NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
68.38 |
67.97 |
-0.41 |
-0.6% |
76.89 |
High |
68.83 |
68.67 |
-0.16 |
-0.2% |
77.15 |
Low |
67.45 |
66.83 |
-0.62 |
-0.9% |
66.60 |
Close |
67.97 |
67.44 |
-0.53 |
-0.8% |
66.89 |
Range |
1.38 |
1.84 |
0.46 |
33.3% |
10.55 |
ATR |
2.26 |
2.23 |
-0.03 |
-1.3% |
0.00 |
Volume |
11,401 |
12,132 |
731 |
6.4% |
47,873 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.17 |
72.14 |
68.45 |
|
R3 |
71.33 |
70.30 |
67.95 |
|
R2 |
69.49 |
69.49 |
67.78 |
|
R1 |
68.46 |
68.46 |
67.61 |
68.06 |
PP |
67.65 |
67.65 |
67.65 |
67.44 |
S1 |
66.62 |
66.62 |
67.27 |
66.22 |
S2 |
65.81 |
65.81 |
67.10 |
|
S3 |
63.97 |
64.78 |
66.93 |
|
S4 |
62.13 |
62.94 |
66.43 |
|
|
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 |
73.70 |
64.85 |
8.85 |
13.1% |
3.53 |
5.2% |
29% |
False |
False |
15,357 |
10 |
77.67 |
64.85 |
12.82 |
19.0% |
2.58 |
3.8% |
20% |
False |
False |
14,874 |
20 |
79.76 |
64.85 |
14.91 |
22.1% |
2.14 |
3.2% |
17% |
False |
False |
11,678 |
40 |
85.40 |
64.85 |
20.55 |
30.5% |
2.00 |
3.0% |
13% |
False |
False |
9,741 |
60 |
91.81 |
64.85 |
26.96 |
40.0% |
1.75 |
2.6% |
10% |
False |
False |
8,271 |
80 |
94.48 |
64.85 |
29.63 |
43.9% |
1.54 |
2.3% |
9% |
False |
False |
6,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.49 |
2.618 |
73.49 |
1.618 |
71.65 |
1.000 |
70.51 |
0.618 |
69.81 |
HIGH |
68.67 |
0.618 |
67.97 |
0.500 |
67.75 |
0.382 |
67.53 |
LOW |
66.83 |
0.618 |
65.69 |
1.000 |
64.99 |
1.618 |
63.85 |
2.618 |
62.01 |
4.250 |
59.01 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
67.75 |
68.31 |
PP |
67.65 |
68.02 |
S1 |
67.54 |
67.73 |
|