NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
67.18 |
66.09 |
-1.09 |
-1.6% |
65.90 |
High |
67.44 |
66.09 |
-1.35 |
-2.0% |
69.97 |
Low |
65.84 |
63.64 |
-2.20 |
-3.3% |
64.85 |
Close |
66.50 |
63.81 |
-2.69 |
-4.0% |
66.50 |
Range |
1.60 |
2.45 |
0.85 |
53.1% |
5.12 |
ATR |
2.18 |
2.23 |
0.05 |
2.2% |
0.00 |
Volume |
14,733 |
16,720 |
1,987 |
13.5% |
80,792 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.86 |
70.29 |
65.16 |
|
R3 |
69.41 |
67.84 |
64.48 |
|
R2 |
66.96 |
66.96 |
64.26 |
|
R1 |
65.39 |
65.39 |
64.03 |
64.95 |
PP |
64.51 |
64.51 |
64.51 |
64.30 |
S1 |
62.94 |
62.94 |
63.59 |
62.50 |
S2 |
62.06 |
62.06 |
63.36 |
|
S3 |
59.61 |
60.49 |
63.14 |
|
S4 |
57.16 |
58.04 |
62.46 |
|
|
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 |
69.79 |
63.64 |
6.15 |
9.6% |
1.90 |
3.0% |
3% |
False |
True |
15,144 |
10 |
77.15 |
63.64 |
13.51 |
21.2% |
2.64 |
4.1% |
1% |
False |
True |
14,538 |
20 |
79.76 |
63.64 |
16.12 |
25.3% |
2.20 |
3.4% |
1% |
False |
True |
12,416 |
40 |
83.71 |
63.64 |
20.07 |
31.5% |
1.98 |
3.1% |
1% |
False |
True |
10,125 |
60 |
91.81 |
63.64 |
28.17 |
44.1% |
1.77 |
2.8% |
1% |
False |
True |
8,614 |
80 |
93.40 |
63.64 |
29.76 |
46.6% |
1.56 |
2.4% |
1% |
False |
True |
7,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.50 |
2.618 |
72.50 |
1.618 |
70.05 |
1.000 |
68.54 |
0.618 |
67.60 |
HIGH |
66.09 |
0.618 |
65.15 |
0.500 |
64.87 |
0.382 |
64.58 |
LOW |
63.64 |
0.618 |
62.13 |
1.000 |
61.19 |
1.618 |
59.68 |
2.618 |
57.23 |
4.250 |
53.23 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
64.87 |
66.16 |
PP |
64.51 |
65.37 |
S1 |
64.16 |
64.59 |
|