NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 24-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.77 |
57.88 |
1.11 |
2.0% |
58.02 |
High |
58.66 |
58.30 |
-0.36 |
-0.6% |
59.99 |
Low |
56.40 |
56.39 |
-0.01 |
0.0% |
55.22 |
Close |
58.29 |
57.14 |
-1.15 |
-2.0% |
58.23 |
Range |
2.26 |
1.91 |
-0.35 |
-15.5% |
4.77 |
ATR |
2.77 |
2.70 |
-0.06 |
-2.2% |
0.00 |
Volume |
18,667 |
13,068 |
-5,599 |
-30.0% |
129,759 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.01 |
61.98 |
58.19 |
|
R3 |
61.10 |
60.07 |
57.67 |
|
R2 |
59.19 |
59.19 |
57.49 |
|
R1 |
58.16 |
58.16 |
57.32 |
57.72 |
PP |
57.28 |
57.28 |
57.28 |
57.06 |
S1 |
56.25 |
56.25 |
56.96 |
55.81 |
S2 |
55.37 |
55.37 |
56.79 |
|
S3 |
53.46 |
54.34 |
56.61 |
|
S4 |
51.55 |
52.43 |
56.09 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.12 |
69.95 |
60.85 |
|
R3 |
67.35 |
65.18 |
59.54 |
|
R2 |
62.58 |
62.58 |
59.10 |
|
R1 |
60.41 |
60.41 |
58.67 |
61.50 |
PP |
57.81 |
57.81 |
57.81 |
58.36 |
S1 |
55.64 |
55.64 |
57.79 |
56.73 |
S2 |
53.04 |
53.04 |
57.36 |
|
S3 |
48.27 |
50.87 |
56.92 |
|
S4 |
43.50 |
46.10 |
55.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.90 |
55.33 |
4.57 |
8.0% |
3.16 |
5.5% |
40% |
False |
False |
21,006 |
10 |
62.67 |
55.22 |
7.45 |
13.0% |
3.08 |
5.4% |
26% |
False |
False |
22,845 |
20 |
74.80 |
55.22 |
19.58 |
34.3% |
2.90 |
5.1% |
10% |
False |
False |
19,667 |
40 |
81.93 |
55.22 |
26.71 |
46.7% |
2.29 |
4.0% |
7% |
False |
False |
14,722 |
60 |
89.37 |
55.22 |
34.15 |
59.8% |
2.14 |
3.7% |
6% |
False |
False |
12,355 |
80 |
93.40 |
55.22 |
38.18 |
66.8% |
1.89 |
3.3% |
5% |
False |
False |
10,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.42 |
2.618 |
63.30 |
1.618 |
61.39 |
1.000 |
60.21 |
0.618 |
59.48 |
HIGH |
58.30 |
0.618 |
57.57 |
0.500 |
57.35 |
0.382 |
57.12 |
LOW |
56.39 |
0.618 |
55.21 |
1.000 |
54.48 |
1.618 |
53.30 |
2.618 |
51.39 |
4.250 |
48.27 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.35 |
57.99 |
PP |
57.28 |
57.71 |
S1 |
57.21 |
57.42 |
|