NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
62.36 |
60.60 |
-1.76 |
-2.8% |
66.29 |
High |
62.96 |
61.05 |
-1.91 |
-3.0% |
66.29 |
Low |
60.70 |
59.10 |
-1.60 |
-2.6% |
59.10 |
Close |
61.53 |
59.41 |
-2.12 |
-3.4% |
59.41 |
Range |
2.26 |
1.95 |
-0.31 |
-13.7% |
7.19 |
ATR |
2.35 |
2.36 |
0.01 |
0.2% |
0.00 |
Volume |
49,022 |
46,363 |
-2,659 |
-5.4% |
220,712 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.70 |
64.51 |
60.48 |
|
R3 |
63.75 |
62.56 |
59.95 |
|
R2 |
61.80 |
61.80 |
59.77 |
|
R1 |
60.61 |
60.61 |
59.59 |
60.23 |
PP |
59.85 |
59.85 |
59.85 |
59.67 |
S1 |
58.66 |
58.66 |
59.23 |
58.28 |
S2 |
57.90 |
57.90 |
59.05 |
|
S3 |
55.95 |
56.71 |
58.87 |
|
S4 |
54.00 |
54.76 |
58.34 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.17 |
78.48 |
63.36 |
|
R3 |
75.98 |
71.29 |
61.39 |
|
R2 |
68.79 |
68.79 |
60.73 |
|
R1 |
64.10 |
64.10 |
60.07 |
62.85 |
PP |
61.60 |
61.60 |
61.60 |
60.98 |
S1 |
56.91 |
56.91 |
58.75 |
55.66 |
S2 |
54.41 |
54.41 |
58.09 |
|
S3 |
47.22 |
49.72 |
57.43 |
|
S4 |
40.03 |
42.53 |
55.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.29 |
59.10 |
7.19 |
12.1% |
2.29 |
3.8% |
4% |
False |
True |
44,142 |
10 |
70.25 |
59.10 |
11.15 |
18.8% |
2.40 |
4.0% |
3% |
False |
True |
43,298 |
20 |
77.70 |
59.10 |
18.60 |
31.3% |
2.38 |
4.0% |
2% |
False |
True |
38,553 |
40 |
81.92 |
59.10 |
22.82 |
38.4% |
2.06 |
3.5% |
1% |
False |
True |
35,957 |
60 |
90.62 |
59.10 |
31.52 |
53.1% |
2.00 |
3.4% |
1% |
False |
True |
34,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.34 |
2.618 |
66.16 |
1.618 |
64.21 |
1.000 |
63.00 |
0.618 |
62.26 |
HIGH |
61.05 |
0.618 |
60.31 |
0.500 |
60.08 |
0.382 |
59.84 |
LOW |
59.10 |
0.618 |
57.89 |
1.000 |
57.15 |
1.618 |
55.94 |
2.618 |
53.99 |
4.250 |
50.81 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
60.08 |
61.72 |
PP |
59.85 |
60.95 |
S1 |
59.63 |
60.18 |
|