NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
67.83 |
66.89 |
-0.94 |
-1.4% |
66.66 |
High |
68.53 |
67.13 |
-1.40 |
-2.0% |
69.86 |
Low |
66.59 |
65.61 |
-0.98 |
-1.5% |
64.34 |
Close |
67.23 |
66.28 |
-0.95 |
-1.4% |
66.28 |
Range |
1.94 |
1.52 |
-0.42 |
-21.6% |
5.52 |
ATR |
2.37 |
2.32 |
-0.05 |
-2.3% |
0.00 |
Volume |
16,939 |
19,925 |
2,986 |
17.6% |
103,303 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.90 |
70.11 |
67.12 |
|
R3 |
69.38 |
68.59 |
66.70 |
|
R2 |
67.86 |
67.86 |
66.56 |
|
R1 |
67.07 |
67.07 |
66.42 |
66.71 |
PP |
66.34 |
66.34 |
66.34 |
66.16 |
S1 |
65.55 |
65.55 |
66.14 |
65.19 |
S2 |
64.82 |
64.82 |
66.00 |
|
S3 |
63.30 |
64.03 |
65.86 |
|
S4 |
61.78 |
62.51 |
65.44 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.39 |
80.35 |
69.32 |
|
R3 |
77.87 |
74.83 |
67.80 |
|
R2 |
72.35 |
72.35 |
67.29 |
|
R1 |
69.31 |
69.31 |
66.79 |
68.07 |
PP |
66.83 |
66.83 |
66.83 |
66.21 |
S1 |
63.79 |
63.79 |
65.77 |
62.55 |
S2 |
61.31 |
61.31 |
65.27 |
|
S3 |
55.79 |
58.27 |
64.76 |
|
S4 |
50.27 |
52.75 |
63.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.86 |
64.34 |
5.52 |
8.3% |
2.53 |
3.8% |
35% |
False |
False |
20,660 |
10 |
77.75 |
64.34 |
13.41 |
20.2% |
2.71 |
4.1% |
14% |
False |
False |
18,028 |
20 |
79.70 |
64.34 |
15.36 |
23.2% |
2.29 |
3.5% |
13% |
False |
False |
17,027 |
40 |
84.25 |
64.34 |
19.91 |
30.0% |
2.12 |
3.2% |
10% |
False |
False |
15,060 |
60 |
92.17 |
64.34 |
27.83 |
42.0% |
1.93 |
2.9% |
7% |
False |
False |
12,818 |
80 |
94.52 |
64.34 |
30.18 |
45.5% |
1.70 |
2.6% |
6% |
False |
False |
10,517 |
100 |
97.35 |
64.34 |
33.01 |
49.8% |
1.52 |
2.3% |
6% |
False |
False |
8,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.59 |
2.618 |
71.11 |
1.618 |
69.59 |
1.000 |
68.65 |
0.618 |
68.07 |
HIGH |
67.13 |
0.618 |
66.55 |
0.500 |
66.37 |
0.382 |
66.19 |
LOW |
65.61 |
0.618 |
64.67 |
1.000 |
64.09 |
1.618 |
63.15 |
2.618 |
61.63 |
4.250 |
59.15 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
66.37 |
67.11 |
PP |
66.34 |
66.83 |
S1 |
66.31 |
66.56 |
|