NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 24-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
55.95 |
57.13 |
1.18 |
2.1% |
57.51 |
High |
57.91 |
57.50 |
-0.41 |
-0.7% |
59.53 |
Low |
55.44 |
55.46 |
0.02 |
0.0% |
54.33 |
Close |
57.48 |
56.22 |
-1.26 |
-2.2% |
57.48 |
Range |
2.47 |
2.04 |
-0.43 |
-17.4% |
5.20 |
ATR |
2.97 |
2.91 |
-0.07 |
-2.2% |
0.00 |
Volume |
63,398 |
48,128 |
-15,270 |
-24.1% |
401,840 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.51 |
61.41 |
57.34 |
|
R3 |
60.47 |
59.37 |
56.78 |
|
R2 |
58.43 |
58.43 |
56.59 |
|
R1 |
57.33 |
57.33 |
56.41 |
56.86 |
PP |
56.39 |
56.39 |
56.39 |
56.16 |
S1 |
55.29 |
55.29 |
56.03 |
54.82 |
S2 |
54.35 |
54.35 |
55.85 |
|
S3 |
52.31 |
53.25 |
55.66 |
|
S4 |
50.27 |
51.21 |
55.10 |
|
|
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 |
59.31 |
54.62 |
4.69 |
8.3% |
3.31 |
5.9% |
34% |
False |
False |
70,969 |
10 |
62.12 |
54.33 |
7.79 |
13.9% |
3.27 |
5.8% |
24% |
False |
False |
71,525 |
20 |
74.53 |
54.33 |
20.20 |
35.9% |
3.11 |
5.5% |
9% |
False |
False |
58,690 |
40 |
82.19 |
54.33 |
27.86 |
49.6% |
2.54 |
4.5% |
7% |
False |
False |
48,051 |
60 |
90.26 |
54.33 |
35.93 |
63.9% |
2.43 |
4.3% |
5% |
False |
False |
44,733 |
80 |
93.80 |
54.33 |
39.47 |
70.2% |
2.17 |
3.9% |
5% |
False |
False |
38,809 |
100 |
95.56 |
54.33 |
41.23 |
73.3% |
1.94 |
3.4% |
5% |
False |
False |
33,057 |
120 |
99.04 |
54.33 |
44.71 |
79.5% |
1.78 |
3.2% |
4% |
False |
False |
29,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.17 |
2.618 |
62.84 |
1.618 |
60.80 |
1.000 |
59.54 |
0.618 |
58.76 |
HIGH |
57.50 |
0.618 |
56.72 |
0.500 |
56.48 |
0.382 |
56.24 |
LOW |
55.46 |
0.618 |
54.20 |
1.000 |
53.42 |
1.618 |
52.16 |
2.618 |
50.12 |
4.250 |
46.79 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.48 |
57.16 |
PP |
56.39 |
56.85 |
S1 |
56.31 |
56.53 |
|