NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
66.89 |
65.84 |
-1.05 |
-1.6% |
66.66 |
High |
67.13 |
65.84 |
-1.29 |
-1.9% |
69.86 |
Low |
65.61 |
63.34 |
-2.27 |
-3.5% |
64.34 |
Close |
66.28 |
63.59 |
-2.69 |
-4.1% |
66.28 |
Range |
1.52 |
2.50 |
0.98 |
64.5% |
5.52 |
ATR |
2.32 |
2.36 |
0.04 |
1.9% |
0.00 |
Volume |
19,925 |
17,267 |
-2,658 |
-13.3% |
103,303 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.76 |
70.17 |
64.97 |
|
R3 |
69.26 |
67.67 |
64.28 |
|
R2 |
66.76 |
66.76 |
64.05 |
|
R1 |
65.17 |
65.17 |
63.82 |
64.72 |
PP |
64.26 |
64.26 |
64.26 |
64.03 |
S1 |
62.67 |
62.67 |
63.36 |
62.22 |
S2 |
61.76 |
61.76 |
63.13 |
|
S3 |
59.26 |
60.17 |
62.90 |
|
S4 |
56.76 |
57.67 |
62.22 |
|
|
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 |
69.52 |
63.34 |
6.18 |
9.7% |
1.92 |
3.0% |
4% |
False |
True |
18,979 |
10 |
77.14 |
63.34 |
13.80 |
21.7% |
2.74 |
4.3% |
2% |
False |
True |
17,706 |
20 |
79.70 |
63.34 |
16.36 |
25.7% |
2.33 |
3.7% |
2% |
False |
True |
17,248 |
40 |
83.90 |
63.34 |
20.56 |
32.3% |
2.13 |
3.3% |
1% |
False |
True |
15,160 |
60 |
92.17 |
63.34 |
28.83 |
45.3% |
1.96 |
3.1% |
1% |
False |
True |
12,965 |
80 |
93.50 |
63.34 |
30.16 |
47.4% |
1.70 |
2.7% |
1% |
False |
True |
10,703 |
100 |
97.35 |
63.34 |
34.01 |
53.5% |
1.53 |
2.4% |
1% |
False |
True |
9,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.47 |
2.618 |
72.39 |
1.618 |
69.89 |
1.000 |
68.34 |
0.618 |
67.39 |
HIGH |
65.84 |
0.618 |
64.89 |
0.500 |
64.59 |
0.382 |
64.30 |
LOW |
63.34 |
0.618 |
61.80 |
1.000 |
60.84 |
1.618 |
59.30 |
2.618 |
56.80 |
4.250 |
52.72 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
64.59 |
65.94 |
PP |
64.26 |
65.15 |
S1 |
63.92 |
64.37 |
|