NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
69.24 |
67.60 |
-1.64 |
-2.4% |
76.62 |
| High |
69.32 |
68.23 |
-1.09 |
-1.6% |
77.02 |
| Low |
66.67 |
66.80 |
0.13 |
0.2% |
65.69 |
| Close |
66.88 |
67.38 |
0.50 |
0.7% |
66.15 |
| Range |
2.65 |
1.43 |
-1.22 |
-46.0% |
11.33 |
| ATR |
2.73 |
2.64 |
-0.09 |
-3.4% |
0.00 |
| Volume |
360,300 |
293,483 |
-66,817 |
-18.5% |
1,300,462 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.76 |
71.00 |
68.17 |
|
| R3 |
70.33 |
69.57 |
67.77 |
|
| R2 |
68.90 |
68.90 |
67.64 |
|
| R1 |
68.14 |
68.14 |
67.51 |
67.81 |
| PP |
67.47 |
67.47 |
67.47 |
67.30 |
| S1 |
66.71 |
66.71 |
67.25 |
66.38 |
| S2 |
66.04 |
66.04 |
67.12 |
|
| S3 |
64.61 |
65.28 |
66.99 |
|
| S4 |
63.18 |
63.85 |
66.59 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.61 |
96.21 |
72.38 |
|
| R3 |
92.28 |
84.88 |
69.27 |
|
| R2 |
80.95 |
80.95 |
68.23 |
|
| R1 |
73.55 |
73.55 |
67.19 |
71.59 |
| PP |
69.62 |
69.62 |
69.62 |
68.64 |
| S1 |
62.22 |
62.22 |
65.11 |
60.26 |
| S2 |
58.29 |
58.29 |
64.07 |
|
| S3 |
46.96 |
50.89 |
63.03 |
|
| S4 |
35.63 |
39.56 |
59.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.48 |
63.72 |
10.76 |
16.0% |
3.79 |
5.6% |
34% |
False |
False |
393,833 |
| 10 |
77.83 |
63.72 |
14.11 |
20.9% |
2.93 |
4.3% |
26% |
False |
False |
332,225 |
| 20 |
79.70 |
63.72 |
15.98 |
23.7% |
2.55 |
3.8% |
23% |
False |
False |
235,848 |
| 40 |
87.23 |
63.72 |
23.51 |
34.9% |
2.43 |
3.6% |
16% |
False |
False |
152,432 |
| 60 |
93.07 |
63.72 |
29.35 |
43.6% |
2.24 |
3.3% |
12% |
False |
False |
114,532 |
| 80 |
95.72 |
63.72 |
32.00 |
47.5% |
2.01 |
3.0% |
11% |
False |
False |
90,905 |
| 100 |
99.36 |
63.72 |
35.64 |
52.9% |
1.83 |
2.7% |
10% |
False |
False |
75,905 |
| 120 |
102.53 |
63.72 |
38.81 |
57.6% |
1.68 |
2.5% |
9% |
False |
False |
64,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.31 |
|
2.618 |
71.97 |
|
1.618 |
70.54 |
|
1.000 |
69.66 |
|
0.618 |
69.11 |
|
HIGH |
68.23 |
|
0.618 |
67.68 |
|
0.500 |
67.52 |
|
0.382 |
67.35 |
|
LOW |
66.80 |
|
0.618 |
65.92 |
|
1.000 |
65.37 |
|
1.618 |
64.49 |
|
2.618 |
63.06 |
|
4.250 |
60.72 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
67.52 |
67.13 |
| PP |
67.47 |
66.88 |
| S1 |
67.43 |
66.63 |
|