NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.07 |
56.48 |
0.41 |
0.7% |
65.90 |
High |
59.53 |
59.31 |
-0.22 |
-0.4% |
65.90 |
Low |
54.95 |
54.62 |
-0.33 |
-0.6% |
57.99 |
Close |
57.13 |
54.70 |
-2.43 |
-4.3% |
58.41 |
Range |
4.58 |
4.69 |
0.11 |
2.4% |
7.91 |
ATR |
2.77 |
2.91 |
0.14 |
5.0% |
0.00 |
Volume |
89,090 |
82,718 |
-6,372 |
-7.2% |
288,355 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.28 |
67.18 |
57.28 |
|
R3 |
65.59 |
62.49 |
55.99 |
|
R2 |
60.90 |
60.90 |
55.56 |
|
R1 |
57.80 |
57.80 |
55.13 |
57.01 |
PP |
56.21 |
56.21 |
56.21 |
55.81 |
S1 |
53.11 |
53.11 |
54.27 |
52.32 |
S2 |
51.52 |
51.52 |
53.84 |
|
S3 |
46.83 |
48.42 |
53.41 |
|
S4 |
42.14 |
43.73 |
52.12 |
|
|
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 |
60.10 |
54.33 |
5.77 |
10.5% |
3.66 |
6.7% |
6% |
False |
False |
76,174 |
10 |
67.07 |
54.33 |
12.74 |
23.3% |
3.01 |
5.5% |
3% |
False |
False |
63,563 |
20 |
77.79 |
54.33 |
23.46 |
42.9% |
2.95 |
5.4% |
2% |
False |
False |
54,582 |
40 |
82.19 |
54.33 |
27.86 |
50.9% |
2.41 |
4.4% |
1% |
False |
False |
44,262 |
60 |
91.92 |
54.33 |
37.59 |
68.7% |
2.34 |
4.3% |
1% |
False |
False |
42,159 |
80 |
93.80 |
54.33 |
39.47 |
72.2% |
2.08 |
3.8% |
1% |
False |
False |
36,009 |
100 |
96.85 |
54.33 |
42.52 |
77.7% |
1.86 |
3.4% |
1% |
False |
False |
30,758 |
120 |
100.33 |
54.33 |
46.00 |
84.1% |
1.70 |
3.1% |
1% |
False |
False |
27,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.24 |
2.618 |
71.59 |
1.618 |
66.90 |
1.000 |
64.00 |
0.618 |
62.21 |
HIGH |
59.31 |
0.618 |
57.52 |
0.500 |
56.97 |
0.382 |
56.41 |
LOW |
54.62 |
0.618 |
51.72 |
1.000 |
49.93 |
1.618 |
47.03 |
2.618 |
42.34 |
4.250 |
34.69 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.97 |
56.93 |
PP |
56.21 |
56.19 |
S1 |
55.46 |
55.44 |
|