NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
66.66 |
68.91 |
2.25 |
3.4% |
76.71 |
High |
69.86 |
69.52 |
-0.34 |
-0.5% |
77.14 |
Low |
64.34 |
67.25 |
2.91 |
4.5% |
66.37 |
Close |
69.41 |
67.39 |
-2.02 |
-2.9% |
66.64 |
Range |
5.52 |
2.27 |
-3.25 |
-58.9% |
10.77 |
ATR |
2.50 |
2.48 |
-0.02 |
-0.7% |
0.00 |
Volume |
25,672 |
24,092 |
-1,580 |
-6.2% |
56,492 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.86 |
73.40 |
68.64 |
|
R3 |
72.59 |
71.13 |
68.01 |
|
R2 |
70.32 |
70.32 |
67.81 |
|
R1 |
68.86 |
68.86 |
67.60 |
68.46 |
PP |
68.05 |
68.05 |
68.05 |
67.85 |
S1 |
66.59 |
66.59 |
67.18 |
66.19 |
S2 |
65.78 |
65.78 |
66.97 |
|
S3 |
63.51 |
64.32 |
66.77 |
|
S4 |
61.24 |
62.05 |
66.14 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.36 |
95.27 |
72.56 |
|
R3 |
91.59 |
84.50 |
69.60 |
|
R2 |
80.82 |
80.82 |
68.61 |
|
R1 |
73.73 |
73.73 |
67.63 |
71.89 |
PP |
70.05 |
70.05 |
70.05 |
69.13 |
S1 |
62.96 |
62.96 |
65.65 |
61.12 |
S2 |
59.28 |
59.28 |
64.67 |
|
S3 |
48.51 |
52.19 |
63.68 |
|
S4 |
37.74 |
41.42 |
60.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.71 |
64.34 |
12.37 |
18.4% |
3.75 |
5.6% |
25% |
False |
False |
17,326 |
10 |
77.75 |
64.34 |
13.41 |
19.9% |
2.75 |
4.1% |
23% |
False |
False |
17,488 |
20 |
79.70 |
64.34 |
15.36 |
22.8% |
2.35 |
3.5% |
20% |
False |
False |
17,463 |
40 |
87.30 |
64.34 |
22.96 |
34.1% |
2.15 |
3.2% |
13% |
False |
False |
14,577 |
60 |
92.17 |
64.34 |
27.83 |
41.3% |
1.92 |
2.9% |
11% |
False |
False |
12,203 |
80 |
94.76 |
64.34 |
30.42 |
45.1% |
1.66 |
2.5% |
10% |
False |
False |
9,958 |
100 |
97.35 |
64.34 |
33.01 |
49.0% |
1.50 |
2.2% |
9% |
False |
False |
8,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.17 |
2.618 |
75.46 |
1.618 |
73.19 |
1.000 |
71.79 |
0.618 |
70.92 |
HIGH |
69.52 |
0.618 |
68.65 |
0.500 |
68.39 |
0.382 |
68.12 |
LOW |
67.25 |
0.618 |
65.85 |
1.000 |
64.98 |
1.618 |
63.58 |
2.618 |
61.31 |
4.250 |
57.60 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
68.39 |
69.03 |
PP |
68.05 |
68.48 |
S1 |
67.72 |
67.94 |
|