NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 31-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
55.78 |
55.91 |
0.13 |
0.2% |
59.05 |
High |
56.35 |
56.37 |
0.02 |
0.0% |
59.98 |
Low |
54.84 |
54.67 |
-0.17 |
-0.3% |
56.37 |
Close |
56.27 |
55.65 |
-0.62 |
-1.1% |
56.65 |
Range |
1.51 |
1.70 |
0.19 |
12.6% |
3.61 |
ATR |
2.59 |
2.53 |
-0.06 |
-2.5% |
0.00 |
Volume |
28,343 |
23,284 |
-5,059 |
-17.8% |
133,383 |
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.66 |
59.86 |
56.59 |
|
R3 |
58.96 |
58.16 |
56.12 |
|
R2 |
57.26 |
57.26 |
55.96 |
|
R1 |
56.46 |
56.46 |
55.81 |
56.01 |
PP |
55.56 |
55.56 |
55.56 |
55.34 |
S1 |
54.76 |
54.76 |
55.49 |
54.31 |
S2 |
53.86 |
53.86 |
55.34 |
|
S3 |
52.16 |
53.06 |
55.18 |
|
S4 |
50.46 |
51.36 |
54.72 |
|
|
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 |
58.73 |
54.67 |
4.06 |
7.3% |
1.90 |
3.4% |
24% |
False |
True |
24,174 |
10 |
60.31 |
54.67 |
5.64 |
10.1% |
2.78 |
5.0% |
17% |
False |
True |
40,147 |
20 |
69.00 |
54.67 |
14.33 |
25.8% |
2.53 |
4.5% |
7% |
False |
True |
41,469 |
40 |
79.86 |
54.67 |
25.19 |
45.3% |
2.41 |
4.3% |
4% |
False |
True |
39,363 |
60 |
86.60 |
54.67 |
31.93 |
57.4% |
2.28 |
4.1% |
3% |
False |
True |
37,486 |
80 |
91.94 |
54.67 |
37.27 |
67.0% |
2.06 |
3.7% |
3% |
False |
True |
34,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.60 |
2.618 |
60.82 |
1.618 |
59.12 |
1.000 |
58.07 |
0.618 |
57.42 |
HIGH |
56.37 |
0.618 |
55.72 |
0.500 |
55.52 |
0.382 |
55.32 |
LOW |
54.67 |
0.618 |
53.62 |
1.000 |
52.97 |
1.618 |
51.92 |
2.618 |
50.22 |
4.250 |
47.45 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
55.61 |
56.11 |
PP |
55.56 |
55.96 |
S1 |
55.52 |
55.80 |
|