NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
55.86 |
55.05 |
-0.81 |
-1.5% |
57.75 |
| High |
56.59 |
55.74 |
-0.85 |
-1.5% |
58.53 |
| Low |
54.51 |
52.90 |
-1.61 |
-3.0% |
54.51 |
| Close |
54.73 |
53.61 |
-1.12 |
-2.0% |
54.73 |
| Range |
2.08 |
2.84 |
0.76 |
36.5% |
4.02 |
| ATR |
2.90 |
2.89 |
0.00 |
-0.1% |
0.00 |
| Volume |
127,202 |
241,378 |
114,176 |
89.8% |
853,493 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.60 |
60.95 |
55.17 |
|
| R3 |
59.76 |
58.11 |
54.39 |
|
| R2 |
56.92 |
56.92 |
54.13 |
|
| R1 |
55.27 |
55.27 |
53.87 |
54.68 |
| PP |
54.08 |
54.08 |
54.08 |
53.79 |
| S1 |
52.43 |
52.43 |
53.35 |
51.84 |
| S2 |
51.24 |
51.24 |
53.09 |
|
| S3 |
48.40 |
49.59 |
52.83 |
|
| S4 |
45.56 |
46.75 |
52.05 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.98 |
65.38 |
56.94 |
|
| R3 |
63.96 |
61.36 |
55.84 |
|
| R2 |
59.94 |
59.94 |
55.47 |
|
| R1 |
57.34 |
57.34 |
55.10 |
56.63 |
| PP |
55.92 |
55.92 |
55.92 |
55.57 |
| S1 |
53.32 |
53.32 |
54.36 |
52.61 |
| S2 |
51.90 |
51.90 |
53.99 |
|
| S3 |
47.88 |
49.30 |
53.62 |
|
| S4 |
43.86 |
45.28 |
52.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.53 |
52.90 |
5.63 |
10.5% |
2.58 |
4.8% |
13% |
False |
True |
218,974 |
| 10 |
59.27 |
52.90 |
6.37 |
11.9% |
3.34 |
6.2% |
11% |
False |
True |
276,005 |
| 20 |
69.63 |
52.90 |
16.73 |
31.2% |
2.97 |
5.5% |
4% |
False |
True |
186,864 |
| 40 |
80.91 |
52.90 |
28.01 |
52.2% |
2.66 |
5.0% |
3% |
False |
True |
114,894 |
| 60 |
88.99 |
52.90 |
36.09 |
67.3% |
2.48 |
4.6% |
2% |
False |
True |
85,898 |
| 80 |
93.36 |
52.90 |
40.46 |
75.5% |
2.27 |
4.2% |
2% |
False |
True |
68,806 |
| 100 |
95.94 |
52.90 |
43.04 |
80.3% |
2.04 |
3.8% |
2% |
False |
True |
56,649 |
| 120 |
99.09 |
52.90 |
46.19 |
86.2% |
1.87 |
3.5% |
2% |
False |
True |
48,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.81 |
|
2.618 |
63.18 |
|
1.618 |
60.34 |
|
1.000 |
58.58 |
|
0.618 |
57.50 |
|
HIGH |
55.74 |
|
0.618 |
54.66 |
|
0.500 |
54.32 |
|
0.382 |
53.98 |
|
LOW |
52.90 |
|
0.618 |
51.14 |
|
1.000 |
50.06 |
|
1.618 |
48.30 |
|
2.618 |
45.46 |
|
4.250 |
40.83 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
54.32 |
55.03 |
| PP |
54.08 |
54.55 |
| S1 |
53.85 |
54.08 |
|