NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
57.07 |
55.40 |
-1.67 |
-2.9% |
65.46 |
| High |
58.73 |
57.15 |
-1.58 |
-2.7% |
65.55 |
| Low |
55.02 |
53.60 |
-1.42 |
-2.6% |
57.40 |
| Close |
55.91 |
55.93 |
0.02 |
0.0% |
57.81 |
| Range |
3.71 |
3.55 |
-0.16 |
-4.3% |
8.15 |
| ATR |
2.67 |
2.74 |
0.06 |
2.3% |
0.00 |
| Volume |
424,946 |
518,784 |
93,838 |
22.1% |
1,915,770 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.21 |
64.62 |
57.88 |
|
| R3 |
62.66 |
61.07 |
56.91 |
|
| R2 |
59.11 |
59.11 |
56.58 |
|
| R1 |
57.52 |
57.52 |
56.26 |
58.32 |
| PP |
55.56 |
55.56 |
55.56 |
55.96 |
| S1 |
53.97 |
53.97 |
55.60 |
54.77 |
| S2 |
52.01 |
52.01 |
55.28 |
|
| S3 |
48.46 |
50.42 |
54.95 |
|
| S4 |
44.91 |
46.87 |
53.98 |
|
|
| 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 |
63.43 |
53.60 |
9.83 |
17.6% |
3.03 |
5.4% |
24% |
False |
True |
441,323 |
| 10 |
68.23 |
53.60 |
14.63 |
26.2% |
2.51 |
4.5% |
16% |
False |
True |
366,652 |
| 20 |
77.83 |
53.60 |
24.23 |
43.3% |
2.76 |
4.9% |
10% |
False |
True |
344,212 |
| 40 |
82.71 |
53.60 |
29.11 |
52.0% |
2.39 |
4.3% |
8% |
False |
True |
222,095 |
| 60 |
93.07 |
53.60 |
39.47 |
70.6% |
2.38 |
4.3% |
6% |
False |
True |
166,359 |
| 80 |
94.16 |
53.60 |
40.56 |
72.5% |
2.16 |
3.9% |
6% |
False |
True |
130,945 |
| 100 |
98.71 |
53.60 |
45.11 |
80.7% |
1.96 |
3.5% |
5% |
False |
True |
108,100 |
| 120 |
101.88 |
53.60 |
48.28 |
86.3% |
1.81 |
3.2% |
5% |
False |
True |
92,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.24 |
|
2.618 |
66.44 |
|
1.618 |
62.89 |
|
1.000 |
60.70 |
|
0.618 |
59.34 |
|
HIGH |
57.15 |
|
0.618 |
55.79 |
|
0.500 |
55.38 |
|
0.382 |
54.96 |
|
LOW |
53.60 |
|
0.618 |
51.41 |
|
1.000 |
50.05 |
|
1.618 |
47.86 |
|
2.618 |
44.31 |
|
4.250 |
38.51 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
55.75 |
56.59 |
| PP |
55.56 |
56.37 |
| S1 |
55.38 |
56.15 |
|