NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
68.91 |
68.25 |
-0.66 |
-1.0% |
76.71 |
High |
69.52 |
68.61 |
-0.91 |
-1.3% |
77.14 |
Low |
67.25 |
67.22 |
-0.03 |
0.0% |
66.37 |
Close |
67.39 |
67.76 |
0.37 |
0.5% |
66.64 |
Range |
2.27 |
1.39 |
-0.88 |
-38.8% |
10.77 |
ATR |
2.48 |
2.40 |
-0.08 |
-3.1% |
0.00 |
Volume |
24,092 |
16,675 |
-7,417 |
-30.8% |
56,492 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.03 |
71.29 |
68.52 |
|
R3 |
70.64 |
69.90 |
68.14 |
|
R2 |
69.25 |
69.25 |
68.01 |
|
R1 |
68.51 |
68.51 |
67.89 |
68.19 |
PP |
67.86 |
67.86 |
67.86 |
67.70 |
S1 |
67.12 |
67.12 |
67.63 |
66.80 |
S2 |
66.47 |
66.47 |
67.51 |
|
S3 |
65.08 |
65.73 |
67.38 |
|
S4 |
63.69 |
64.34 |
67.00 |
|
|
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 |
74.54 |
64.34 |
10.20 |
15.1% |
3.49 |
5.2% |
34% |
False |
False |
18,506 |
10 |
77.75 |
64.34 |
13.41 |
19.8% |
2.69 |
4.0% |
26% |
False |
False |
18,024 |
20 |
79.70 |
64.34 |
15.36 |
22.7% |
2.31 |
3.4% |
22% |
False |
False |
17,365 |
40 |
86.22 |
64.34 |
21.88 |
32.3% |
2.16 |
3.2% |
16% |
False |
False |
14,798 |
60 |
92.17 |
64.34 |
27.83 |
41.1% |
1.93 |
2.9% |
12% |
False |
False |
12,416 |
80 |
94.76 |
64.34 |
30.42 |
44.9% |
1.68 |
2.5% |
11% |
False |
False |
10,113 |
100 |
97.35 |
64.34 |
33.01 |
48.7% |
1.50 |
2.2% |
10% |
False |
False |
8,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.52 |
2.618 |
72.25 |
1.618 |
70.86 |
1.000 |
70.00 |
0.618 |
69.47 |
HIGH |
68.61 |
0.618 |
68.08 |
0.500 |
67.92 |
0.382 |
67.75 |
LOW |
67.22 |
0.618 |
66.36 |
1.000 |
65.83 |
1.618 |
64.97 |
2.618 |
63.58 |
4.250 |
61.31 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
67.92 |
67.54 |
PP |
67.86 |
67.32 |
S1 |
67.81 |
67.10 |
|