NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
63.50 |
61.97 |
-1.53 |
-2.4% |
66.66 |
High |
63.78 |
62.39 |
-1.39 |
-2.2% |
69.86 |
Low |
61.10 |
59.90 |
-1.20 |
-2.0% |
64.34 |
Close |
61.70 |
60.87 |
-0.83 |
-1.3% |
66.28 |
Range |
2.68 |
2.49 |
-0.19 |
-7.1% |
5.52 |
ATR |
2.39 |
2.40 |
0.01 |
0.3% |
0.00 |
Volume |
21,123 |
28,743 |
7,620 |
36.1% |
103,303 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.52 |
67.19 |
62.24 |
|
R3 |
66.03 |
64.70 |
61.55 |
|
R2 |
63.54 |
63.54 |
61.33 |
|
R1 |
62.21 |
62.21 |
61.10 |
61.63 |
PP |
61.05 |
61.05 |
61.05 |
60.77 |
S1 |
59.72 |
59.72 |
60.64 |
59.14 |
S2 |
58.56 |
58.56 |
60.41 |
|
S3 |
56.07 |
57.23 |
60.19 |
|
S4 |
53.58 |
54.74 |
59.50 |
|
|
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 |
67.13 |
59.90 |
7.23 |
11.9% |
2.21 |
3.6% |
13% |
False |
True |
23,136 |
10 |
73.71 |
59.90 |
13.81 |
22.7% |
2.95 |
4.8% |
7% |
False |
True |
21,203 |
20 |
77.75 |
59.90 |
17.85 |
29.3% |
2.44 |
4.0% |
5% |
False |
True |
18,593 |
40 |
82.27 |
59.90 |
22.37 |
36.8% |
2.14 |
3.5% |
4% |
False |
True |
16,137 |
60 |
91.54 |
59.90 |
31.64 |
52.0% |
2.00 |
3.3% |
3% |
False |
True |
14,029 |
80 |
93.50 |
59.90 |
33.60 |
55.2% |
1.76 |
2.9% |
3% |
False |
True |
11,577 |
100 |
97.35 |
59.90 |
37.45 |
61.5% |
1.58 |
2.6% |
3% |
False |
True |
9,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.97 |
2.618 |
68.91 |
1.618 |
66.42 |
1.000 |
64.88 |
0.618 |
63.93 |
HIGH |
62.39 |
0.618 |
61.44 |
0.500 |
61.15 |
0.382 |
60.85 |
LOW |
59.90 |
0.618 |
58.36 |
1.000 |
57.41 |
1.618 |
55.87 |
2.618 |
53.38 |
4.250 |
49.32 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
61.15 |
62.33 |
PP |
61.05 |
61.84 |
S1 |
60.96 |
61.36 |
|