NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
56.70 |
59.05 |
2.35 |
4.1% |
58.85 |
High |
59.63 |
59.98 |
0.35 |
0.6% |
60.32 |
Low |
55.76 |
56.78 |
1.02 |
1.8% |
55.57 |
Close |
58.56 |
56.90 |
-1.66 |
-2.8% |
58.56 |
Range |
3.87 |
3.20 |
-0.67 |
-17.3% |
4.75 |
ATR |
2.82 |
2.85 |
0.03 |
1.0% |
0.00 |
Volume |
63,327 |
36,549 |
-26,778 |
-42.3% |
307,073 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.49 |
65.39 |
58.66 |
|
R3 |
64.29 |
62.19 |
57.78 |
|
R2 |
61.09 |
61.09 |
57.49 |
|
R1 |
58.99 |
58.99 |
57.19 |
58.44 |
PP |
57.89 |
57.89 |
57.89 |
57.61 |
S1 |
55.79 |
55.79 |
56.61 |
55.24 |
S2 |
54.69 |
54.69 |
56.31 |
|
S3 |
51.49 |
52.59 |
56.02 |
|
S4 |
48.29 |
49.39 |
55.14 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.40 |
70.23 |
61.17 |
|
R3 |
67.65 |
65.48 |
59.87 |
|
R2 |
62.90 |
62.90 |
59.43 |
|
R1 |
60.73 |
60.73 |
59.00 |
59.44 |
PP |
58.15 |
58.15 |
58.15 |
57.51 |
S1 |
55.98 |
55.98 |
58.12 |
54.69 |
S2 |
53.40 |
53.40 |
57.69 |
|
S3 |
48.65 |
51.23 |
57.25 |
|
S4 |
43.90 |
46.48 |
55.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.31 |
55.57 |
4.74 |
8.3% |
3.80 |
6.7% |
28% |
False |
False |
58,958 |
10 |
65.15 |
55.57 |
9.58 |
16.8% |
3.12 |
5.5% |
14% |
False |
False |
53,552 |
20 |
77.28 |
55.57 |
21.71 |
38.2% |
2.92 |
5.1% |
6% |
False |
False |
44,767 |
40 |
81.92 |
55.57 |
26.35 |
46.3% |
2.35 |
4.1% |
5% |
False |
False |
39,259 |
60 |
90.62 |
55.57 |
35.05 |
61.6% |
2.27 |
4.0% |
4% |
False |
False |
38,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.58 |
2.618 |
68.36 |
1.618 |
65.16 |
1.000 |
63.18 |
0.618 |
61.96 |
HIGH |
59.98 |
0.618 |
58.76 |
0.500 |
58.38 |
0.382 |
58.00 |
LOW |
56.78 |
0.618 |
54.80 |
1.000 |
53.58 |
1.618 |
51.60 |
2.618 |
48.40 |
4.250 |
43.18 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
58.38 |
57.94 |
PP |
57.89 |
57.59 |
S1 |
57.39 |
57.25 |
|