NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
61.12 |
59.17 |
-1.95 |
-3.2% |
65.46 |
| High |
61.68 |
59.57 |
-2.11 |
-3.4% |
65.55 |
| Low |
58.96 |
57.40 |
-1.56 |
-2.6% |
57.40 |
| Close |
59.95 |
57.81 |
-2.14 |
-3.6% |
57.81 |
| Range |
2.72 |
2.17 |
-0.55 |
-20.2% |
8.15 |
| ATR |
2.60 |
2.59 |
0.00 |
-0.1% |
0.00 |
| Volume |
392,493 |
414,224 |
21,731 |
5.5% |
1,915,770 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.77 |
63.46 |
59.00 |
|
| R3 |
62.60 |
61.29 |
58.41 |
|
| R2 |
60.43 |
60.43 |
58.21 |
|
| R1 |
59.12 |
59.12 |
58.01 |
58.69 |
| PP |
58.26 |
58.26 |
58.26 |
58.05 |
| S1 |
56.95 |
56.95 |
57.61 |
56.52 |
| S2 |
56.09 |
56.09 |
57.41 |
|
| S3 |
53.92 |
54.78 |
57.21 |
|
| S4 |
51.75 |
52.61 |
56.62 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.70 |
79.41 |
62.29 |
|
| R3 |
76.55 |
71.26 |
60.05 |
|
| R2 |
68.40 |
68.40 |
59.30 |
|
| R1 |
63.11 |
63.11 |
58.56 |
61.68 |
| PP |
60.25 |
60.25 |
60.25 |
59.54 |
| S1 |
54.96 |
54.96 |
57.06 |
53.53 |
| S2 |
52.10 |
52.10 |
56.32 |
|
| S3 |
43.95 |
46.81 |
55.57 |
|
| S4 |
35.80 |
38.66 |
53.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.55 |
57.40 |
8.15 |
14.1% |
2.52 |
4.4% |
5% |
False |
True |
383,154 |
| 10 |
69.54 |
57.40 |
12.14 |
21.0% |
2.63 |
4.6% |
3% |
False |
True |
358,721 |
| 20 |
77.83 |
57.40 |
20.43 |
35.3% |
2.62 |
4.5% |
2% |
False |
True |
311,754 |
| 40 |
83.28 |
57.40 |
25.88 |
44.8% |
2.31 |
4.0% |
2% |
False |
True |
201,569 |
| 60 |
93.07 |
57.40 |
35.67 |
61.7% |
2.30 |
4.0% |
1% |
False |
True |
151,379 |
| 80 |
94.16 |
57.40 |
36.76 |
63.6% |
2.10 |
3.6% |
1% |
False |
True |
119,641 |
| 100 |
99.36 |
57.40 |
41.96 |
72.6% |
1.91 |
3.3% |
1% |
False |
True |
98,963 |
| 120 |
102.53 |
57.40 |
45.13 |
78.1% |
1.77 |
3.1% |
1% |
False |
True |
84,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.79 |
|
2.618 |
65.25 |
|
1.618 |
63.08 |
|
1.000 |
61.74 |
|
0.618 |
60.91 |
|
HIGH |
59.57 |
|
0.618 |
58.74 |
|
0.500 |
58.49 |
|
0.382 |
58.23 |
|
LOW |
57.40 |
|
0.618 |
56.06 |
|
1.000 |
55.23 |
|
1.618 |
53.89 |
|
2.618 |
51.72 |
|
4.250 |
48.18 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
58.49 |
60.42 |
| PP |
58.26 |
59.55 |
| S1 |
58.04 |
58.68 |
|