NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
58.85 |
57.72 |
-1.13 |
-1.9% |
66.29 |
High |
60.32 |
58.65 |
-1.67 |
-2.8% |
66.29 |
Low |
57.03 |
55.57 |
-1.46 |
-2.6% |
59.10 |
Close |
57.81 |
57.44 |
-0.37 |
-0.6% |
59.41 |
Range |
3.29 |
3.08 |
-0.21 |
-6.4% |
7.19 |
ATR |
2.42 |
2.47 |
0.05 |
1.9% |
0.00 |
Volume |
48,832 |
54,753 |
5,921 |
12.1% |
220,712 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.46 |
65.03 |
59.13 |
|
R3 |
63.38 |
61.95 |
58.29 |
|
R2 |
60.30 |
60.30 |
58.00 |
|
R1 |
58.87 |
58.87 |
57.72 |
58.05 |
PP |
57.22 |
57.22 |
57.22 |
56.81 |
S1 |
55.79 |
55.79 |
57.16 |
54.97 |
S2 |
54.14 |
54.14 |
56.88 |
|
S3 |
51.06 |
52.71 |
56.59 |
|
S4 |
47.98 |
49.63 |
55.75 |
|
|
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 |
64.34 |
55.57 |
8.77 |
15.3% |
2.67 |
4.7% |
21% |
False |
True |
48,275 |
10 |
69.00 |
55.57 |
13.43 |
23.4% |
2.28 |
4.0% |
14% |
False |
True |
42,790 |
20 |
77.70 |
55.57 |
22.13 |
38.5% |
2.49 |
4.3% |
8% |
False |
True |
40,109 |
40 |
81.92 |
55.57 |
26.35 |
45.9% |
2.12 |
3.7% |
7% |
False |
True |
36,551 |
60 |
90.62 |
55.57 |
35.05 |
61.0% |
2.07 |
3.6% |
5% |
False |
True |
35,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.74 |
2.618 |
66.71 |
1.618 |
63.63 |
1.000 |
61.73 |
0.618 |
60.55 |
HIGH |
58.65 |
0.618 |
57.47 |
0.500 |
57.11 |
0.382 |
56.75 |
LOW |
55.57 |
0.618 |
53.67 |
1.000 |
52.49 |
1.618 |
50.59 |
2.618 |
47.51 |
4.250 |
42.48 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.33 |
58.31 |
PP |
57.22 |
58.02 |
S1 |
57.11 |
57.73 |
|