NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 31-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
54.19 |
54.25 |
0.06 |
0.1% |
58.19 |
High |
54.74 |
54.44 |
-0.30 |
-0.5% |
58.88 |
Low |
53.15 |
52.87 |
-0.28 |
-0.5% |
54.91 |
Close |
54.53 |
53.70 |
-0.83 |
-1.5% |
55.13 |
Range |
1.59 |
1.57 |
-0.02 |
-1.3% |
3.97 |
ATR |
2.75 |
2.67 |
-0.08 |
-2.8% |
0.00 |
Volume |
55,153 |
48,182 |
-6,971 |
-12.6% |
210,876 |
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.38 |
57.61 |
54.56 |
|
R3 |
56.81 |
56.04 |
54.13 |
|
R2 |
55.24 |
55.24 |
53.99 |
|
R1 |
54.47 |
54.47 |
53.84 |
54.07 |
PP |
53.67 |
53.67 |
53.67 |
53.47 |
S1 |
52.90 |
52.90 |
53.56 |
52.50 |
S2 |
52.10 |
52.10 |
53.41 |
|
S3 |
50.53 |
51.33 |
53.27 |
|
S4 |
48.96 |
49.76 |
52.84 |
|
|
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 |
57.50 |
52.87 |
4.63 |
8.6% |
2.01 |
3.7% |
18% |
False |
True |
40,372 |
10 |
59.53 |
52.87 |
6.66 |
12.4% |
2.91 |
5.4% |
12% |
False |
True |
59,767 |
20 |
68.43 |
52.87 |
15.56 |
29.0% |
2.67 |
5.0% |
5% |
False |
True |
57,099 |
40 |
79.65 |
52.87 |
26.78 |
49.9% |
2.58 |
4.8% |
3% |
False |
True |
49,460 |
60 |
87.79 |
52.87 |
34.92 |
65.0% |
2.42 |
4.5% |
2% |
False |
True |
44,420 |
80 |
92.32 |
52.87 |
39.45 |
73.5% |
2.21 |
4.1% |
2% |
False |
True |
39,963 |
100 |
95.38 |
52.87 |
42.51 |
79.2% |
1.98 |
3.7% |
2% |
False |
True |
34,203 |
120 |
98.02 |
52.87 |
45.15 |
84.1% |
1.81 |
3.4% |
2% |
False |
True |
30,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.11 |
2.618 |
58.55 |
1.618 |
56.98 |
1.000 |
56.01 |
0.618 |
55.41 |
HIGH |
54.44 |
0.618 |
53.84 |
0.500 |
53.66 |
0.382 |
53.47 |
LOW |
52.87 |
0.618 |
51.90 |
1.000 |
51.30 |
1.618 |
50.33 |
2.618 |
48.76 |
4.250 |
46.20 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
53.69 |
54.50 |
PP |
53.67 |
54.23 |
S1 |
53.66 |
53.97 |
|