NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
58.21 |
56.43 |
-1.78 |
-3.1% |
57.44 |
High |
59.21 |
58.26 |
-0.95 |
-1.6% |
59.74 |
Low |
55.94 |
55.86 |
-0.08 |
-0.1% |
54.78 |
Close |
56.05 |
57.87 |
1.82 |
3.2% |
57.86 |
Range |
3.27 |
2.40 |
-0.87 |
-26.6% |
4.96 |
ATR |
2.92 |
2.88 |
-0.04 |
-1.3% |
0.00 |
Volume |
27,945 |
29,763 |
1,818 |
6.5% |
154,849 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.53 |
63.60 |
59.19 |
|
R3 |
62.13 |
61.20 |
58.53 |
|
R2 |
59.73 |
59.73 |
58.31 |
|
R1 |
58.80 |
58.80 |
58.09 |
59.27 |
PP |
57.33 |
57.33 |
57.33 |
57.56 |
S1 |
56.40 |
56.40 |
57.65 |
56.87 |
S2 |
54.93 |
54.93 |
57.43 |
|
S3 |
52.53 |
54.00 |
57.21 |
|
S4 |
50.13 |
51.60 |
56.55 |
|
|
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 |
54.98 |
4.76 |
8.2% |
3.73 |
6.4% |
61% |
False |
False |
31,011 |
10 |
63.78 |
54.78 |
9.00 |
15.6% |
3.25 |
5.6% |
34% |
False |
False |
28,620 |
20 |
76.71 |
54.78 |
21.93 |
37.9% |
3.02 |
5.2% |
14% |
False |
False |
23,613 |
40 |
82.03 |
54.78 |
27.25 |
47.1% |
2.40 |
4.1% |
11% |
False |
False |
19,544 |
60 |
91.36 |
54.78 |
36.58 |
63.2% |
2.32 |
4.0% |
8% |
False |
False |
17,123 |
80 |
93.43 |
54.78 |
38.65 |
66.8% |
2.04 |
3.5% |
8% |
False |
False |
14,210 |
100 |
95.01 |
54.78 |
40.23 |
69.5% |
1.78 |
3.1% |
8% |
False |
False |
11,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.46 |
2.618 |
64.54 |
1.618 |
62.14 |
1.000 |
60.66 |
0.618 |
59.74 |
HIGH |
58.26 |
0.618 |
57.34 |
0.500 |
57.06 |
0.382 |
56.78 |
LOW |
55.86 |
0.618 |
54.38 |
1.000 |
53.46 |
1.618 |
51.98 |
2.618 |
49.58 |
4.250 |
45.66 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.60 |
57.64 |
PP |
57.33 |
57.40 |
S1 |
57.06 |
57.17 |
|