NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 10-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
63.70 |
64.06 |
0.36 |
0.6% |
65.90 |
High |
64.72 |
64.06 |
-0.66 |
-1.0% |
69.97 |
Low |
62.94 |
61.42 |
-1.52 |
-2.4% |
64.85 |
Close |
64.54 |
61.99 |
-2.55 |
-4.0% |
66.50 |
Range |
1.78 |
2.64 |
0.86 |
48.3% |
5.12 |
ATR |
2.20 |
2.27 |
0.07 |
3.0% |
0.00 |
Volume |
27,544 |
17,461 |
-10,083 |
-36.6% |
80,792 |
|
Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.41 |
68.84 |
63.44 |
|
R3 |
67.77 |
66.20 |
62.72 |
|
R2 |
65.13 |
65.13 |
62.47 |
|
R1 |
63.56 |
63.56 |
62.23 |
63.03 |
PP |
62.49 |
62.49 |
62.49 |
62.22 |
S1 |
60.92 |
60.92 |
61.75 |
60.39 |
S2 |
59.85 |
59.85 |
61.51 |
|
S3 |
57.21 |
58.28 |
61.26 |
|
S4 |
54.57 |
55.64 |
60.54 |
|
|
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 |
68.67 |
61.42 |
7.25 |
11.7% |
2.06 |
3.3% |
8% |
False |
True |
17,718 |
10 |
74.80 |
61.42 |
13.38 |
21.6% |
2.72 |
4.4% |
4% |
False |
True |
16,489 |
20 |
77.82 |
61.42 |
16.40 |
26.5% |
2.25 |
3.6% |
3% |
False |
True |
13,706 |
40 |
82.02 |
61.42 |
20.60 |
33.2% |
1.97 |
3.2% |
3% |
False |
True |
10,904 |
60 |
91.81 |
61.42 |
30.39 |
49.0% |
1.80 |
2.9% |
2% |
False |
True |
9,268 |
80 |
93.40 |
61.42 |
31.98 |
51.6% |
1.59 |
2.6% |
2% |
False |
True |
7,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.28 |
2.618 |
70.97 |
1.618 |
68.33 |
1.000 |
66.70 |
0.618 |
65.69 |
HIGH |
64.06 |
0.618 |
63.05 |
0.500 |
62.74 |
0.382 |
62.43 |
LOW |
61.42 |
0.618 |
59.79 |
1.000 |
58.78 |
1.618 |
57.15 |
2.618 |
54.51 |
4.250 |
50.20 |
|
|
Fisher Pivots for day following 10-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
62.74 |
63.76 |
PP |
62.49 |
63.17 |
S1 |
62.24 |
62.58 |
|