NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
57.36 |
56.37 |
-0.99 |
-1.7% |
58.63 |
High |
57.80 |
57.00 |
-0.80 |
-1.4% |
59.61 |
Low |
55.89 |
54.48 |
-1.41 |
-2.5% |
55.89 |
Close |
56.11 |
55.14 |
-0.97 |
-1.7% |
56.11 |
Range |
1.91 |
2.52 |
0.61 |
31.9% |
3.72 |
ATR |
2.65 |
2.64 |
-0.01 |
-0.3% |
0.00 |
Volume |
9,376 |
7,928 |
-1,448 |
-15.4% |
58,552 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.10 |
61.64 |
56.53 |
|
R3 |
60.58 |
59.12 |
55.83 |
|
R2 |
58.06 |
58.06 |
55.60 |
|
R1 |
56.60 |
56.60 |
55.37 |
56.07 |
PP |
55.54 |
55.54 |
55.54 |
55.28 |
S1 |
54.08 |
54.08 |
54.91 |
53.55 |
S2 |
53.02 |
53.02 |
54.68 |
|
S3 |
50.50 |
51.56 |
54.45 |
|
S4 |
47.98 |
49.04 |
53.75 |
|
|
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 |
54.48 |
5.13 |
9.3% |
2.37 |
4.3% |
13% |
False |
True |
13,296 |
10 |
59.99 |
54.48 |
5.51 |
10.0% |
3.09 |
5.6% |
12% |
False |
True |
19,623 |
20 |
69.97 |
54.48 |
15.49 |
28.1% |
2.71 |
4.9% |
4% |
False |
True |
19,413 |
40 |
80.62 |
54.48 |
26.14 |
47.4% |
2.36 |
4.3% |
3% |
False |
True |
14,797 |
60 |
87.34 |
54.48 |
32.86 |
59.6% |
2.14 |
3.9% |
2% |
False |
True |
12,386 |
80 |
92.53 |
54.48 |
38.05 |
69.0% |
1.91 |
3.5% |
2% |
False |
True |
10,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.71 |
2.618 |
63.60 |
1.618 |
61.08 |
1.000 |
59.52 |
0.618 |
58.56 |
HIGH |
57.00 |
0.618 |
56.04 |
0.500 |
55.74 |
0.382 |
55.44 |
LOW |
54.48 |
0.618 |
52.92 |
1.000 |
51.96 |
1.618 |
50.40 |
2.618 |
47.88 |
4.250 |
43.77 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
55.74 |
56.39 |
PP |
55.54 |
55.97 |
S1 |
55.34 |
55.56 |
|