NYMEX Light Sweet Crude Oil Future February 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 |
61.35 |
59.39 |
-1.96 |
-3.2% |
65.60 |
| High |
61.88 |
59.79 |
-2.09 |
-3.4% |
65.61 |
| Low |
59.20 |
57.66 |
-1.54 |
-2.6% |
57.66 |
| Close |
60.19 |
58.08 |
-2.11 |
-3.5% |
58.08 |
| Range |
2.68 |
2.13 |
-0.55 |
-20.5% |
7.95 |
| ATR |
2.55 |
2.55 |
0.00 |
-0.1% |
0.00 |
| Volume |
142,623 |
161,612 |
18,989 |
13.3% |
629,970 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.90 |
63.62 |
59.25 |
|
| R3 |
62.77 |
61.49 |
58.67 |
|
| R2 |
60.64 |
60.64 |
58.47 |
|
| R1 |
59.36 |
59.36 |
58.28 |
58.94 |
| PP |
58.51 |
58.51 |
58.51 |
58.30 |
| S1 |
57.23 |
57.23 |
57.88 |
56.81 |
| S2 |
56.38 |
56.38 |
57.69 |
|
| S3 |
54.25 |
55.10 |
57.49 |
|
| S4 |
52.12 |
52.97 |
56.91 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.30 |
79.14 |
62.45 |
|
| R3 |
76.35 |
71.19 |
60.27 |
|
| R2 |
68.40 |
68.40 |
59.54 |
|
| R1 |
63.24 |
63.24 |
58.81 |
61.85 |
| PP |
60.45 |
60.45 |
60.45 |
59.75 |
| S1 |
55.29 |
55.29 |
57.35 |
53.90 |
| S2 |
52.50 |
52.50 |
56.62 |
|
| S3 |
44.55 |
47.34 |
55.89 |
|
| S4 |
36.60 |
39.39 |
53.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.61 |
57.66 |
7.95 |
13.7% |
2.48 |
4.3% |
5% |
False |
True |
125,994 |
| 10 |
69.63 |
57.66 |
11.97 |
20.6% |
2.60 |
4.5% |
4% |
False |
True |
97,724 |
| 20 |
77.81 |
57.66 |
20.15 |
34.7% |
2.58 |
4.4% |
2% |
False |
True |
71,016 |
| 40 |
82.87 |
57.66 |
25.21 |
43.4% |
2.25 |
3.9% |
2% |
False |
True |
52,542 |
| 60 |
92.47 |
57.66 |
34.81 |
59.9% |
2.21 |
3.8% |
1% |
False |
True |
43,070 |
| 80 |
93.83 |
57.66 |
36.17 |
62.3% |
1.99 |
3.4% |
1% |
False |
True |
35,492 |
| 100 |
98.68 |
57.66 |
41.02 |
70.6% |
1.81 |
3.1% |
1% |
False |
True |
29,657 |
| 120 |
101.33 |
57.66 |
43.67 |
75.2% |
1.66 |
2.9% |
1% |
False |
True |
25,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.84 |
|
2.618 |
65.37 |
|
1.618 |
63.24 |
|
1.000 |
61.92 |
|
0.618 |
61.11 |
|
HIGH |
59.79 |
|
0.618 |
58.98 |
|
0.500 |
58.73 |
|
0.382 |
58.47 |
|
LOW |
57.66 |
|
0.618 |
56.34 |
|
1.000 |
55.53 |
|
1.618 |
54.21 |
|
2.618 |
52.08 |
|
4.250 |
48.61 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
58.73 |
60.63 |
| PP |
58.51 |
59.78 |
| S1 |
58.30 |
58.93 |
|