NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
67.45 |
66.29 |
-1.16 |
-1.7% |
67.10 |
High |
67.62 |
66.29 |
-1.33 |
-2.0% |
70.25 |
Low |
65.99 |
63.72 |
-2.27 |
-3.4% |
64.88 |
Close |
66.68 |
64.00 |
-2.68 |
-4.0% |
66.68 |
Range |
1.63 |
2.57 |
0.94 |
57.7% |
5.37 |
ATR |
2.28 |
2.33 |
0.05 |
2.1% |
0.00 |
Volume |
31,953 |
28,810 |
-3,143 |
-9.8% |
212,274 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.38 |
70.76 |
65.41 |
|
R3 |
69.81 |
68.19 |
64.71 |
|
R2 |
67.24 |
67.24 |
64.47 |
|
R1 |
65.62 |
65.62 |
64.24 |
65.15 |
PP |
64.67 |
64.67 |
64.67 |
64.43 |
S1 |
63.05 |
63.05 |
63.76 |
62.58 |
S2 |
62.10 |
62.10 |
63.53 |
|
S3 |
59.53 |
60.48 |
63.29 |
|
S4 |
56.96 |
57.91 |
62.59 |
|
|
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 |
69.87 |
63.72 |
6.15 |
9.6% |
1.94 |
3.0% |
5% |
False |
True |
37,457 |
10 |
77.28 |
63.72 |
13.56 |
21.2% |
2.72 |
4.3% |
2% |
False |
True |
35,983 |
20 |
79.86 |
63.72 |
16.14 |
25.2% |
2.31 |
3.6% |
2% |
False |
True |
35,578 |
40 |
83.72 |
63.72 |
20.00 |
31.3% |
2.14 |
3.3% |
1% |
False |
True |
35,225 |
60 |
91.94 |
63.72 |
28.22 |
44.1% |
1.94 |
3.0% |
1% |
False |
True |
32,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.21 |
2.618 |
73.02 |
1.618 |
70.45 |
1.000 |
68.86 |
0.618 |
67.88 |
HIGH |
66.29 |
0.618 |
65.31 |
0.500 |
65.01 |
0.382 |
64.70 |
LOW |
63.72 |
0.618 |
62.13 |
1.000 |
61.15 |
1.618 |
59.56 |
2.618 |
56.99 |
4.250 |
52.80 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
65.01 |
66.34 |
PP |
64.67 |
65.56 |
S1 |
64.34 |
64.78 |
|