NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
68.42 |
67.45 |
-0.97 |
-1.4% |
67.10 |
High |
68.95 |
67.62 |
-1.33 |
-1.9% |
70.25 |
Low |
66.96 |
65.99 |
-0.97 |
-1.4% |
64.88 |
Close |
67.61 |
66.68 |
-0.93 |
-1.4% |
66.68 |
Range |
1.99 |
1.63 |
-0.36 |
-18.1% |
5.37 |
ATR |
2.33 |
2.28 |
-0.05 |
-2.1% |
0.00 |
Volume |
35,901 |
31,953 |
-3,948 |
-11.0% |
212,274 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.65 |
70.80 |
67.58 |
|
R3 |
70.02 |
69.17 |
67.13 |
|
R2 |
68.39 |
68.39 |
66.98 |
|
R1 |
67.54 |
67.54 |
66.83 |
67.15 |
PP |
66.76 |
66.76 |
66.76 |
66.57 |
S1 |
65.91 |
65.91 |
66.53 |
65.52 |
S2 |
65.13 |
65.13 |
66.38 |
|
S3 |
63.50 |
64.28 |
66.23 |
|
S4 |
61.87 |
62.65 |
65.78 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.38 |
80.40 |
69.63 |
|
R3 |
78.01 |
75.03 |
68.16 |
|
R2 |
72.64 |
72.64 |
67.66 |
|
R1 |
69.66 |
69.66 |
67.17 |
68.47 |
PP |
67.27 |
67.27 |
67.27 |
66.67 |
S1 |
64.29 |
64.29 |
66.19 |
63.10 |
S2 |
61.90 |
61.90 |
65.70 |
|
S3 |
56.53 |
58.92 |
65.20 |
|
S4 |
51.16 |
53.55 |
63.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.25 |
64.88 |
5.37 |
8.1% |
2.50 |
3.8% |
34% |
False |
False |
42,454 |
10 |
77.70 |
64.88 |
12.82 |
19.2% |
2.67 |
4.0% |
14% |
False |
False |
36,416 |
20 |
79.86 |
64.88 |
14.98 |
22.5% |
2.26 |
3.4% |
12% |
False |
False |
35,496 |
40 |
84.00 |
64.88 |
19.12 |
28.7% |
2.13 |
3.2% |
9% |
False |
False |
35,387 |
60 |
91.94 |
64.88 |
27.06 |
40.6% |
1.92 |
2.9% |
7% |
False |
False |
32,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.55 |
2.618 |
71.89 |
1.618 |
70.26 |
1.000 |
69.25 |
0.618 |
68.63 |
HIGH |
67.62 |
0.618 |
67.00 |
0.500 |
66.81 |
0.382 |
66.61 |
LOW |
65.99 |
0.618 |
64.98 |
1.000 |
64.36 |
1.618 |
63.35 |
2.618 |
61.72 |
4.250 |
59.06 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
66.81 |
67.50 |
PP |
66.76 |
67.22 |
S1 |
66.72 |
66.95 |
|