NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
58.35 |
57.64 |
-0.71 |
-1.2% |
59.05 |
High |
58.73 |
58.27 |
-0.46 |
-0.8% |
59.98 |
Low |
56.84 |
56.37 |
-0.47 |
-0.8% |
56.37 |
Close |
57.61 |
56.65 |
-0.96 |
-1.7% |
56.65 |
Range |
1.89 |
1.90 |
0.01 |
0.5% |
3.61 |
ATR |
2.75 |
2.69 |
-0.06 |
-2.2% |
0.00 |
Volume |
34,857 |
21,409 |
-13,448 |
-38.6% |
133,383 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.80 |
61.62 |
57.70 |
|
R3 |
60.90 |
59.72 |
57.17 |
|
R2 |
59.00 |
59.00 |
57.00 |
|
R1 |
57.82 |
57.82 |
56.82 |
57.46 |
PP |
57.10 |
57.10 |
57.10 |
56.92 |
S1 |
55.92 |
55.92 |
56.48 |
55.56 |
S2 |
55.20 |
55.20 |
56.30 |
|
S3 |
53.30 |
54.02 |
56.13 |
|
S4 |
51.40 |
52.12 |
55.61 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.50 |
66.18 |
58.64 |
|
R3 |
64.89 |
62.57 |
57.64 |
|
R2 |
61.28 |
61.28 |
57.31 |
|
R1 |
58.96 |
58.96 |
56.98 |
58.32 |
PP |
57.67 |
57.67 |
57.67 |
57.34 |
S1 |
55.35 |
55.35 |
56.32 |
54.71 |
S2 |
54.06 |
54.06 |
55.99 |
|
S3 |
50.45 |
51.74 |
55.66 |
|
S4 |
46.84 |
48.13 |
54.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.98 |
55.76 |
4.22 |
7.4% |
2.64 |
4.7% |
21% |
False |
False |
39,342 |
10 |
61.05 |
55.57 |
5.48 |
9.7% |
3.04 |
5.4% |
20% |
False |
False |
48,681 |
20 |
73.89 |
55.57 |
18.32 |
32.3% |
2.98 |
5.3% |
6% |
False |
False |
45,165 |
40 |
81.21 |
55.57 |
25.64 |
45.3% |
2.40 |
4.2% |
4% |
False |
False |
39,760 |
60 |
87.42 |
55.57 |
31.85 |
56.2% |
2.28 |
4.0% |
3% |
False |
False |
38,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.35 |
2.618 |
63.24 |
1.618 |
61.34 |
1.000 |
60.17 |
0.618 |
59.44 |
HIGH |
58.27 |
0.618 |
57.54 |
0.500 |
57.32 |
0.382 |
57.10 |
LOW |
56.37 |
0.618 |
55.20 |
1.000 |
54.47 |
1.618 |
53.30 |
2.618 |
51.40 |
4.250 |
48.30 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
57.32 |
57.74 |
PP |
57.10 |
57.37 |
S1 |
56.87 |
57.01 |
|