NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
57.13 |
56.25 |
-0.88 |
-1.5% |
58.19 |
High |
57.50 |
56.96 |
-0.54 |
-0.9% |
58.88 |
Low |
55.46 |
54.91 |
-0.55 |
-1.0% |
54.91 |
Close |
56.22 |
55.13 |
-1.09 |
-1.9% |
55.13 |
Range |
2.04 |
2.05 |
0.01 |
0.5% |
3.97 |
ATR |
2.91 |
2.85 |
-0.06 |
-2.1% |
0.00 |
Volume |
48,128 |
28,967 |
-19,161 |
-39.8% |
210,876 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.82 |
60.52 |
56.26 |
|
R3 |
59.77 |
58.47 |
55.69 |
|
R2 |
57.72 |
57.72 |
55.51 |
|
R1 |
56.42 |
56.42 |
55.32 |
56.05 |
PP |
55.67 |
55.67 |
55.67 |
55.48 |
S1 |
54.37 |
54.37 |
54.94 |
54.00 |
S2 |
53.62 |
53.62 |
54.75 |
|
S3 |
51.57 |
52.32 |
54.57 |
|
S4 |
49.52 |
50.27 |
54.00 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.22 |
65.64 |
57.31 |
|
R3 |
64.25 |
61.67 |
56.22 |
|
R2 |
60.28 |
60.28 |
55.86 |
|
R1 |
57.70 |
57.70 |
55.49 |
57.01 |
PP |
56.31 |
56.31 |
56.31 |
55.96 |
S1 |
53.73 |
53.73 |
54.77 |
53.04 |
S2 |
52.34 |
52.34 |
54.40 |
|
S3 |
48.37 |
49.76 |
54.04 |
|
S4 |
44.40 |
45.79 |
52.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.88 |
54.74 |
4.14 |
7.5% |
2.78 |
5.0% |
9% |
False |
False |
60,219 |
10 |
60.10 |
54.33 |
5.77 |
10.5% |
3.22 |
5.8% |
14% |
False |
False |
68,197 |
20 |
73.68 |
54.33 |
19.35 |
35.1% |
3.16 |
5.7% |
4% |
False |
False |
58,644 |
40 |
81.43 |
54.33 |
27.10 |
49.2% |
2.56 |
4.6% |
3% |
False |
False |
48,242 |
60 |
88.45 |
54.33 |
34.12 |
61.9% |
2.43 |
4.4% |
2% |
False |
False |
44,538 |
80 |
93.59 |
54.33 |
39.26 |
71.2% |
2.17 |
3.9% |
2% |
False |
False |
38,915 |
100 |
95.56 |
54.33 |
41.23 |
74.8% |
1.95 |
3.5% |
2% |
False |
False |
33,271 |
120 |
98.49 |
54.33 |
44.16 |
80.1% |
1.79 |
3.2% |
2% |
False |
False |
29,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.67 |
2.618 |
62.33 |
1.618 |
60.28 |
1.000 |
59.01 |
0.618 |
58.23 |
HIGH |
56.96 |
0.618 |
56.18 |
0.500 |
55.94 |
0.382 |
55.69 |
LOW |
54.91 |
0.618 |
53.64 |
1.000 |
52.86 |
1.618 |
51.59 |
2.618 |
49.54 |
4.250 |
46.20 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
55.94 |
56.41 |
PP |
55.67 |
55.98 |
S1 |
55.40 |
55.56 |
|