NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
60.60 |
58.85 |
-1.75 |
-2.9% |
66.29 |
High |
61.05 |
60.32 |
-0.73 |
-1.2% |
66.29 |
Low |
59.10 |
57.03 |
-2.07 |
-3.5% |
59.10 |
Close |
59.41 |
57.81 |
-1.60 |
-2.7% |
59.41 |
Range |
1.95 |
3.29 |
1.34 |
68.7% |
7.19 |
ATR |
2.36 |
2.42 |
0.07 |
2.8% |
0.00 |
Volume |
46,363 |
48,832 |
2,469 |
5.3% |
220,712 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.26 |
66.32 |
59.62 |
|
R3 |
64.97 |
63.03 |
58.71 |
|
R2 |
61.68 |
61.68 |
58.41 |
|
R1 |
59.74 |
59.74 |
58.11 |
59.07 |
PP |
58.39 |
58.39 |
58.39 |
58.05 |
S1 |
56.45 |
56.45 |
57.51 |
55.78 |
S2 |
55.10 |
55.10 |
57.21 |
|
S3 |
51.81 |
53.16 |
56.91 |
|
S4 |
48.52 |
49.87 |
56.00 |
|
|
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 |
65.15 |
57.03 |
8.12 |
14.0% |
2.43 |
4.2% |
10% |
False |
True |
48,146 |
10 |
69.87 |
57.03 |
12.84 |
22.2% |
2.19 |
3.8% |
6% |
False |
True |
42,801 |
20 |
77.70 |
57.03 |
20.67 |
35.8% |
2.40 |
4.1% |
4% |
False |
True |
39,128 |
40 |
81.92 |
57.03 |
24.89 |
43.1% |
2.09 |
3.6% |
3% |
False |
True |
35,830 |
60 |
90.62 |
57.03 |
33.59 |
58.1% |
2.04 |
3.5% |
2% |
False |
True |
35,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.30 |
2.618 |
68.93 |
1.618 |
65.64 |
1.000 |
63.61 |
0.618 |
62.35 |
HIGH |
60.32 |
0.618 |
59.06 |
0.500 |
58.68 |
0.382 |
58.29 |
LOW |
57.03 |
0.618 |
55.00 |
1.000 |
53.74 |
1.618 |
51.71 |
2.618 |
48.42 |
4.250 |
43.05 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
58.68 |
60.00 |
PP |
58.39 |
59.27 |
S1 |
58.10 |
58.54 |
|