NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
57.20 |
55.63 |
-1.57 |
-2.7% |
57.44 |
High |
59.62 |
59.01 |
-0.61 |
-1.0% |
59.74 |
Low |
54.98 |
55.12 |
0.14 |
0.3% |
54.78 |
Close |
55.06 |
57.86 |
2.80 |
5.1% |
57.86 |
Range |
4.64 |
3.89 |
-0.75 |
-16.2% |
4.96 |
ATR |
2.81 |
2.89 |
0.08 |
2.9% |
0.00 |
Volume |
32,331 |
33,996 |
1,665 |
5.1% |
154,849 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.00 |
67.32 |
60.00 |
|
R3 |
65.11 |
63.43 |
58.93 |
|
R2 |
61.22 |
61.22 |
58.57 |
|
R1 |
59.54 |
59.54 |
58.22 |
60.38 |
PP |
57.33 |
57.33 |
57.33 |
57.75 |
S1 |
55.65 |
55.65 |
57.50 |
56.49 |
S2 |
53.44 |
53.44 |
57.15 |
|
S3 |
49.55 |
51.76 |
56.79 |
|
S4 |
45.66 |
47.87 |
55.72 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.34 |
70.06 |
60.59 |
|
R3 |
67.38 |
65.10 |
59.22 |
|
R2 |
62.42 |
62.42 |
58.77 |
|
R1 |
60.14 |
60.14 |
58.31 |
61.28 |
PP |
57.46 |
57.46 |
57.46 |
58.03 |
S1 |
55.18 |
55.18 |
57.41 |
56.32 |
S2 |
52.50 |
52.50 |
56.95 |
|
S3 |
47.54 |
50.22 |
56.50 |
|
S4 |
42.58 |
45.26 |
55.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.74 |
54.78 |
4.96 |
8.6% |
3.93 |
6.8% |
62% |
False |
False |
30,969 |
10 |
65.84 |
54.78 |
11.06 |
19.1% |
3.12 |
5.4% |
28% |
False |
False |
27,438 |
20 |
77.75 |
54.78 |
22.97 |
39.7% |
2.91 |
5.0% |
13% |
False |
False |
22,733 |
40 |
82.03 |
54.78 |
27.25 |
47.1% |
2.32 |
4.0% |
11% |
False |
False |
18,802 |
60 |
91.36 |
54.78 |
36.58 |
63.2% |
2.25 |
3.9% |
8% |
False |
False |
16,463 |
80 |
93.50 |
54.78 |
38.72 |
66.9% |
1.98 |
3.4% |
8% |
False |
False |
13,599 |
100 |
95.28 |
54.78 |
40.50 |
70.0% |
1.74 |
3.0% |
8% |
False |
False |
11,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.54 |
2.618 |
69.19 |
1.618 |
65.30 |
1.000 |
62.90 |
0.618 |
61.41 |
HIGH |
59.01 |
0.618 |
57.52 |
0.500 |
57.07 |
0.382 |
56.61 |
LOW |
55.12 |
0.618 |
52.72 |
1.000 |
51.23 |
1.618 |
48.83 |
2.618 |
44.94 |
4.250 |
38.59 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.60 |
57.69 |
PP |
57.33 |
57.53 |
S1 |
57.07 |
57.36 |
|