NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.78 |
57.33 |
0.55 |
1.0% |
66.09 |
High |
59.99 |
59.90 |
-0.09 |
-0.2% |
66.09 |
Low |
55.70 |
55.33 |
-0.37 |
-0.7% |
58.81 |
Close |
57.77 |
55.42 |
-2.35 |
-4.1% |
59.11 |
Range |
4.29 |
4.57 |
0.28 |
6.5% |
7.28 |
ATR |
2.54 |
2.69 |
0.14 |
5.7% |
0.00 |
Volume |
26,774 |
26,048 |
-726 |
-2.7% |
111,241 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.59 |
67.58 |
57.93 |
|
R3 |
66.02 |
63.01 |
56.68 |
|
R2 |
61.45 |
61.45 |
56.26 |
|
R1 |
58.44 |
58.44 |
55.84 |
57.66 |
PP |
56.88 |
56.88 |
56.88 |
56.50 |
S1 |
53.87 |
53.87 |
55.00 |
53.09 |
S2 |
52.31 |
52.31 |
54.58 |
|
S3 |
47.74 |
49.30 |
54.16 |
|
S4 |
43.17 |
44.73 |
52.91 |
|
|
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 |
60.78 |
55.22 |
5.56 |
10.0% |
3.44 |
6.2% |
4% |
False |
False |
24,830 |
10 |
67.44 |
55.22 |
12.22 |
22.0% |
2.80 |
5.1% |
2% |
False |
False |
22,592 |
20 |
77.67 |
55.22 |
22.45 |
40.5% |
2.69 |
4.9% |
1% |
False |
False |
18,733 |
40 |
81.93 |
55.22 |
26.71 |
48.2% |
2.14 |
3.9% |
1% |
False |
False |
13,560 |
60 |
90.94 |
55.22 |
35.72 |
64.5% |
2.04 |
3.7% |
1% |
False |
False |
11,475 |
80 |
93.40 |
55.22 |
38.18 |
68.9% |
1.79 |
3.2% |
1% |
False |
False |
9,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.32 |
2.618 |
71.86 |
1.618 |
67.29 |
1.000 |
64.47 |
0.618 |
62.72 |
HIGH |
59.90 |
0.618 |
58.15 |
0.500 |
57.62 |
0.382 |
57.08 |
LOW |
55.33 |
0.618 |
52.51 |
1.000 |
50.76 |
1.618 |
47.94 |
2.618 |
43.37 |
4.250 |
35.91 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.62 |
57.61 |
PP |
56.88 |
56.88 |
S1 |
56.15 |
56.15 |
|