NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 31-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
54.66 |
54.70 |
0.04 |
0.1% |
58.21 |
High |
55.20 |
54.96 |
-0.24 |
-0.4% |
59.21 |
Low |
53.66 |
53.46 |
-0.20 |
-0.4% |
55.46 |
Close |
55.05 |
54.26 |
-0.79 |
-1.4% |
55.59 |
Range |
1.54 |
1.50 |
-0.04 |
-2.6% |
3.75 |
ATR |
2.66 |
2.58 |
-0.08 |
-2.9% |
0.00 |
Volume |
25,641 |
24,922 |
-719 |
-2.8% |
93,840 |
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.73 |
57.99 |
55.09 |
|
R3 |
57.23 |
56.49 |
54.67 |
|
R2 |
55.73 |
55.73 |
54.54 |
|
R1 |
54.99 |
54.99 |
54.40 |
54.61 |
PP |
54.23 |
54.23 |
54.23 |
54.04 |
S1 |
53.49 |
53.49 |
54.12 |
53.11 |
S2 |
52.73 |
52.73 |
53.99 |
|
S3 |
51.23 |
51.99 |
53.85 |
|
S4 |
49.73 |
50.49 |
53.44 |
|
|
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 |
57.80 |
53.46 |
4.34 |
8.0% |
1.90 |
3.5% |
18% |
False |
True |
19,132 |
10 |
59.74 |
53.46 |
6.28 |
11.6% |
2.81 |
5.2% |
13% |
False |
True |
25,071 |
20 |
68.61 |
53.46 |
15.15 |
27.9% |
2.56 |
4.7% |
5% |
False |
True |
24,064 |
40 |
79.70 |
53.46 |
26.24 |
48.4% |
2.46 |
4.5% |
3% |
False |
True |
20,763 |
60 |
87.30 |
53.46 |
33.84 |
62.4% |
2.29 |
4.2% |
2% |
False |
True |
17,739 |
80 |
92.17 |
53.46 |
38.71 |
71.3% |
2.08 |
3.8% |
2% |
False |
True |
15,168 |
100 |
94.76 |
53.46 |
41.30 |
76.1% |
1.84 |
3.4% |
2% |
False |
True |
12,780 |
120 |
97.35 |
53.46 |
43.89 |
80.9% |
1.67 |
3.1% |
2% |
False |
True |
11,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.34 |
2.618 |
58.89 |
1.618 |
57.39 |
1.000 |
56.46 |
0.618 |
55.89 |
HIGH |
54.96 |
0.618 |
54.39 |
0.500 |
54.21 |
0.382 |
54.03 |
LOW |
53.46 |
0.618 |
52.53 |
1.000 |
51.96 |
1.618 |
51.03 |
2.618 |
49.53 |
4.250 |
47.09 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
54.24 |
55.00 |
PP |
54.23 |
54.75 |
S1 |
54.21 |
54.51 |
|