NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
69.79 |
68.38 |
-1.41 |
-2.0% |
76.89 |
High |
69.79 |
68.83 |
-0.96 |
-1.4% |
77.15 |
Low |
67.58 |
67.45 |
-0.13 |
-0.2% |
66.60 |
Close |
67.64 |
67.97 |
0.33 |
0.5% |
66.89 |
Range |
2.21 |
1.38 |
-0.83 |
-37.6% |
10.55 |
ATR |
2.33 |
2.26 |
-0.07 |
-2.9% |
0.00 |
Volume |
20,737 |
11,401 |
-9,336 |
-45.0% |
47,873 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.22 |
71.48 |
68.73 |
|
R3 |
70.84 |
70.10 |
68.35 |
|
R2 |
69.46 |
69.46 |
68.22 |
|
R1 |
68.72 |
68.72 |
68.10 |
68.40 |
PP |
68.08 |
68.08 |
68.08 |
67.93 |
S1 |
67.34 |
67.34 |
67.84 |
67.02 |
S2 |
66.70 |
66.70 |
67.72 |
|
S3 |
65.32 |
65.96 |
67.59 |
|
S4 |
63.94 |
64.58 |
67.21 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.86 |
94.93 |
72.69 |
|
R3 |
91.31 |
84.38 |
69.79 |
|
R2 |
80.76 |
80.76 |
68.82 |
|
R1 |
73.83 |
73.83 |
67.86 |
72.02 |
PP |
70.21 |
70.21 |
70.21 |
69.31 |
S1 |
63.28 |
63.28 |
65.92 |
61.47 |
S2 |
59.66 |
59.66 |
64.96 |
|
S3 |
49.11 |
52.73 |
63.99 |
|
S4 |
38.56 |
42.18 |
61.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.80 |
64.85 |
9.95 |
14.6% |
3.37 |
5.0% |
31% |
False |
False |
15,260 |
10 |
77.67 |
64.85 |
12.82 |
18.9% |
2.51 |
3.7% |
24% |
False |
False |
14,269 |
20 |
79.76 |
64.85 |
14.91 |
21.9% |
2.15 |
3.2% |
21% |
False |
False |
11,756 |
40 |
85.91 |
64.85 |
21.06 |
31.0% |
1.98 |
2.9% |
15% |
False |
False |
9,670 |
60 |
91.81 |
64.85 |
26.96 |
39.7% |
1.74 |
2.6% |
12% |
False |
False |
8,127 |
80 |
94.48 |
64.85 |
29.63 |
43.6% |
1.53 |
2.2% |
11% |
False |
False |
6,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.70 |
2.618 |
72.44 |
1.618 |
71.06 |
1.000 |
70.21 |
0.618 |
69.68 |
HIGH |
68.83 |
0.618 |
68.30 |
0.500 |
68.14 |
0.382 |
67.98 |
LOW |
67.45 |
0.618 |
66.60 |
1.000 |
66.07 |
1.618 |
65.22 |
2.618 |
63.84 |
4.250 |
61.59 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
68.14 |
67.78 |
PP |
68.08 |
67.60 |
S1 |
68.03 |
67.41 |
|