NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 17-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.17 |
56.07 |
-0.10 |
-0.2% |
65.90 |
High |
57.72 |
59.53 |
1.81 |
3.1% |
65.90 |
Low |
54.33 |
54.95 |
0.62 |
1.1% |
57.99 |
Close |
56.55 |
57.13 |
0.58 |
1.0% |
58.41 |
Range |
3.39 |
4.58 |
1.19 |
35.1% |
7.91 |
ATR |
2.63 |
2.77 |
0.14 |
5.3% |
0.00 |
Volume |
69,180 |
89,090 |
19,910 |
28.8% |
288,355 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.94 |
68.62 |
59.65 |
|
R3 |
66.36 |
64.04 |
58.39 |
|
R2 |
61.78 |
61.78 |
57.97 |
|
R1 |
59.46 |
59.46 |
57.55 |
60.62 |
PP |
57.20 |
57.20 |
57.20 |
57.79 |
S1 |
54.88 |
54.88 |
56.71 |
56.04 |
S2 |
52.62 |
52.62 |
56.29 |
|
S3 |
48.04 |
50.30 |
55.87 |
|
S4 |
43.46 |
45.72 |
54.61 |
|
|
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 |
62.12 |
54.33 |
7.79 |
13.6% |
3.23 |
5.7% |
36% |
False |
False |
72,082 |
10 |
68.40 |
54.33 |
14.07 |
24.6% |
2.75 |
4.8% |
20% |
False |
False |
59,051 |
20 |
77.79 |
54.33 |
23.46 |
41.1% |
2.78 |
4.9% |
12% |
False |
False |
52,169 |
40 |
82.19 |
54.33 |
27.86 |
48.8% |
2.35 |
4.1% |
10% |
False |
False |
42,981 |
60 |
91.92 |
54.33 |
37.59 |
65.8% |
2.29 |
4.0% |
7% |
False |
False |
41,168 |
80 |
93.80 |
54.33 |
39.47 |
69.1% |
2.03 |
3.5% |
7% |
False |
False |
35,044 |
100 |
96.85 |
54.33 |
42.52 |
74.4% |
1.82 |
3.2% |
7% |
False |
False |
30,015 |
120 |
100.33 |
54.33 |
46.00 |
80.5% |
1.67 |
2.9% |
6% |
False |
False |
26,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.00 |
2.618 |
71.52 |
1.618 |
66.94 |
1.000 |
64.11 |
0.618 |
62.36 |
HIGH |
59.53 |
0.618 |
57.78 |
0.500 |
57.24 |
0.382 |
56.70 |
LOW |
54.95 |
0.618 |
52.12 |
1.000 |
50.37 |
1.618 |
47.54 |
2.618 |
42.96 |
4.250 |
35.49 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.24 |
57.06 |
PP |
57.20 |
57.00 |
S1 |
57.17 |
56.93 |
|