NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
58.19 |
55.95 |
-2.24 |
-3.8% |
57.51 |
High |
58.88 |
57.91 |
-0.97 |
-1.6% |
59.53 |
Low |
55.51 |
55.44 |
-0.07 |
-0.1% |
54.33 |
Close |
55.63 |
57.48 |
1.85 |
3.3% |
57.48 |
Range |
3.37 |
2.47 |
-0.90 |
-26.7% |
5.20 |
ATR |
3.01 |
2.97 |
-0.04 |
-1.3% |
0.00 |
Volume |
70,383 |
63,398 |
-6,985 |
-9.9% |
401,840 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.35 |
63.39 |
58.84 |
|
R3 |
61.88 |
60.92 |
58.16 |
|
R2 |
59.41 |
59.41 |
57.93 |
|
R1 |
58.45 |
58.45 |
57.71 |
58.93 |
PP |
56.94 |
56.94 |
56.94 |
57.19 |
S1 |
55.98 |
55.98 |
57.25 |
56.46 |
S2 |
54.47 |
54.47 |
57.03 |
|
S3 |
52.00 |
53.51 |
56.80 |
|
S4 |
49.53 |
51.04 |
56.12 |
|
|
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 |
54.62 |
4.91 |
8.5% |
3.81 |
6.6% |
58% |
False |
False |
79,162 |
10 |
63.67 |
54.33 |
9.34 |
16.2% |
3.35 |
5.8% |
34% |
False |
False |
72,510 |
20 |
76.66 |
54.33 |
22.33 |
38.8% |
3.15 |
5.5% |
14% |
False |
False |
57,621 |
40 |
82.19 |
54.33 |
27.86 |
48.5% |
2.52 |
4.4% |
11% |
False |
False |
47,399 |
60 |
91.92 |
54.33 |
37.59 |
65.4% |
2.45 |
4.3% |
8% |
False |
False |
44,295 |
80 |
93.80 |
54.33 |
39.47 |
68.7% |
2.17 |
3.8% |
8% |
False |
False |
38,411 |
100 |
95.56 |
54.33 |
41.23 |
71.7% |
1.92 |
3.3% |
8% |
False |
False |
32,670 |
120 |
99.08 |
54.33 |
44.75 |
77.9% |
1.77 |
3.1% |
7% |
False |
False |
28,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.41 |
2.618 |
64.38 |
1.618 |
61.91 |
1.000 |
60.38 |
0.618 |
59.44 |
HIGH |
57.91 |
0.618 |
56.97 |
0.500 |
56.68 |
0.382 |
56.38 |
LOW |
55.44 |
0.618 |
53.91 |
1.000 |
52.97 |
1.618 |
51.44 |
2.618 |
48.97 |
4.250 |
44.94 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.21 |
57.26 |
PP |
56.94 |
57.03 |
S1 |
56.68 |
56.81 |
|