NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.48 |
55.60 |
-0.88 |
-1.6% |
57.51 |
High |
59.31 |
58.70 |
-0.61 |
-1.0% |
59.53 |
Low |
54.62 |
54.74 |
0.12 |
0.2% |
54.33 |
Close |
54.70 |
57.48 |
2.78 |
5.1% |
57.48 |
Range |
4.69 |
3.96 |
-0.73 |
-15.6% |
5.20 |
ATR |
2.91 |
2.98 |
0.08 |
2.7% |
0.00 |
Volume |
82,718 |
90,222 |
7,504 |
9.1% |
401,840 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.85 |
67.13 |
59.66 |
|
R3 |
64.89 |
63.17 |
58.57 |
|
R2 |
60.93 |
60.93 |
58.21 |
|
R1 |
59.21 |
59.21 |
57.84 |
60.07 |
PP |
56.97 |
56.97 |
56.97 |
57.41 |
S1 |
55.25 |
55.25 |
57.12 |
56.11 |
S2 |
53.01 |
53.01 |
56.75 |
|
S3 |
49.05 |
51.29 |
56.39 |
|
S4 |
45.09 |
47.33 |
55.30 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.71 |
70.30 |
60.34 |
|
R3 |
67.51 |
65.10 |
58.91 |
|
R2 |
62.31 |
62.31 |
58.43 |
|
R1 |
59.90 |
59.90 |
57.96 |
58.51 |
PP |
57.11 |
57.11 |
57.11 |
56.42 |
S1 |
54.70 |
54.70 |
57.00 |
53.31 |
S2 |
51.91 |
51.91 |
56.53 |
|
S3 |
46.71 |
49.50 |
56.05 |
|
S4 |
41.51 |
44.30 |
54.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.53 |
54.33 |
5.20 |
9.0% |
4.03 |
7.0% |
61% |
False |
False |
80,368 |
10 |
65.90 |
54.33 |
11.57 |
20.1% |
3.24 |
5.6% |
27% |
False |
False |
69,019 |
20 |
77.79 |
54.33 |
23.46 |
40.8% |
3.04 |
5.3% |
13% |
False |
False |
55,029 |
40 |
82.19 |
54.33 |
27.86 |
48.5% |
2.45 |
4.3% |
11% |
False |
False |
45,529 |
60 |
91.92 |
54.33 |
37.59 |
65.4% |
2.39 |
4.2% |
8% |
False |
False |
42,968 |
80 |
93.80 |
54.33 |
39.47 |
68.7% |
2.12 |
3.7% |
8% |
False |
False |
36,998 |
100 |
95.76 |
54.33 |
41.43 |
72.1% |
1.89 |
3.3% |
8% |
False |
False |
31,570 |
120 |
100.07 |
54.33 |
45.74 |
79.6% |
1.73 |
3.0% |
7% |
False |
False |
27,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.53 |
2.618 |
69.07 |
1.618 |
65.11 |
1.000 |
62.66 |
0.618 |
61.15 |
HIGH |
58.70 |
0.618 |
57.19 |
0.500 |
56.72 |
0.382 |
56.25 |
LOW |
54.74 |
0.618 |
52.29 |
1.000 |
50.78 |
1.618 |
48.33 |
2.618 |
44.37 |
4.250 |
37.91 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.23 |
57.35 |
PP |
56.97 |
57.21 |
S1 |
56.72 |
57.08 |
|