NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
57.44 |
56.55 |
-0.89 |
-1.5% |
65.84 |
High |
59.70 |
58.03 |
-1.67 |
-2.8% |
65.84 |
Low |
56.25 |
54.78 |
-1.47 |
-2.6% |
58.37 |
Close |
57.04 |
56.85 |
-0.19 |
-0.3% |
58.76 |
Range |
3.45 |
3.25 |
-0.20 |
-5.8% |
7.47 |
ATR |
2.48 |
2.53 |
0.06 |
2.2% |
0.00 |
Volume |
29,528 |
27,974 |
-1,554 |
-5.3% |
119,534 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.30 |
64.83 |
58.64 |
|
R3 |
63.05 |
61.58 |
57.74 |
|
R2 |
59.80 |
59.80 |
57.45 |
|
R1 |
58.33 |
58.33 |
57.15 |
59.07 |
PP |
56.55 |
56.55 |
56.55 |
56.92 |
S1 |
55.08 |
55.08 |
56.55 |
55.82 |
S2 |
53.30 |
53.30 |
56.25 |
|
S3 |
50.05 |
51.83 |
55.96 |
|
S4 |
46.80 |
48.58 |
55.06 |
|
|
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 |
63.78 |
54.78 |
9.00 |
15.8% |
2.77 |
4.9% |
23% |
False |
True |
26,229 |
10 |
68.61 |
54.78 |
13.83 |
24.3% |
2.30 |
4.1% |
15% |
False |
True |
23,057 |
20 |
77.75 |
54.78 |
22.97 |
40.4% |
2.53 |
4.4% |
9% |
False |
True |
20,273 |
40 |
82.03 |
54.78 |
27.25 |
47.9% |
2.16 |
3.8% |
8% |
False |
True |
17,218 |
60 |
91.36 |
54.78 |
36.58 |
64.3% |
2.09 |
3.7% |
6% |
False |
True |
15,203 |
80 |
93.50 |
54.78 |
38.72 |
68.1% |
1.84 |
3.2% |
5% |
False |
True |
12,485 |
100 |
96.85 |
54.78 |
42.07 |
74.0% |
1.65 |
2.9% |
5% |
False |
True |
10,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.84 |
2.618 |
66.54 |
1.618 |
63.29 |
1.000 |
61.28 |
0.618 |
60.04 |
HIGH |
58.03 |
0.618 |
56.79 |
0.500 |
56.41 |
0.382 |
56.02 |
LOW |
54.78 |
0.618 |
52.77 |
1.000 |
51.53 |
1.618 |
49.52 |
2.618 |
46.27 |
4.250 |
40.97 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.70 |
57.56 |
PP |
56.55 |
57.32 |
S1 |
56.41 |
57.09 |
|