NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
67.97 |
67.18 |
-0.79 |
-1.2% |
65.90 |
High |
68.67 |
67.44 |
-1.23 |
-1.8% |
69.97 |
Low |
66.83 |
65.84 |
-0.99 |
-1.5% |
64.85 |
Close |
67.44 |
66.50 |
-0.94 |
-1.4% |
66.50 |
Range |
1.84 |
1.60 |
-0.24 |
-13.0% |
5.12 |
ATR |
2.23 |
2.18 |
-0.04 |
-2.0% |
0.00 |
Volume |
12,132 |
14,733 |
2,601 |
21.4% |
80,792 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.39 |
70.55 |
67.38 |
|
R3 |
69.79 |
68.95 |
66.94 |
|
R2 |
68.19 |
68.19 |
66.79 |
|
R1 |
67.35 |
67.35 |
66.65 |
66.97 |
PP |
66.59 |
66.59 |
66.59 |
66.41 |
S1 |
65.75 |
65.75 |
66.35 |
65.37 |
S2 |
64.99 |
64.99 |
66.21 |
|
S3 |
63.39 |
64.15 |
66.06 |
|
S4 |
61.79 |
62.55 |
65.62 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.47 |
79.60 |
69.32 |
|
R3 |
77.35 |
74.48 |
67.91 |
|
R2 |
72.23 |
72.23 |
67.44 |
|
R1 |
69.36 |
69.36 |
66.97 |
70.80 |
PP |
67.11 |
67.11 |
67.11 |
67.82 |
S1 |
64.24 |
64.24 |
66.03 |
65.68 |
S2 |
61.99 |
61.99 |
65.56 |
|
S3 |
56.87 |
59.12 |
65.09 |
|
S4 |
51.75 |
54.00 |
63.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.97 |
64.85 |
5.12 |
7.7% |
2.43 |
3.7% |
32% |
False |
False |
16,158 |
10 |
77.67 |
64.85 |
12.82 |
19.3% |
2.58 |
3.9% |
13% |
False |
False |
14,278 |
20 |
79.76 |
64.85 |
14.91 |
22.4% |
2.16 |
3.3% |
11% |
False |
False |
11,839 |
40 |
83.92 |
64.85 |
19.07 |
28.7% |
1.96 |
3.0% |
9% |
False |
False |
9,884 |
60 |
91.81 |
64.85 |
26.96 |
40.5% |
1.74 |
2.6% |
6% |
False |
False |
8,438 |
80 |
94.02 |
64.85 |
29.17 |
43.9% |
1.55 |
2.3% |
6% |
False |
False |
6,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.24 |
2.618 |
71.63 |
1.618 |
70.03 |
1.000 |
69.04 |
0.618 |
68.43 |
HIGH |
67.44 |
0.618 |
66.83 |
0.500 |
66.64 |
0.382 |
66.45 |
LOW |
65.84 |
0.618 |
64.85 |
1.000 |
64.24 |
1.618 |
63.25 |
2.618 |
61.65 |
4.250 |
59.04 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
66.64 |
67.34 |
PP |
66.59 |
67.06 |
S1 |
66.55 |
66.78 |
|