NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
57.51 |
56.17 |
-1.34 |
-2.3% |
65.90 |
High |
59.34 |
57.72 |
-1.62 |
-2.7% |
65.90 |
Low |
55.83 |
54.33 |
-1.50 |
-2.7% |
57.99 |
Close |
56.64 |
56.55 |
-0.09 |
-0.2% |
58.41 |
Range |
3.51 |
3.39 |
-0.12 |
-3.4% |
7.91 |
ATR |
2.57 |
2.63 |
0.06 |
2.3% |
0.00 |
Volume |
70,630 |
69,180 |
-1,450 |
-2.1% |
288,355 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.37 |
64.85 |
58.41 |
|
R3 |
62.98 |
61.46 |
57.48 |
|
R2 |
59.59 |
59.59 |
57.17 |
|
R1 |
58.07 |
58.07 |
56.86 |
58.83 |
PP |
56.20 |
56.20 |
56.20 |
56.58 |
S1 |
54.68 |
54.68 |
56.24 |
55.44 |
S2 |
52.81 |
52.81 |
55.93 |
|
S3 |
49.42 |
51.29 |
55.62 |
|
S4 |
46.03 |
47.90 |
54.69 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.50 |
79.36 |
62.76 |
|
R3 |
76.59 |
71.45 |
60.59 |
|
R2 |
68.68 |
68.68 |
59.86 |
|
R1 |
63.54 |
63.54 |
59.14 |
62.16 |
PP |
60.77 |
60.77 |
60.77 |
60.07 |
S1 |
55.63 |
55.63 |
57.68 |
54.25 |
S2 |
52.86 |
52.86 |
56.96 |
|
S3 |
44.95 |
47.72 |
56.23 |
|
S4 |
37.04 |
39.81 |
54.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.67 |
54.33 |
9.34 |
16.5% |
2.88 |
5.1% |
24% |
False |
True |
65,859 |
10 |
68.43 |
54.33 |
14.10 |
24.9% |
2.43 |
4.3% |
16% |
False |
True |
54,431 |
20 |
77.79 |
54.33 |
23.46 |
41.5% |
2.66 |
4.7% |
9% |
False |
True |
49,402 |
40 |
82.19 |
54.33 |
27.86 |
49.3% |
2.27 |
4.0% |
8% |
False |
True |
41,584 |
60 |
91.92 |
54.33 |
37.59 |
66.5% |
2.23 |
3.9% |
6% |
False |
True |
39,933 |
80 |
93.80 |
54.33 |
39.47 |
69.8% |
1.98 |
3.5% |
6% |
False |
True |
34,038 |
100 |
97.39 |
54.33 |
43.06 |
76.1% |
1.78 |
3.2% |
5% |
False |
True |
29,249 |
120 |
100.33 |
54.33 |
46.00 |
81.3% |
1.64 |
2.9% |
5% |
False |
True |
25,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.13 |
2.618 |
66.60 |
1.618 |
63.21 |
1.000 |
61.11 |
0.618 |
59.82 |
HIGH |
57.72 |
0.618 |
56.43 |
0.500 |
56.03 |
0.382 |
55.62 |
LOW |
54.33 |
0.618 |
52.23 |
1.000 |
50.94 |
1.618 |
48.84 |
2.618 |
45.45 |
4.250 |
39.92 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.38 |
57.22 |
PP |
56.20 |
56.99 |
S1 |
56.03 |
56.77 |
|