NYMEX Light Sweet Crude Oil Future February 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 |
55.78 |
55.85 |
0.07 |
0.1% |
65.60 |
| High |
57.44 |
59.27 |
1.83 |
3.2% |
65.61 |
| Low |
53.94 |
54.60 |
0.66 |
1.2% |
57.66 |
| Close |
56.26 |
56.79 |
0.53 |
0.9% |
58.08 |
| Range |
3.50 |
4.67 |
1.17 |
33.4% |
7.95 |
| ATR |
2.69 |
2.83 |
0.14 |
5.3% |
0.00 |
| Volume |
292,441 |
340,243 |
47,802 |
16.3% |
629,970 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.90 |
68.51 |
59.36 |
|
| R3 |
66.23 |
63.84 |
58.07 |
|
| R2 |
61.56 |
61.56 |
57.65 |
|
| R1 |
59.17 |
59.17 |
57.22 |
60.37 |
| PP |
56.89 |
56.89 |
56.89 |
57.48 |
| S1 |
54.50 |
54.50 |
56.36 |
55.70 |
| S2 |
52.22 |
52.22 |
55.93 |
|
| S3 |
47.55 |
49.83 |
55.51 |
|
| S4 |
42.88 |
45.16 |
54.22 |
|
|
| 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 |
61.88 |
53.94 |
7.94 |
14.0% |
3.31 |
5.8% |
36% |
False |
False |
226,374 |
| 10 |
68.30 |
53.94 |
14.36 |
25.3% |
2.80 |
4.9% |
20% |
False |
False |
157,230 |
| 20 |
77.81 |
53.94 |
23.87 |
42.0% |
2.83 |
5.0% |
12% |
False |
False |
106,029 |
| 40 |
82.32 |
53.94 |
28.38 |
50.0% |
2.41 |
4.2% |
10% |
False |
False |
71,244 |
| 60 |
92.47 |
53.94 |
38.53 |
67.8% |
2.35 |
4.1% |
7% |
False |
False |
56,259 |
| 80 |
93.83 |
53.94 |
39.89 |
70.2% |
2.10 |
3.7% |
7% |
False |
False |
45,499 |
| 100 |
97.63 |
53.94 |
43.69 |
76.9% |
1.90 |
3.3% |
7% |
False |
False |
37,705 |
| 120 |
101.11 |
53.94 |
47.17 |
83.1% |
1.74 |
3.1% |
6% |
False |
False |
32,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.12 |
|
2.618 |
71.50 |
|
1.618 |
66.83 |
|
1.000 |
63.94 |
|
0.618 |
62.16 |
|
HIGH |
59.27 |
|
0.618 |
57.49 |
|
0.500 |
56.94 |
|
0.382 |
56.38 |
|
LOW |
54.60 |
|
0.618 |
51.71 |
|
1.000 |
49.93 |
|
1.618 |
47.04 |
|
2.618 |
42.37 |
|
4.250 |
34.75 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
56.94 |
56.73 |
| PP |
56.89 |
56.67 |
| S1 |
56.84 |
56.61 |
|