NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
60.12 |
57.44 |
-2.68 |
-4.5% |
65.84 |
High |
60.33 |
59.70 |
-0.63 |
-1.0% |
65.84 |
Low |
58.37 |
56.25 |
-2.12 |
-3.6% |
58.37 |
Close |
58.76 |
57.04 |
-1.72 |
-2.9% |
58.76 |
Range |
1.96 |
3.45 |
1.49 |
76.0% |
7.47 |
ATR |
2.41 |
2.48 |
0.07 |
3.1% |
0.00 |
Volume |
23,777 |
29,528 |
5,751 |
24.2% |
119,534 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.01 |
65.98 |
58.94 |
|
R3 |
64.56 |
62.53 |
57.99 |
|
R2 |
61.11 |
61.11 |
57.67 |
|
R1 |
59.08 |
59.08 |
57.36 |
58.37 |
PP |
57.66 |
57.66 |
57.66 |
57.31 |
S1 |
55.63 |
55.63 |
56.72 |
54.92 |
S2 |
54.21 |
54.21 |
56.41 |
|
S3 |
50.76 |
52.18 |
56.09 |
|
S4 |
47.31 |
48.73 |
55.14 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.40 |
78.55 |
62.87 |
|
R3 |
75.93 |
71.08 |
60.81 |
|
R2 |
68.46 |
68.46 |
60.13 |
|
R1 |
63.61 |
63.61 |
59.44 |
62.30 |
PP |
60.99 |
60.99 |
60.99 |
60.34 |
S1 |
56.14 |
56.14 |
58.08 |
54.83 |
S2 |
53.52 |
53.52 |
57.39 |
|
S3 |
46.05 |
48.67 |
56.71 |
|
S4 |
38.58 |
41.20 |
54.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.75 |
56.25 |
8.50 |
14.9% |
2.49 |
4.4% |
9% |
False |
True |
26,359 |
10 |
69.52 |
56.25 |
13.27 |
23.3% |
2.21 |
3.9% |
6% |
False |
True |
22,669 |
20 |
77.75 |
56.25 |
21.50 |
37.7% |
2.42 |
4.2% |
4% |
False |
True |
19,607 |
40 |
82.03 |
56.25 |
25.78 |
45.2% |
2.12 |
3.7% |
3% |
False |
True |
16,751 |
60 |
91.36 |
56.25 |
35.11 |
61.6% |
2.06 |
3.6% |
2% |
False |
True |
14,790 |
80 |
93.50 |
56.25 |
37.25 |
65.3% |
1.81 |
3.2% |
2% |
False |
True |
12,181 |
100 |
97.06 |
56.25 |
40.81 |
71.5% |
1.62 |
2.8% |
2% |
False |
True |
10,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.36 |
2.618 |
68.73 |
1.618 |
65.28 |
1.000 |
63.15 |
0.618 |
61.83 |
HIGH |
59.70 |
0.618 |
58.38 |
0.500 |
57.98 |
0.382 |
57.57 |
LOW |
56.25 |
0.618 |
54.12 |
1.000 |
52.80 |
1.618 |
50.67 |
2.618 |
47.22 |
4.250 |
41.59 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.98 |
59.32 |
PP |
57.66 |
58.56 |
S1 |
57.35 |
57.80 |
|