NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
63.33 |
61.12 |
-2.21 |
-3.5% |
66.00 |
| High |
63.43 |
61.68 |
-1.75 |
-2.8% |
69.54 |
| Low |
60.43 |
58.96 |
-1.47 |
-2.4% |
63.72 |
| Close |
60.94 |
59.95 |
-0.99 |
-1.6% |
65.84 |
| Range |
3.00 |
2.72 |
-0.28 |
-9.3% |
5.82 |
| ATR |
2.59 |
2.60 |
0.01 |
0.4% |
0.00 |
| Volume |
456,172 |
392,493 |
-63,679 |
-14.0% |
1,671,445 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.36 |
66.87 |
61.45 |
|
| R3 |
65.64 |
64.15 |
60.70 |
|
| R2 |
62.92 |
62.92 |
60.45 |
|
| R1 |
61.43 |
61.43 |
60.20 |
60.82 |
| PP |
60.20 |
60.20 |
60.20 |
59.89 |
| S1 |
58.71 |
58.71 |
59.70 |
58.10 |
| S2 |
57.48 |
57.48 |
59.45 |
|
| S3 |
54.76 |
55.99 |
59.20 |
|
| S4 |
52.04 |
53.27 |
58.45 |
|
|
| 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 |
66.85 |
58.96 |
7.89 |
13.2% |
2.42 |
4.0% |
13% |
False |
True |
355,615 |
| 10 |
73.56 |
58.96 |
14.60 |
24.4% |
3.20 |
5.3% |
7% |
False |
True |
372,587 |
| 20 |
77.83 |
58.96 |
18.87 |
31.5% |
2.67 |
4.5% |
5% |
False |
True |
300,543 |
| 40 |
83.58 |
58.96 |
24.62 |
41.1% |
2.38 |
4.0% |
4% |
False |
True |
192,922 |
| 60 |
93.07 |
58.96 |
34.11 |
56.9% |
2.29 |
3.8% |
3% |
False |
True |
144,835 |
| 80 |
94.16 |
58.96 |
35.20 |
58.7% |
2.08 |
3.5% |
3% |
False |
True |
114,764 |
| 100 |
99.36 |
58.96 |
40.40 |
67.4% |
1.90 |
3.2% |
2% |
False |
True |
95,003 |
| 120 |
102.53 |
58.96 |
43.57 |
72.7% |
1.76 |
2.9% |
2% |
False |
True |
81,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.24 |
|
2.618 |
68.80 |
|
1.618 |
66.08 |
|
1.000 |
64.40 |
|
0.618 |
63.36 |
|
HIGH |
61.68 |
|
0.618 |
60.64 |
|
0.500 |
60.32 |
|
0.382 |
60.00 |
|
LOW |
58.96 |
|
0.618 |
57.28 |
|
1.000 |
56.24 |
|
1.618 |
54.56 |
|
2.618 |
51.84 |
|
4.250 |
47.40 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
60.32 |
61.58 |
| PP |
60.20 |
61.04 |
| S1 |
60.07 |
60.49 |
|