NYMEX Light Sweet Crude Oil Future February 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 |
63.41 |
61.35 |
-2.06 |
-3.2% |
66.23 |
| High |
63.60 |
61.88 |
-1.72 |
-2.7% |
69.63 |
| Low |
60.61 |
59.20 |
-1.41 |
-2.3% |
63.88 |
| Close |
61.16 |
60.19 |
-0.97 |
-1.6% |
65.96 |
| Range |
2.99 |
2.68 |
-0.31 |
-10.4% |
5.75 |
| ATR |
2.54 |
2.55 |
0.01 |
0.4% |
0.00 |
| Volume |
148,204 |
142,623 |
-5,581 |
-3.8% |
347,273 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.46 |
67.01 |
61.66 |
|
| R3 |
65.78 |
64.33 |
60.93 |
|
| R2 |
63.10 |
63.10 |
60.68 |
|
| R1 |
61.65 |
61.65 |
60.44 |
61.04 |
| PP |
60.42 |
60.42 |
60.42 |
60.12 |
| S1 |
58.97 |
58.97 |
59.94 |
58.36 |
| S2 |
57.74 |
57.74 |
59.70 |
|
| S3 |
55.06 |
56.29 |
59.45 |
|
| S4 |
52.38 |
53.61 |
58.72 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.74 |
80.60 |
69.12 |
|
| R3 |
77.99 |
74.85 |
67.54 |
|
| R2 |
72.24 |
72.24 |
67.01 |
|
| R1 |
69.10 |
69.10 |
66.49 |
67.80 |
| PP |
66.49 |
66.49 |
66.49 |
65.84 |
| S1 |
63.35 |
63.35 |
65.43 |
62.05 |
| S2 |
60.74 |
60.74 |
64.91 |
|
| S3 |
54.99 |
57.60 |
64.38 |
|
| S4 |
49.24 |
51.85 |
62.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.97 |
59.20 |
7.77 |
12.9% |
2.40 |
4.0% |
13% |
False |
True |
104,892 |
| 10 |
73.62 |
59.20 |
14.42 |
24.0% |
3.16 |
5.3% |
7% |
False |
True |
85,758 |
| 20 |
77.81 |
59.20 |
18.61 |
30.9% |
2.62 |
4.4% |
5% |
False |
True |
65,577 |
| 40 |
82.97 |
59.20 |
23.77 |
39.5% |
2.31 |
3.8% |
4% |
False |
True |
49,462 |
| 60 |
92.47 |
59.20 |
33.27 |
55.3% |
2.19 |
3.6% |
3% |
False |
True |
40,578 |
| 80 |
93.83 |
59.20 |
34.63 |
57.5% |
1.97 |
3.3% |
3% |
False |
True |
33,625 |
| 100 |
98.68 |
59.20 |
39.48 |
65.6% |
1.80 |
3.0% |
3% |
False |
True |
28,134 |
| 120 |
101.33 |
59.20 |
42.13 |
70.0% |
1.64 |
2.7% |
2% |
False |
True |
24,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.27 |
|
2.618 |
68.90 |
|
1.618 |
66.22 |
|
1.000 |
64.56 |
|
0.618 |
63.54 |
|
HIGH |
61.88 |
|
0.618 |
60.86 |
|
0.500 |
60.54 |
|
0.382 |
60.22 |
|
LOW |
59.20 |
|
0.618 |
57.54 |
|
1.000 |
56.52 |
|
1.618 |
54.86 |
|
2.618 |
52.18 |
|
4.250 |
47.81 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
60.54 |
61.78 |
| PP |
60.42 |
61.25 |
| S1 |
60.31 |
60.72 |
|