NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
69.87 |
68.65 |
-1.22 |
-1.7% |
77.09 |
High |
69.87 |
69.00 |
-0.87 |
-1.2% |
77.28 |
Low |
67.70 |
67.64 |
-0.06 |
-0.1% |
66.78 |
Close |
67.86 |
68.15 |
0.29 |
0.4% |
67.10 |
Range |
2.17 |
1.36 |
-0.81 |
-37.3% |
10.50 |
ATR |
2.43 |
2.36 |
-0.08 |
-3.2% |
0.00 |
Volume |
54,864 |
35,757 |
-19,107 |
-34.8% |
118,750 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.34 |
71.61 |
68.90 |
|
R3 |
70.98 |
70.25 |
68.52 |
|
R2 |
69.62 |
69.62 |
68.40 |
|
R1 |
68.89 |
68.89 |
68.27 |
68.58 |
PP |
68.26 |
68.26 |
68.26 |
68.11 |
S1 |
67.53 |
67.53 |
68.03 |
67.22 |
S2 |
66.90 |
66.90 |
67.90 |
|
S3 |
65.54 |
66.17 |
67.78 |
|
S4 |
64.18 |
64.81 |
67.40 |
|
|
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 |
74.90 |
64.88 |
10.02 |
14.7% |
3.41 |
5.0% |
33% |
False |
False |
41,525 |
10 |
77.70 |
64.88 |
12.82 |
18.8% |
2.63 |
3.9% |
26% |
False |
False |
37,844 |
20 |
79.86 |
64.88 |
14.98 |
22.0% |
2.26 |
3.3% |
22% |
False |
False |
37,367 |
40 |
85.73 |
64.88 |
20.85 |
30.6% |
2.16 |
3.2% |
16% |
False |
False |
35,777 |
60 |
91.94 |
64.88 |
27.06 |
39.7% |
1.91 |
2.8% |
12% |
False |
False |
32,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.78 |
2.618 |
72.56 |
1.618 |
71.20 |
1.000 |
70.36 |
0.618 |
69.84 |
HIGH |
69.00 |
0.618 |
68.48 |
0.500 |
68.32 |
0.382 |
68.16 |
LOW |
67.64 |
0.618 |
66.80 |
1.000 |
66.28 |
1.618 |
65.44 |
2.618 |
64.08 |
4.250 |
61.86 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
68.32 |
67.96 |
PP |
68.26 |
67.76 |
S1 |
68.21 |
67.57 |
|