NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
57.88 |
57.36 |
-0.52 |
-0.9% |
58.63 |
High |
58.30 |
57.80 |
-0.50 |
-0.9% |
59.61 |
Low |
56.39 |
55.89 |
-0.50 |
-0.9% |
55.89 |
Close |
57.14 |
56.11 |
-1.03 |
-1.8% |
56.11 |
Range |
1.91 |
1.91 |
0.00 |
0.0% |
3.72 |
ATR |
2.70 |
2.65 |
-0.06 |
-2.1% |
0.00 |
Volume |
13,068 |
9,376 |
-3,692 |
-28.3% |
58,552 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.33 |
61.13 |
57.16 |
|
R3 |
60.42 |
59.22 |
56.64 |
|
R2 |
58.51 |
58.51 |
56.46 |
|
R1 |
57.31 |
57.31 |
56.29 |
56.96 |
PP |
56.60 |
56.60 |
56.60 |
56.42 |
S1 |
55.40 |
55.40 |
55.93 |
55.05 |
S2 |
54.69 |
54.69 |
55.76 |
|
S3 |
52.78 |
53.49 |
55.58 |
|
S4 |
50.87 |
51.58 |
55.06 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.36 |
65.96 |
58.16 |
|
R3 |
64.64 |
62.24 |
57.13 |
|
R2 |
60.92 |
60.92 |
56.79 |
|
R1 |
58.52 |
58.52 |
56.45 |
57.86 |
PP |
57.20 |
57.20 |
57.20 |
56.88 |
S1 |
54.80 |
54.80 |
55.77 |
54.14 |
S2 |
53.48 |
53.48 |
55.43 |
|
S3 |
49.76 |
51.08 |
55.09 |
|
S4 |
46.04 |
47.36 |
54.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.61 |
55.48 |
4.13 |
7.4% |
2.63 |
4.7% |
15% |
False |
False |
17,671 |
10 |
60.78 |
55.22 |
5.56 |
9.9% |
3.04 |
5.4% |
16% |
False |
False |
21,251 |
20 |
73.70 |
55.22 |
18.48 |
32.9% |
2.94 |
5.2% |
5% |
False |
False |
19,553 |
40 |
81.16 |
55.22 |
25.94 |
46.2% |
2.32 |
4.1% |
3% |
False |
False |
14,839 |
60 |
87.69 |
55.22 |
32.47 |
57.9% |
2.14 |
3.8% |
3% |
False |
False |
12,398 |
80 |
93.24 |
55.22 |
38.02 |
67.8% |
1.89 |
3.4% |
2% |
False |
False |
10,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.92 |
2.618 |
62.80 |
1.618 |
60.89 |
1.000 |
59.71 |
0.618 |
58.98 |
HIGH |
57.80 |
0.618 |
57.07 |
0.500 |
56.85 |
0.382 |
56.62 |
LOW |
55.89 |
0.618 |
54.71 |
1.000 |
53.98 |
1.618 |
52.80 |
2.618 |
50.89 |
4.250 |
47.77 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
56.85 |
57.28 |
PP |
56.60 |
56.89 |
S1 |
56.36 |
56.50 |
|