NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.81 |
55.96 |
-0.85 |
-1.5% |
58.21 |
High |
57.38 |
56.54 |
-0.84 |
-1.5% |
59.21 |
Low |
55.46 |
53.88 |
-1.58 |
-2.8% |
55.46 |
Close |
55.59 |
54.54 |
-1.05 |
-1.9% |
55.59 |
Range |
1.92 |
2.66 |
0.74 |
38.5% |
3.75 |
ATR |
2.75 |
2.75 |
-0.01 |
-0.2% |
0.00 |
Volume |
15,663 |
8,969 |
-6,694 |
-42.7% |
93,840 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.97 |
61.41 |
56.00 |
|
R3 |
60.31 |
58.75 |
55.27 |
|
R2 |
57.65 |
57.65 |
55.03 |
|
R1 |
56.09 |
56.09 |
54.78 |
55.54 |
PP |
54.99 |
54.99 |
54.99 |
54.71 |
S1 |
53.43 |
53.43 |
54.30 |
52.88 |
S2 |
52.33 |
52.33 |
54.05 |
|
S3 |
49.67 |
50.77 |
53.81 |
|
S4 |
47.01 |
48.11 |
53.08 |
|
|
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 |
53.88 |
5.33 |
9.8% |
2.43 |
4.4% |
12% |
False |
True |
20,561 |
10 |
59.74 |
53.88 |
5.86 |
10.7% |
3.18 |
5.8% |
11% |
False |
True |
25,765 |
20 |
69.86 |
53.88 |
15.98 |
29.3% |
2.80 |
5.1% |
4% |
False |
True |
24,024 |
40 |
80.73 |
53.88 |
26.85 |
49.2% |
2.48 |
4.6% |
2% |
False |
True |
19,939 |
60 |
87.98 |
53.88 |
34.10 |
62.5% |
2.30 |
4.2% |
2% |
False |
True |
17,286 |
80 |
93.03 |
53.88 |
39.15 |
71.8% |
2.07 |
3.8% |
2% |
False |
True |
14,602 |
100 |
95.01 |
53.88 |
41.13 |
75.4% |
1.83 |
3.4% |
2% |
False |
True |
12,342 |
120 |
97.89 |
53.88 |
44.01 |
80.7% |
1.67 |
3.1% |
1% |
False |
True |
10,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.85 |
2.618 |
63.50 |
1.618 |
60.84 |
1.000 |
59.20 |
0.618 |
58.18 |
HIGH |
56.54 |
0.618 |
55.52 |
0.500 |
55.21 |
0.382 |
54.90 |
LOW |
53.88 |
0.618 |
52.24 |
1.000 |
51.22 |
1.618 |
49.58 |
2.618 |
46.92 |
4.250 |
42.58 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
55.21 |
55.84 |
PP |
54.99 |
55.41 |
S1 |
54.76 |
54.97 |
|