NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
68.25 |
67.83 |
-0.42 |
-0.6% |
76.71 |
High |
68.61 |
68.53 |
-0.08 |
-0.1% |
77.14 |
Low |
67.22 |
66.59 |
-0.63 |
-0.9% |
66.37 |
Close |
67.76 |
67.23 |
-0.53 |
-0.8% |
66.64 |
Range |
1.39 |
1.94 |
0.55 |
39.6% |
10.77 |
ATR |
2.40 |
2.37 |
-0.03 |
-1.4% |
0.00 |
Volume |
16,675 |
16,939 |
264 |
1.6% |
56,492 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.27 |
72.19 |
68.30 |
|
R3 |
71.33 |
70.25 |
67.76 |
|
R2 |
69.39 |
69.39 |
67.59 |
|
R1 |
68.31 |
68.31 |
67.41 |
67.88 |
PP |
67.45 |
67.45 |
67.45 |
67.24 |
S1 |
66.37 |
66.37 |
67.05 |
65.94 |
S2 |
65.51 |
65.51 |
66.87 |
|
S3 |
63.57 |
64.43 |
66.70 |
|
S4 |
61.63 |
62.49 |
66.16 |
|
|
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 |
73.71 |
64.34 |
9.37 |
13.9% |
3.69 |
5.5% |
31% |
False |
False |
19,269 |
10 |
77.75 |
64.34 |
13.41 |
19.9% |
2.76 |
4.1% |
22% |
False |
False |
18,683 |
20 |
79.70 |
64.34 |
15.36 |
22.8% |
2.29 |
3.4% |
19% |
False |
False |
17,016 |
40 |
85.79 |
64.34 |
21.45 |
31.9% |
2.17 |
3.2% |
13% |
False |
False |
14,899 |
60 |
92.17 |
64.34 |
27.83 |
41.4% |
1.94 |
2.9% |
10% |
False |
False |
12,591 |
80 |
94.76 |
64.34 |
30.42 |
45.2% |
1.69 |
2.5% |
10% |
False |
False |
10,294 |
100 |
97.35 |
64.34 |
33.01 |
49.1% |
1.51 |
2.2% |
9% |
False |
False |
8,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.78 |
2.618 |
73.61 |
1.618 |
71.67 |
1.000 |
70.47 |
0.618 |
69.73 |
HIGH |
68.53 |
0.618 |
67.79 |
0.500 |
67.56 |
0.382 |
67.33 |
LOW |
66.59 |
0.618 |
65.39 |
1.000 |
64.65 |
1.618 |
63.45 |
2.618 |
61.51 |
4.250 |
58.35 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
67.56 |
68.06 |
PP |
67.45 |
67.78 |
S1 |
67.34 |
67.51 |
|