NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
59.05 |
57.10 |
-1.95 |
-3.3% |
58.85 |
High |
59.98 |
59.10 |
-0.88 |
-1.5% |
60.32 |
Low |
56.78 |
56.74 |
-0.04 |
-0.1% |
55.57 |
Close |
56.90 |
58.69 |
1.79 |
3.1% |
58.56 |
Range |
3.20 |
2.36 |
-0.84 |
-26.3% |
4.75 |
ATR |
2.85 |
2.81 |
-0.03 |
-1.2% |
0.00 |
Volume |
36,549 |
40,568 |
4,019 |
11.0% |
307,073 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.26 |
64.33 |
59.99 |
|
R3 |
62.90 |
61.97 |
59.34 |
|
R2 |
60.54 |
60.54 |
59.12 |
|
R1 |
59.61 |
59.61 |
58.91 |
60.08 |
PP |
58.18 |
58.18 |
58.18 |
58.41 |
S1 |
57.25 |
57.25 |
58.47 |
57.72 |
S2 |
55.82 |
55.82 |
58.26 |
|
S3 |
53.46 |
54.89 |
58.04 |
|
S4 |
51.10 |
52.53 |
57.39 |
|
|
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 |
55.65 |
4.66 |
7.9% |
3.66 |
6.2% |
65% |
False |
False |
56,121 |
10 |
64.34 |
55.57 |
8.77 |
14.9% |
3.17 |
5.4% |
36% |
False |
False |
52,198 |
20 |
76.75 |
55.57 |
21.18 |
36.1% |
2.97 |
5.1% |
15% |
False |
False |
45,378 |
40 |
81.92 |
55.57 |
26.35 |
44.9% |
2.36 |
4.0% |
12% |
False |
False |
39,463 |
60 |
90.62 |
55.57 |
35.05 |
59.7% |
2.30 |
3.9% |
9% |
False |
False |
38,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.13 |
2.618 |
65.28 |
1.618 |
62.92 |
1.000 |
61.46 |
0.618 |
60.56 |
HIGH |
59.10 |
0.618 |
58.20 |
0.500 |
57.92 |
0.382 |
57.64 |
LOW |
56.74 |
0.618 |
55.28 |
1.000 |
54.38 |
1.618 |
52.92 |
2.618 |
50.56 |
4.250 |
46.71 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
58.43 |
58.42 |
PP |
58.18 |
58.14 |
S1 |
57.92 |
57.87 |
|