NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
67.40 |
66.80 |
-0.60 |
-0.9% |
66.00 |
| High |
68.22 |
66.85 |
-1.37 |
-2.0% |
69.54 |
| Low |
66.09 |
65.17 |
-0.92 |
-1.4% |
63.72 |
| Close |
66.81 |
65.84 |
-0.97 |
-1.5% |
65.84 |
| Range |
2.13 |
1.68 |
-0.45 |
-21.1% |
5.82 |
| ATR |
2.60 |
2.53 |
-0.07 |
-2.5% |
0.00 |
| Volume |
237,011 |
276,529 |
39,518 |
16.7% |
1,671,445 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.99 |
70.10 |
66.76 |
|
| R3 |
69.31 |
68.42 |
66.30 |
|
| R2 |
67.63 |
67.63 |
66.15 |
|
| R1 |
66.74 |
66.74 |
65.99 |
66.35 |
| PP |
65.95 |
65.95 |
65.95 |
65.76 |
| S1 |
65.06 |
65.06 |
65.69 |
64.67 |
| S2 |
64.27 |
64.27 |
65.53 |
|
| S3 |
62.59 |
63.38 |
65.38 |
|
| S4 |
60.91 |
61.70 |
64.92 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.83 |
80.65 |
69.04 |
|
| R3 |
78.01 |
74.83 |
67.44 |
|
| R2 |
72.19 |
72.19 |
66.91 |
|
| R1 |
69.01 |
69.01 |
66.37 |
67.69 |
| PP |
66.37 |
66.37 |
66.37 |
65.71 |
| S1 |
63.19 |
63.19 |
65.31 |
61.87 |
| S2 |
60.55 |
60.55 |
64.77 |
|
| S3 |
54.73 |
57.37 |
64.24 |
|
| S4 |
48.91 |
51.55 |
62.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.54 |
63.72 |
5.82 |
8.8% |
2.74 |
4.2% |
36% |
False |
False |
334,289 |
| 10 |
77.83 |
63.72 |
14.11 |
21.4% |
2.94 |
4.5% |
15% |
False |
False |
324,722 |
| 20 |
79.70 |
63.72 |
15.98 |
24.3% |
2.51 |
3.8% |
13% |
False |
False |
249,426 |
| 40 |
85.13 |
63.72 |
21.41 |
32.5% |
2.39 |
3.6% |
10% |
False |
False |
161,966 |
| 60 |
93.07 |
63.72 |
29.35 |
44.6% |
2.23 |
3.4% |
7% |
False |
False |
121,760 |
| 80 |
95.54 |
63.72 |
31.82 |
48.3% |
2.03 |
3.1% |
7% |
False |
False |
96,939 |
| 100 |
99.36 |
63.72 |
35.64 |
54.1% |
1.84 |
2.8% |
6% |
False |
False |
80,777 |
| 120 |
102.53 |
63.72 |
38.81 |
58.9% |
1.70 |
2.6% |
5% |
False |
False |
68,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.99 |
|
2.618 |
71.25 |
|
1.618 |
69.57 |
|
1.000 |
68.53 |
|
0.618 |
67.89 |
|
HIGH |
66.85 |
|
0.618 |
66.21 |
|
0.500 |
66.01 |
|
0.382 |
65.81 |
|
LOW |
65.17 |
|
0.618 |
64.13 |
|
1.000 |
63.49 |
|
1.618 |
62.45 |
|
2.618 |
60.77 |
|
4.250 |
58.03 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
66.01 |
66.70 |
| PP |
65.95 |
66.41 |
| S1 |
65.90 |
66.13 |
|