NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
55.40 |
55.50 |
0.10 |
0.2% |
65.46 |
| High |
57.15 |
58.98 |
1.83 |
3.2% |
65.55 |
| Low |
53.60 |
54.21 |
0.61 |
1.1% |
57.40 |
| Close |
55.93 |
56.47 |
0.54 |
1.0% |
57.81 |
| Range |
3.55 |
4.77 |
1.22 |
34.4% |
8.15 |
| ATR |
2.74 |
2.88 |
0.15 |
5.3% |
0.00 |
| Volume |
518,784 |
351,977 |
-166,807 |
-32.2% |
1,915,770 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.86 |
68.44 |
59.09 |
|
| R3 |
66.09 |
63.67 |
57.78 |
|
| R2 |
61.32 |
61.32 |
57.34 |
|
| R1 |
58.90 |
58.90 |
56.91 |
60.11 |
| PP |
56.55 |
56.55 |
56.55 |
57.16 |
| S1 |
54.13 |
54.13 |
56.03 |
55.34 |
| S2 |
51.78 |
51.78 |
55.60 |
|
| S3 |
47.01 |
49.36 |
55.16 |
|
| S4 |
42.24 |
44.59 |
53.85 |
|
|
| 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 |
61.68 |
53.60 |
8.08 |
14.3% |
3.38 |
6.0% |
36% |
False |
False |
420,484 |
| 10 |
68.22 |
53.60 |
14.62 |
25.9% |
2.85 |
5.0% |
20% |
False |
False |
372,501 |
| 20 |
77.83 |
53.60 |
24.23 |
42.9% |
2.89 |
5.1% |
12% |
False |
False |
352,363 |
| 40 |
82.63 |
53.60 |
29.03 |
51.4% |
2.47 |
4.4% |
10% |
False |
False |
229,436 |
| 60 |
93.07 |
53.60 |
39.47 |
69.9% |
2.44 |
4.3% |
7% |
False |
False |
171,841 |
| 80 |
94.16 |
53.60 |
40.56 |
71.8% |
2.21 |
3.9% |
7% |
False |
False |
135,149 |
| 100 |
98.09 |
53.60 |
44.49 |
78.8% |
2.00 |
3.5% |
6% |
False |
False |
111,467 |
| 120 |
101.87 |
53.60 |
48.27 |
85.5% |
1.84 |
3.3% |
6% |
False |
False |
94,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.25 |
|
2.618 |
71.47 |
|
1.618 |
66.70 |
|
1.000 |
63.75 |
|
0.618 |
61.93 |
|
HIGH |
58.98 |
|
0.618 |
57.16 |
|
0.500 |
56.60 |
|
0.382 |
56.03 |
|
LOW |
54.21 |
|
0.618 |
51.26 |
|
1.000 |
49.44 |
|
1.618 |
46.49 |
|
2.618 |
41.72 |
|
4.250 |
33.94 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
56.60 |
56.41 |
| PP |
56.55 |
56.35 |
| S1 |
56.51 |
56.29 |
|