NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
63.01 |
63.33 |
0.32 |
0.5% |
66.00 |
| High |
64.20 |
63.43 |
-0.77 |
-1.2% |
69.54 |
| Low |
62.25 |
60.43 |
-1.82 |
-2.9% |
63.72 |
| Close |
63.82 |
60.94 |
-2.88 |
-4.5% |
65.84 |
| Range |
1.95 |
3.00 |
1.05 |
53.8% |
5.82 |
| ATR |
2.53 |
2.59 |
0.06 |
2.4% |
0.00 |
| Volume |
322,804 |
456,172 |
133,368 |
41.3% |
1,671,445 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.60 |
68.77 |
62.59 |
|
| R3 |
67.60 |
65.77 |
61.77 |
|
| R2 |
64.60 |
64.60 |
61.49 |
|
| R1 |
62.77 |
62.77 |
61.22 |
62.19 |
| PP |
61.60 |
61.60 |
61.60 |
61.31 |
| S1 |
59.77 |
59.77 |
60.67 |
59.19 |
| S2 |
58.60 |
58.60 |
60.39 |
|
| S3 |
55.60 |
56.77 |
60.12 |
|
| S4 |
52.60 |
53.77 |
59.29 |
|
|
| 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 |
68.22 |
60.43 |
7.79 |
12.8% |
2.31 |
3.8% |
7% |
False |
True |
324,518 |
| 10 |
74.48 |
60.43 |
14.05 |
23.1% |
3.05 |
5.0% |
4% |
False |
True |
359,176 |
| 20 |
77.92 |
60.43 |
17.49 |
28.7% |
2.60 |
4.3% |
3% |
False |
True |
289,037 |
| 40 |
83.58 |
60.43 |
23.15 |
38.0% |
2.37 |
3.9% |
2% |
False |
True |
185,287 |
| 60 |
93.07 |
60.43 |
32.64 |
53.6% |
2.26 |
3.7% |
2% |
False |
True |
138,694 |
| 80 |
94.16 |
60.43 |
33.73 |
55.3% |
2.06 |
3.4% |
2% |
False |
True |
110,070 |
| 100 |
99.36 |
60.43 |
38.93 |
63.9% |
1.88 |
3.1% |
1% |
False |
True |
91,212 |
| 120 |
102.53 |
60.43 |
42.10 |
69.1% |
1.75 |
2.9% |
1% |
False |
True |
77,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.18 |
|
2.618 |
71.28 |
|
1.618 |
68.28 |
|
1.000 |
66.43 |
|
0.618 |
65.28 |
|
HIGH |
63.43 |
|
0.618 |
62.28 |
|
0.500 |
61.93 |
|
0.382 |
61.58 |
|
LOW |
60.43 |
|
0.618 |
58.58 |
|
1.000 |
57.43 |
|
1.618 |
55.58 |
|
2.618 |
52.58 |
|
4.250 |
47.68 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
61.93 |
62.99 |
| PP |
61.60 |
62.31 |
| S1 |
61.27 |
61.62 |
|