NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
67.10 |
69.87 |
2.77 |
4.1% |
77.09 |
High |
70.25 |
69.87 |
-0.38 |
-0.5% |
77.28 |
Low |
64.88 |
67.70 |
2.82 |
4.3% |
66.78 |
Close |
69.79 |
67.86 |
-1.93 |
-2.8% |
67.10 |
Range |
5.37 |
2.17 |
-3.20 |
-59.6% |
10.50 |
ATR |
2.45 |
2.43 |
-0.02 |
-0.8% |
0.00 |
Volume |
53,799 |
54,864 |
1,065 |
2.0% |
118,750 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.99 |
73.59 |
69.05 |
|
R3 |
72.82 |
71.42 |
68.46 |
|
R2 |
70.65 |
70.65 |
68.26 |
|
R1 |
69.25 |
69.25 |
68.06 |
68.87 |
PP |
68.48 |
68.48 |
68.48 |
68.28 |
S1 |
67.08 |
67.08 |
67.66 |
66.70 |
S2 |
66.31 |
66.31 |
67.46 |
|
S3 |
64.14 |
64.91 |
67.26 |
|
S4 |
61.97 |
62.74 |
66.67 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.89 |
94.99 |
72.88 |
|
R3 |
91.39 |
84.49 |
69.99 |
|
R2 |
80.89 |
80.89 |
69.03 |
|
R1 |
73.99 |
73.99 |
68.06 |
72.19 |
PP |
70.39 |
70.39 |
70.39 |
69.49 |
S1 |
63.49 |
63.49 |
66.14 |
61.69 |
S2 |
59.89 |
59.89 |
65.18 |
|
S3 |
49.39 |
52.99 |
64.21 |
|
S4 |
38.89 |
42.49 |
61.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.75 |
64.88 |
11.87 |
17.5% |
3.65 |
5.4% |
25% |
False |
False |
39,811 |
10 |
77.70 |
64.88 |
12.82 |
18.9% |
2.70 |
4.0% |
23% |
False |
False |
37,428 |
20 |
79.86 |
64.88 |
14.98 |
22.1% |
2.30 |
3.4% |
20% |
False |
False |
37,257 |
40 |
86.60 |
64.88 |
21.72 |
32.0% |
2.15 |
3.2% |
14% |
False |
False |
35,495 |
60 |
91.94 |
64.88 |
27.06 |
39.9% |
1.90 |
2.8% |
11% |
False |
False |
32,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.09 |
2.618 |
75.55 |
1.618 |
73.38 |
1.000 |
72.04 |
0.618 |
71.21 |
HIGH |
69.87 |
0.618 |
69.04 |
0.500 |
68.79 |
0.382 |
68.53 |
LOW |
67.70 |
0.618 |
66.36 |
1.000 |
65.53 |
1.618 |
64.19 |
2.618 |
62.02 |
4.250 |
58.48 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
68.79 |
69.39 |
PP |
68.48 |
68.88 |
S1 |
68.17 |
68.37 |
|