NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
53.72 |
53.87 |
0.15 |
0.3% |
57.75 |
| High |
54.32 |
54.02 |
-0.30 |
-0.6% |
58.53 |
| Low |
52.70 |
52.44 |
-0.26 |
-0.5% |
54.51 |
| Close |
54.12 |
53.27 |
-0.85 |
-1.6% |
54.73 |
| Range |
1.62 |
1.58 |
-0.04 |
-2.5% |
4.02 |
| ATR |
2.80 |
2.72 |
-0.08 |
-2.9% |
0.00 |
| Volume |
218,557 |
233,516 |
14,959 |
6.8% |
853,493 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.98 |
57.21 |
54.14 |
|
| R3 |
56.40 |
55.63 |
53.70 |
|
| R2 |
54.82 |
54.82 |
53.56 |
|
| R1 |
54.05 |
54.05 |
53.41 |
53.65 |
| PP |
53.24 |
53.24 |
53.24 |
53.04 |
| S1 |
52.47 |
52.47 |
53.13 |
52.07 |
| S2 |
51.66 |
51.66 |
52.98 |
|
| S3 |
50.08 |
50.89 |
52.84 |
|
| S4 |
48.50 |
49.31 |
52.40 |
|
|
| 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 |
57.15 |
52.44 |
4.71 |
8.8% |
2.04 |
3.8% |
18% |
False |
True |
199,124 |
| 10 |
59.27 |
52.44 |
6.83 |
12.8% |
2.95 |
5.5% |
12% |
False |
True |
272,473 |
| 20 |
68.32 |
52.44 |
15.88 |
29.8% |
2.71 |
5.1% |
5% |
False |
True |
201,048 |
| 40 |
79.69 |
52.44 |
27.25 |
51.2% |
2.63 |
4.9% |
3% |
False |
True |
124,912 |
| 60 |
88.23 |
52.44 |
35.79 |
67.2% |
2.47 |
4.6% |
2% |
False |
True |
92,428 |
| 80 |
92.63 |
52.44 |
40.19 |
75.4% |
2.27 |
4.3% |
2% |
False |
True |
74,210 |
| 100 |
95.71 |
52.44 |
43.27 |
81.2% |
2.05 |
3.8% |
2% |
False |
True |
61,048 |
| 120 |
98.68 |
52.44 |
46.24 |
86.8% |
1.87 |
3.5% |
2% |
False |
True |
51,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.74 |
|
2.618 |
58.16 |
|
1.618 |
56.58 |
|
1.000 |
55.60 |
|
0.618 |
55.00 |
|
HIGH |
54.02 |
|
0.618 |
53.42 |
|
0.500 |
53.23 |
|
0.382 |
53.04 |
|
LOW |
52.44 |
|
0.618 |
51.46 |
|
1.000 |
50.86 |
|
1.618 |
49.88 |
|
2.618 |
48.30 |
|
4.250 |
45.73 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
53.26 |
54.09 |
| PP |
53.24 |
53.82 |
| S1 |
53.23 |
53.54 |
|