NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
66.23 |
69.36 |
3.13 |
4.7% |
76.70 |
| High |
69.63 |
69.40 |
-0.23 |
-0.3% |
77.05 |
| Low |
63.88 |
66.80 |
2.92 |
4.6% |
65.92 |
| Close |
69.10 |
67.00 |
-2.10 |
-3.0% |
66.26 |
| Range |
5.75 |
2.60 |
-3.15 |
-54.8% |
11.13 |
| ATR |
2.66 |
2.66 |
0.00 |
-0.2% |
0.00 |
| Volume |
79,242 |
89,168 |
9,926 |
12.5% |
166,468 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.53 |
73.87 |
68.43 |
|
| R3 |
72.93 |
71.27 |
67.72 |
|
| R2 |
70.33 |
70.33 |
67.48 |
|
| R1 |
68.67 |
68.67 |
67.24 |
68.20 |
| PP |
67.73 |
67.73 |
67.73 |
67.50 |
| S1 |
66.07 |
66.07 |
66.76 |
65.60 |
| S2 |
65.13 |
65.13 |
66.52 |
|
| S3 |
62.53 |
63.47 |
66.29 |
|
| S4 |
59.93 |
60.87 |
65.57 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.13 |
95.83 |
72.38 |
|
| R3 |
92.00 |
84.70 |
69.32 |
|
| R2 |
80.87 |
80.87 |
68.30 |
|
| R1 |
73.57 |
73.57 |
67.28 |
71.66 |
| PP |
69.74 |
69.74 |
69.74 |
68.79 |
| S1 |
62.44 |
62.44 |
65.24 |
60.53 |
| S2 |
58.61 |
58.61 |
64.22 |
|
| S3 |
47.48 |
51.31 |
63.20 |
|
| S4 |
36.35 |
40.18 |
60.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.61 |
63.88 |
12.73 |
19.0% |
4.00 |
6.0% |
25% |
False |
False |
57,455 |
| 10 |
77.81 |
63.88 |
13.93 |
20.8% |
2.95 |
4.4% |
22% |
False |
False |
51,910 |
| 20 |
79.69 |
63.88 |
15.81 |
23.6% |
2.54 |
3.8% |
20% |
False |
False |
48,776 |
| 40 |
88.23 |
63.88 |
24.35 |
36.3% |
2.35 |
3.5% |
13% |
False |
False |
38,119 |
| 60 |
92.63 |
63.88 |
28.75 |
42.9% |
2.13 |
3.2% |
11% |
False |
False |
31,931 |
| 80 |
95.71 |
63.88 |
31.83 |
47.5% |
1.88 |
2.8% |
10% |
False |
False |
26,048 |
| 100 |
98.68 |
63.88 |
34.80 |
51.9% |
1.71 |
2.5% |
9% |
False |
False |
22,097 |
| 120 |
101.33 |
63.88 |
37.45 |
55.9% |
1.55 |
2.3% |
8% |
False |
False |
19,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.45 |
|
2.618 |
76.21 |
|
1.618 |
73.61 |
|
1.000 |
72.00 |
|
0.618 |
71.01 |
|
HIGH |
69.40 |
|
0.618 |
68.41 |
|
0.500 |
68.10 |
|
0.382 |
67.79 |
|
LOW |
66.80 |
|
0.618 |
65.19 |
|
1.000 |
64.20 |
|
1.618 |
62.59 |
|
2.618 |
59.99 |
|
4.250 |
55.75 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
68.10 |
68.75 |
| PP |
67.73 |
68.17 |
| S1 |
67.37 |
67.58 |
|