NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
55.12 |
57.75 |
2.63 |
4.8% |
56.90 |
| High |
58.42 |
58.53 |
0.11 |
0.2% |
59.27 |
| Low |
54.42 |
55.13 |
0.71 |
1.3% |
53.94 |
| Close |
57.13 |
55.26 |
-1.87 |
-3.3% |
57.13 |
| Range |
4.00 |
3.40 |
-0.60 |
-15.0% |
5.33 |
| ATR |
3.04 |
3.07 |
0.03 |
0.8% |
0.00 |
| Volume |
383,536 |
277,319 |
-106,217 |
-27.7% |
1,665,184 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.51 |
64.28 |
57.13 |
|
| R3 |
63.11 |
60.88 |
56.20 |
|
| R2 |
59.71 |
59.71 |
55.88 |
|
| R1 |
57.48 |
57.48 |
55.57 |
56.90 |
| PP |
56.31 |
56.31 |
56.31 |
56.01 |
| S1 |
54.08 |
54.08 |
54.95 |
53.50 |
| S2 |
52.91 |
52.91 |
54.64 |
|
| S3 |
49.51 |
50.68 |
54.33 |
|
| S4 |
46.11 |
47.28 |
53.39 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.77 |
70.28 |
60.06 |
|
| R3 |
67.44 |
64.95 |
58.60 |
|
| R2 |
62.11 |
62.11 |
58.11 |
|
| R1 |
59.62 |
59.62 |
57.62 |
60.87 |
| PP |
56.78 |
56.78 |
56.78 |
57.40 |
| S1 |
54.29 |
54.29 |
56.64 |
55.54 |
| S2 |
51.45 |
51.45 |
56.15 |
|
| S3 |
46.12 |
48.96 |
55.66 |
|
| S4 |
40.79 |
43.63 |
54.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.27 |
53.94 |
5.33 |
9.6% |
4.07 |
7.4% |
25% |
False |
False |
349,509 |
| 10 |
64.35 |
53.94 |
10.41 |
18.8% |
3.37 |
6.1% |
13% |
False |
False |
250,050 |
| 20 |
77.05 |
53.94 |
23.11 |
41.8% |
3.16 |
5.7% |
6% |
False |
False |
154,310 |
| 40 |
82.32 |
53.94 |
28.38 |
51.4% |
2.56 |
4.6% |
5% |
False |
False |
96,970 |
| 60 |
92.47 |
53.94 |
38.53 |
69.7% |
2.48 |
4.5% |
3% |
False |
False |
73,914 |
| 80 |
93.83 |
53.94 |
39.89 |
72.2% |
2.23 |
4.0% |
3% |
False |
False |
59,172 |
| 100 |
95.94 |
53.94 |
42.00 |
76.0% |
1.98 |
3.6% |
3% |
False |
False |
48,717 |
| 120 |
99.89 |
53.94 |
45.95 |
83.2% |
1.81 |
3.3% |
3% |
False |
False |
41,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.98 |
|
2.618 |
67.43 |
|
1.618 |
64.03 |
|
1.000 |
61.93 |
|
0.618 |
60.63 |
|
HIGH |
58.53 |
|
0.618 |
57.23 |
|
0.500 |
56.83 |
|
0.382 |
56.43 |
|
LOW |
55.13 |
|
0.618 |
53.03 |
|
1.000 |
51.73 |
|
1.618 |
49.63 |
|
2.618 |
46.23 |
|
4.250 |
40.68 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
56.83 |
56.66 |
| PP |
56.31 |
56.19 |
| S1 |
55.78 |
55.73 |
|