NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
68.65 |
68.42 |
-0.23 |
-0.3% |
77.09 |
High |
69.00 |
68.95 |
-0.05 |
-0.1% |
77.28 |
Low |
67.64 |
66.96 |
-0.68 |
-1.0% |
66.78 |
Close |
68.15 |
67.61 |
-0.54 |
-0.8% |
67.10 |
Range |
1.36 |
1.99 |
0.63 |
46.3% |
10.50 |
ATR |
2.36 |
2.33 |
-0.03 |
-1.1% |
0.00 |
Volume |
35,757 |
35,901 |
144 |
0.4% |
118,750 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.81 |
72.70 |
68.70 |
|
R3 |
71.82 |
70.71 |
68.16 |
|
R2 |
69.83 |
69.83 |
67.97 |
|
R1 |
68.72 |
68.72 |
67.79 |
68.28 |
PP |
67.84 |
67.84 |
67.84 |
67.62 |
S1 |
66.73 |
66.73 |
67.43 |
66.29 |
S2 |
65.85 |
65.85 |
67.25 |
|
S3 |
63.86 |
64.74 |
67.06 |
|
S4 |
61.87 |
62.75 |
66.52 |
|
|
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 |
73.89 |
64.88 |
9.01 |
13.3% |
3.60 |
5.3% |
30% |
False |
False |
42,038 |
10 |
77.70 |
64.88 |
12.82 |
19.0% |
2.71 |
4.0% |
21% |
False |
False |
38,551 |
20 |
79.86 |
64.88 |
14.98 |
22.2% |
2.25 |
3.3% |
18% |
False |
False |
36,225 |
40 |
85.49 |
64.88 |
20.61 |
30.5% |
2.17 |
3.2% |
13% |
False |
False |
35,654 |
60 |
91.94 |
64.88 |
27.06 |
40.0% |
1.92 |
2.8% |
10% |
False |
False |
32,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.41 |
2.618 |
74.16 |
1.618 |
72.17 |
1.000 |
70.94 |
0.618 |
70.18 |
HIGH |
68.95 |
0.618 |
68.19 |
0.500 |
67.96 |
0.382 |
67.72 |
LOW |
66.96 |
0.618 |
65.73 |
1.000 |
64.97 |
1.618 |
63.74 |
2.618 |
61.75 |
4.250 |
58.50 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
67.96 |
68.42 |
PP |
67.84 |
68.15 |
S1 |
67.73 |
67.88 |
|