NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
66.80 |
65.46 |
-1.34 |
-2.0% |
66.00 |
| High |
66.85 |
65.55 |
-1.30 |
-1.9% |
69.54 |
| Low |
65.17 |
62.78 |
-2.39 |
-3.7% |
63.72 |
| Close |
65.84 |
63.05 |
-2.79 |
-4.2% |
65.84 |
| Range |
1.68 |
2.77 |
1.09 |
64.9% |
5.82 |
| ATR |
2.53 |
2.57 |
0.04 |
1.5% |
0.00 |
| Volume |
276,529 |
330,077 |
53,548 |
19.4% |
1,671,445 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.10 |
70.35 |
64.57 |
|
| R3 |
69.33 |
67.58 |
63.81 |
|
| R2 |
66.56 |
66.56 |
63.56 |
|
| R1 |
64.81 |
64.81 |
63.30 |
64.30 |
| PP |
63.79 |
63.79 |
63.79 |
63.54 |
| S1 |
62.04 |
62.04 |
62.80 |
61.53 |
| S2 |
61.02 |
61.02 |
62.54 |
|
| S3 |
58.25 |
59.27 |
62.29 |
|
| S4 |
55.48 |
56.50 |
61.53 |
|
|
| 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 |
69.32 |
62.78 |
6.54 |
10.4% |
2.13 |
3.4% |
4% |
False |
True |
299,480 |
| 10 |
77.02 |
62.78 |
14.24 |
22.6% |
3.00 |
4.8% |
2% |
False |
True |
330,198 |
| 20 |
79.70 |
62.78 |
16.92 |
26.8% |
2.56 |
4.1% |
2% |
False |
True |
262,068 |
| 40 |
84.67 |
62.78 |
21.89 |
34.7% |
2.39 |
3.8% |
1% |
False |
True |
168,503 |
| 60 |
93.07 |
62.78 |
30.29 |
48.0% |
2.25 |
3.6% |
1% |
False |
True |
126,597 |
| 80 |
94.20 |
62.78 |
31.42 |
49.8% |
2.03 |
3.2% |
1% |
False |
True |
100,810 |
| 100 |
99.36 |
62.78 |
36.58 |
58.0% |
1.86 |
2.9% |
1% |
False |
True |
83,966 |
| 120 |
102.53 |
62.78 |
39.75 |
63.0% |
1.71 |
2.7% |
1% |
False |
True |
71,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.32 |
|
2.618 |
72.80 |
|
1.618 |
70.03 |
|
1.000 |
68.32 |
|
0.618 |
67.26 |
|
HIGH |
65.55 |
|
0.618 |
64.49 |
|
0.500 |
64.17 |
|
0.382 |
63.84 |
|
LOW |
62.78 |
|
0.618 |
61.07 |
|
1.000 |
60.01 |
|
1.618 |
58.30 |
|
2.618 |
55.53 |
|
4.250 |
51.01 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
64.17 |
65.50 |
| PP |
63.79 |
64.68 |
| S1 |
63.42 |
63.87 |
|