.67 |
0.618 |
62.59 |
0.500 |
62.26 |
0.382 |
61.92 |
LOW |
60.84 |
0.618 |
59.09 |
1.000 |
58.01 |
1.618 |
56.26 |
2.618 |
53.43 |
4.250 |
48.81 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
62.26 |
63.37 |
PP |
61.98 |
62.72 |
S1 |
61.70 |
62.07 |
|