NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
55.60 |
58.19 |
2.59 |
4.7% |
57.51 |
High |
58.70 |
58.88 |
0.18 |
0.3% |
59.53 |
Low |
54.74 |
55.51 |
0.77 |
1.4% |
54.33 |
Close |
57.48 |
55.63 |
-1.85 |
-3.2% |
57.48 |
Range |
3.96 |
3.37 |
-0.59 |
-14.9% |
5.20 |
ATR |
2.98 |
3.01 |
0.03 |
0.9% |
0.00 |
Volume |
90,222 |
70,383 |
-19,839 |
-22.0% |
401,840 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.78 |
64.58 |
57.48 |
|
R3 |
63.41 |
61.21 |
56.56 |
|
R2 |
60.04 |
60.04 |
56.25 |
|
R1 |
57.84 |
57.84 |
55.94 |
57.26 |
PP |
56.67 |
56.67 |
56.67 |
56.38 |
S1 |
54.47 |
54.47 |
55.32 |
53.89 |
S2 |
53.30 |
53.30 |
55.01 |
|
S3 |
49.93 |
51.10 |
54.70 |
|
S4 |
46.56 |
47.73 |
53.78 |
|
|
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 |
9.3% |
4.00 |
7.2% |
25% |
False |
False |
80,318 |
10 |
64.56 |
54.33 |
10.23 |
18.4% |
3.30 |
5.9% |
13% |
False |
False |
72,011 |
20 |
77.11 |
54.33 |
22.78 |
40.9% |
3.10 |
5.6% |
6% |
False |
False |
56,418 |
40 |
82.19 |
54.33 |
27.86 |
50.1% |
2.50 |
4.5% |
5% |
False |
False |
46,445 |
60 |
91.92 |
54.33 |
37.59 |
67.6% |
2.43 |
4.4% |
3% |
False |
False |
43,676 |
80 |
93.80 |
54.33 |
39.47 |
71.0% |
2.15 |
3.9% |
3% |
False |
False |
37,779 |
100 |
95.56 |
54.33 |
41.23 |
74.1% |
1.91 |
3.4% |
3% |
False |
False |
32,175 |
120 |
99.21 |
54.33 |
44.88 |
80.7% |
1.75 |
3.1% |
3% |
False |
False |
28,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.20 |
2.618 |
67.70 |
1.618 |
64.33 |
1.000 |
62.25 |
0.618 |
60.96 |
HIGH |
58.88 |
0.618 |
57.59 |
0.500 |
57.20 |
0.382 |
56.80 |
LOW |
55.51 |
0.618 |
53.43 |
1.000 |
52.14 |
1.618 |
50.06 |
2.618 |
46.69 |
4.250 |
41.19 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.20 |
56.97 |
PP |
56.67 |
56.52 |
S1 |
56.15 |
56.08 |
|