NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
57.59 |
56.81 |
-0.78 |
-1.4% |
58.21 |
High |
57.80 |
57.38 |
-0.42 |
-0.7% |
59.21 |
Low |
55.92 |
55.46 |
-0.46 |
-0.8% |
55.46 |
Close |
56.66 |
55.59 |
-1.07 |
-1.9% |
55.59 |
Range |
1.88 |
1.92 |
0.04 |
2.1% |
3.75 |
ATR |
2.82 |
2.75 |
-0.06 |
-2.3% |
0.00 |
Volume |
20,469 |
15,663 |
-4,806 |
-23.5% |
93,840 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.90 |
60.67 |
56.65 |
|
R3 |
59.98 |
58.75 |
56.12 |
|
R2 |
58.06 |
58.06 |
55.94 |
|
R1 |
56.83 |
56.83 |
55.77 |
56.49 |
PP |
56.14 |
56.14 |
56.14 |
55.97 |
S1 |
54.91 |
54.91 |
55.41 |
54.57 |
S2 |
54.22 |
54.22 |
55.24 |
|
S3 |
52.30 |
52.99 |
55.06 |
|
S4 |
50.38 |
51.07 |
54.53 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.00 |
65.55 |
57.65 |
|
R3 |
64.25 |
61.80 |
56.62 |
|
R2 |
60.50 |
60.50 |
56.28 |
|
R1 |
58.05 |
58.05 |
55.93 |
57.40 |
PP |
56.75 |
56.75 |
56.75 |
56.43 |
S1 |
54.30 |
54.30 |
55.25 |
53.65 |
S2 |
53.00 |
53.00 |
54.90 |
|
S3 |
49.25 |
50.55 |
54.56 |
|
S4 |
45.50 |
46.80 |
53.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.21 |
55.12 |
4.09 |
7.4% |
2.67 |
4.8% |
11% |
False |
False |
25,567 |
10 |
60.33 |
54.78 |
5.55 |
10.0% |
3.11 |
5.6% |
15% |
False |
False |
27,246 |
20 |
73.71 |
54.78 |
18.93 |
34.1% |
3.03 |
5.5% |
4% |
False |
False |
24,224 |
40 |
81.27 |
54.78 |
26.49 |
47.7% |
2.44 |
4.4% |
3% |
False |
False |
20,025 |
60 |
88.00 |
54.78 |
33.22 |
59.8% |
2.30 |
4.1% |
2% |
False |
False |
17,404 |
80 |
93.32 |
54.78 |
38.54 |
69.3% |
2.04 |
3.7% |
2% |
False |
False |
14,531 |
100 |
95.01 |
54.78 |
40.23 |
72.4% |
1.81 |
3.2% |
2% |
False |
False |
12,286 |
120 |
97.89 |
54.78 |
43.11 |
77.5% |
1.65 |
3.0% |
2% |
False |
False |
10,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.54 |
2.618 |
62.41 |
1.618 |
60.49 |
1.000 |
59.30 |
0.618 |
58.57 |
HIGH |
57.38 |
0.618 |
56.65 |
0.500 |
56.42 |
0.382 |
56.19 |
LOW |
55.46 |
0.618 |
54.27 |
1.000 |
53.54 |
1.618 |
52.35 |
2.618 |
50.43 |
4.250 |
47.30 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.42 |
56.86 |
PP |
56.14 |
56.44 |
S1 |
55.87 |
56.01 |
|