NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
63.55 |
61.71 |
-1.84 |
-2.9% |
66.48 |
High |
63.67 |
62.12 |
-1.55 |
-2.4% |
69.74 |
Low |
60.84 |
59.54 |
-1.30 |
-2.1% |
64.08 |
Close |
61.42 |
60.52 |
-0.90 |
-1.5% |
66.08 |
Range |
2.83 |
2.58 |
-0.25 |
-8.8% |
5.66 |
ATR |
2.49 |
2.50 |
0.01 |
0.3% |
0.00 |
Volume |
57,976 |
62,256 |
4,280 |
7.4% |
238,072 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.47 |
67.07 |
61.94 |
|
R3 |
65.89 |
64.49 |
61.23 |
|
R2 |
63.31 |
63.31 |
60.99 |
|
R1 |
61.91 |
61.91 |
60.76 |
61.32 |
PP |
60.73 |
60.73 |
60.73 |
60.43 |
S1 |
59.33 |
59.33 |
60.28 |
58.74 |
S2 |
58.15 |
58.15 |
60.05 |
|
S3 |
55.57 |
56.75 |
59.81 |
|
S4 |
52.99 |
54.17 |
59.10 |
|
|
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 |
67.07 |
59.54 |
7.53 |
12.4% |
2.36 |
3.9% |
13% |
False |
True |
50,952 |
10 |
73.68 |
59.54 |
14.14 |
23.4% |
3.11 |
5.1% |
7% |
False |
True |
49,091 |
20 |
77.79 |
59.54 |
18.25 |
30.2% |
2.58 |
4.3% |
5% |
False |
True |
44,425 |
40 |
82.58 |
59.54 |
23.04 |
38.1% |
2.26 |
3.7% |
4% |
False |
True |
39,661 |
60 |
91.92 |
59.54 |
32.38 |
53.5% |
2.13 |
3.5% |
3% |
False |
True |
37,317 |
80 |
93.80 |
59.54 |
34.26 |
56.6% |
1.90 |
3.1% |
3% |
False |
True |
31,830 |
100 |
98.01 |
59.54 |
38.47 |
63.6% |
1.72 |
2.8% |
3% |
False |
True |
27,481 |
120 |
100.52 |
59.54 |
40.98 |
67.7% |
1.58 |
2.6% |
2% |
False |
True |
24,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.09 |
2.618 |
68.87 |
1.618 |
66.29 |
1.000 |
64.70 |
0.618 |
63.71 |
HIGH |
62.12 |
0.618 |
61.13 |
0.500 |
60.83 |
0.382 |
60.53 |
LOW |
59.54 |
0.618 |
57.95 |
1.000 |
56.96 |
1.618 |
55.37 |
2.618 |
52.79 |
4.250 |
48.58 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
60.83 |
62.05 |
PP |
60.73 |
61.54 |
S1 |
60.62 |
61.03 |
|