NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
57.06 |
57.70 |
0.64 |
1.1% |
66.29 |
High |
60.31 |
60.23 |
-0.08 |
-0.1% |
66.29 |
Low |
56.03 |
55.65 |
-0.38 |
-0.7% |
59.10 |
Close |
58.04 |
55.75 |
-2.29 |
-3.9% |
59.41 |
Range |
4.28 |
4.58 |
0.30 |
7.0% |
7.19 |
ATR |
2.60 |
2.74 |
0.14 |
5.4% |
0.00 |
Volume |
77,787 |
62,374 |
-15,413 |
-19.8% |
220,712 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.95 |
67.93 |
58.27 |
|
R3 |
66.37 |
63.35 |
57.01 |
|
R2 |
61.79 |
61.79 |
56.59 |
|
R1 |
58.77 |
58.77 |
56.17 |
57.99 |
PP |
57.21 |
57.21 |
57.21 |
56.82 |
S1 |
54.19 |
54.19 |
55.33 |
53.41 |
S2 |
52.63 |
52.63 |
54.91 |
|
S3 |
48.05 |
49.61 |
54.49 |
|
S4 |
43.47 |
45.03 |
53.23 |
|
|
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 |
61.05 |
55.57 |
5.48 |
9.8% |
3.44 |
6.2% |
3% |
False |
False |
58,021 |
10 |
67.62 |
55.57 |
12.05 |
21.6% |
2.83 |
5.1% |
1% |
False |
False |
49,641 |
20 |
77.70 |
55.57 |
22.13 |
39.7% |
2.77 |
5.0% |
1% |
False |
False |
44,096 |
40 |
81.92 |
55.57 |
26.35 |
47.3% |
2.26 |
4.0% |
1% |
False |
False |
38,703 |
60 |
90.62 |
55.57 |
35.05 |
62.9% |
2.18 |
3.9% |
1% |
False |
False |
37,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.70 |
2.618 |
72.22 |
1.618 |
67.64 |
1.000 |
64.81 |
0.618 |
63.06 |
HIGH |
60.23 |
0.618 |
58.48 |
0.500 |
57.94 |
0.382 |
57.40 |
LOW |
55.65 |
0.618 |
52.82 |
1.000 |
51.07 |
1.618 |
48.24 |
2.618 |
43.66 |
4.250 |
36.19 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.94 |
57.94 |
PP |
57.21 |
57.21 |
S1 |
56.48 |
56.48 |
|