NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 17-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.55 |
56.43 |
-0.12 |
-0.2% |
65.84 |
High |
58.03 |
59.74 |
1.71 |
2.9% |
65.84 |
Low |
54.78 |
55.31 |
0.53 |
1.0% |
58.37 |
Close |
56.85 |
57.46 |
0.61 |
1.1% |
58.76 |
Range |
3.25 |
4.43 |
1.18 |
36.3% |
7.47 |
ATR |
2.53 |
2.67 |
0.14 |
5.3% |
0.00 |
Volume |
27,974 |
31,020 |
3,046 |
10.9% |
119,534 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.79 |
68.56 |
59.90 |
|
R3 |
66.36 |
64.13 |
58.68 |
|
R2 |
61.93 |
61.93 |
58.27 |
|
R1 |
59.70 |
59.70 |
57.87 |
60.82 |
PP |
57.50 |
57.50 |
57.50 |
58.06 |
S1 |
55.27 |
55.27 |
57.05 |
56.39 |
S2 |
53.07 |
53.07 |
56.65 |
|
S3 |
48.64 |
50.84 |
56.24 |
|
S4 |
44.21 |
46.41 |
55.02 |
|
|
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 |
62.39 |
54.78 |
7.61 |
13.2% |
3.12 |
5.4% |
35% |
False |
False |
28,208 |
10 |
68.53 |
54.78 |
13.75 |
23.9% |
2.61 |
4.5% |
19% |
False |
False |
24,492 |
20 |
77.75 |
54.78 |
22.97 |
40.0% |
2.65 |
4.6% |
12% |
False |
False |
21,258 |
40 |
82.03 |
54.78 |
27.25 |
47.4% |
2.23 |
3.9% |
10% |
False |
False |
17,742 |
60 |
91.36 |
54.78 |
36.58 |
63.7% |
2.15 |
3.7% |
7% |
False |
False |
15,633 |
80 |
93.50 |
54.78 |
38.72 |
67.4% |
1.89 |
3.3% |
7% |
False |
False |
12,833 |
100 |
96.44 |
54.78 |
41.66 |
72.5% |
1.68 |
2.9% |
6% |
False |
False |
10,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.57 |
2.618 |
71.34 |
1.618 |
66.91 |
1.000 |
64.17 |
0.618 |
62.48 |
HIGH |
59.74 |
0.618 |
58.05 |
0.500 |
57.53 |
0.382 |
57.00 |
LOW |
55.31 |
0.618 |
52.57 |
1.000 |
50.88 |
1.618 |
48.14 |
2.618 |
43.71 |
4.250 |
36.48 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.53 |
57.39 |
PP |
57.50 |
57.33 |
S1 |
57.48 |
57.26 |
|