NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
58.02 |
57.14 |
-0.88 |
-1.5% |
66.09 |
High |
59.99 |
58.34 |
-1.65 |
-2.8% |
66.09 |
Low |
56.72 |
55.22 |
-1.50 |
-2.6% |
58.81 |
Close |
57.45 |
57.16 |
-0.29 |
-0.5% |
59.11 |
Range |
3.27 |
3.12 |
-0.15 |
-4.6% |
7.28 |
ATR |
2.35 |
2.41 |
0.05 |
2.3% |
0.00 |
Volume |
22,560 |
24,570 |
2,010 |
8.9% |
111,241 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.27 |
64.83 |
58.88 |
|
R3 |
63.15 |
61.71 |
58.02 |
|
R2 |
60.03 |
60.03 |
57.73 |
|
R1 |
58.59 |
58.59 |
57.45 |
59.31 |
PP |
56.91 |
56.91 |
56.91 |
57.27 |
S1 |
55.47 |
55.47 |
56.87 |
56.19 |
S2 |
53.79 |
53.79 |
56.59 |
|
S3 |
50.67 |
52.35 |
56.30 |
|
S4 |
47.55 |
49.23 |
55.44 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.18 |
78.42 |
63.11 |
|
R3 |
75.90 |
71.14 |
61.11 |
|
R2 |
68.62 |
68.62 |
60.44 |
|
R1 |
63.86 |
63.86 |
59.78 |
62.60 |
PP |
61.34 |
61.34 |
61.34 |
60.71 |
S1 |
56.58 |
56.58 |
58.44 |
55.32 |
S2 |
54.06 |
54.06 |
57.78 |
|
S3 |
46.78 |
49.30 |
57.11 |
|
S4 |
39.50 |
42.02 |
55.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.06 |
55.22 |
8.84 |
15.5% |
2.67 |
4.7% |
22% |
False |
True |
22,821 |
10 |
68.83 |
55.22 |
13.61 |
23.8% |
2.24 |
3.9% |
14% |
False |
True |
19,663 |
20 |
77.67 |
55.22 |
22.45 |
39.3% |
2.40 |
4.2% |
9% |
False |
True |
16,785 |
40 |
81.93 |
55.22 |
26.71 |
46.7% |
2.00 |
3.5% |
7% |
False |
True |
12,502 |
60 |
90.94 |
55.22 |
35.72 |
62.5% |
1.92 |
3.4% |
5% |
False |
True |
10,722 |
80 |
93.40 |
55.22 |
38.18 |
66.8% |
1.69 |
3.0% |
5% |
False |
True |
8,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.60 |
2.618 |
66.51 |
1.618 |
63.39 |
1.000 |
61.46 |
0.618 |
60.27 |
HIGH |
58.34 |
0.618 |
57.15 |
0.500 |
56.78 |
0.382 |
56.41 |
LOW |
55.22 |
0.618 |
53.29 |
1.000 |
52.10 |
1.618 |
50.17 |
2.618 |
47.05 |
4.250 |
41.96 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.03 |
58.00 |
PP |
56.91 |
57.72 |
S1 |
56.78 |
57.44 |
|