NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
66.09 |
63.70 |
-2.39 |
-3.6% |
65.90 |
High |
66.09 |
64.72 |
-1.37 |
-2.1% |
69.97 |
Low |
63.64 |
62.94 |
-0.70 |
-1.1% |
64.85 |
Close |
63.81 |
64.54 |
0.73 |
1.1% |
66.50 |
Range |
2.45 |
1.78 |
-0.67 |
-27.3% |
5.12 |
ATR |
2.23 |
2.20 |
-0.03 |
-1.4% |
0.00 |
Volume |
16,720 |
27,544 |
10,824 |
64.7% |
80,792 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.41 |
68.75 |
65.52 |
|
R3 |
67.63 |
66.97 |
65.03 |
|
R2 |
65.85 |
65.85 |
64.87 |
|
R1 |
65.19 |
65.19 |
64.70 |
65.52 |
PP |
64.07 |
64.07 |
64.07 |
64.23 |
S1 |
63.41 |
63.41 |
64.38 |
63.74 |
S2 |
62.29 |
62.29 |
64.21 |
|
S3 |
60.51 |
61.63 |
64.05 |
|
S4 |
58.73 |
59.85 |
63.56 |
|
|
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 |
68.83 |
62.94 |
5.89 |
9.1% |
1.81 |
2.8% |
27% |
False |
True |
16,506 |
10 |
76.74 |
62.94 |
13.80 |
21.4% |
2.71 |
4.2% |
12% |
False |
True |
15,700 |
20 |
78.08 |
62.94 |
15.14 |
23.5% |
2.17 |
3.4% |
11% |
False |
True |
13,285 |
40 |
83.21 |
62.94 |
20.27 |
31.4% |
1.99 |
3.1% |
8% |
False |
True |
10,670 |
60 |
91.81 |
62.94 |
28.87 |
44.7% |
1.78 |
2.8% |
6% |
False |
True |
9,017 |
80 |
93.40 |
62.94 |
30.46 |
47.2% |
1.57 |
2.4% |
5% |
False |
True |
7,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.29 |
2.618 |
69.38 |
1.618 |
67.60 |
1.000 |
66.50 |
0.618 |
65.82 |
HIGH |
64.72 |
0.618 |
64.04 |
0.500 |
63.83 |
0.382 |
63.62 |
LOW |
62.94 |
0.618 |
61.84 |
1.000 |
61.16 |
1.618 |
60.06 |
2.618 |
58.28 |
4.250 |
55.38 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
64.30 |
65.19 |
PP |
64.07 |
64.97 |
S1 |
63.83 |
64.76 |
|