NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.43 |
57.20 |
0.77 |
1.4% |
65.84 |
High |
59.74 |
59.62 |
-0.12 |
-0.2% |
65.84 |
Low |
55.31 |
54.98 |
-0.33 |
-0.6% |
58.37 |
Close |
57.46 |
55.06 |
-2.40 |
-4.2% |
58.76 |
Range |
4.43 |
4.64 |
0.21 |
4.7% |
7.47 |
ATR |
2.67 |
2.81 |
0.14 |
5.3% |
0.00 |
Volume |
31,020 |
32,331 |
1,311 |
4.2% |
119,534 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.47 |
67.41 |
57.61 |
|
R3 |
65.83 |
62.77 |
56.34 |
|
R2 |
61.19 |
61.19 |
55.91 |
|
R1 |
58.13 |
58.13 |
55.49 |
57.34 |
PP |
56.55 |
56.55 |
56.55 |
56.16 |
S1 |
53.49 |
53.49 |
54.63 |
52.70 |
S2 |
51.91 |
51.91 |
54.21 |
|
S3 |
47.27 |
48.85 |
53.78 |
|
S4 |
42.63 |
44.21 |
52.51 |
|
|
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 |
60.33 |
54.78 |
5.55 |
10.1% |
3.55 |
6.4% |
5% |
False |
False |
28,926 |
10 |
67.13 |
54.78 |
12.35 |
22.4% |
2.88 |
5.2% |
2% |
False |
False |
26,031 |
20 |
77.75 |
54.78 |
22.97 |
41.7% |
2.82 |
5.1% |
1% |
False |
False |
22,357 |
40 |
82.03 |
54.78 |
27.25 |
49.5% |
2.28 |
4.1% |
1% |
False |
False |
18,298 |
60 |
91.36 |
54.78 |
36.58 |
66.4% |
2.21 |
4.0% |
1% |
False |
False |
16,070 |
80 |
93.50 |
54.78 |
38.72 |
70.3% |
1.94 |
3.5% |
1% |
False |
False |
13,223 |
100 |
96.24 |
54.78 |
41.46 |
75.3% |
1.72 |
3.1% |
1% |
False |
False |
11,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.34 |
2.618 |
71.77 |
1.618 |
67.13 |
1.000 |
64.26 |
0.618 |
62.49 |
HIGH |
59.62 |
0.618 |
57.85 |
0.500 |
57.30 |
0.382 |
56.75 |
LOW |
54.98 |
0.618 |
52.11 |
1.000 |
50.34 |
1.618 |
47.47 |
2.618 |
42.83 |
4.250 |
35.26 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.30 |
57.26 |
PP |
56.55 |
56.53 |
S1 |
55.81 |
55.79 |
|