NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
73.63 |
66.48 |
-7.15 |
-9.7% |
76.68 |
| High |
73.68 |
69.74 |
-3.94 |
-5.3% |
77.11 |
| Low |
66.05 |
64.08 |
-1.97 |
-3.0% |
66.05 |
| Close |
66.41 |
69.21 |
2.80 |
4.2% |
66.41 |
| Range |
7.63 |
5.66 |
-1.97 |
-25.8% |
11.06 |
| ATR |
2.37 |
2.61 |
0.23 |
9.9% |
0.00 |
| Volume |
33,739 |
59,146 |
25,407 |
75.3% |
129,715 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.66 |
82.59 |
72.32 |
|
| R3 |
79.00 |
76.93 |
70.77 |
|
| R2 |
73.34 |
73.34 |
70.25 |
|
| R1 |
71.27 |
71.27 |
69.73 |
72.31 |
| PP |
67.68 |
67.68 |
67.68 |
68.19 |
| S1 |
65.61 |
65.61 |
68.69 |
66.65 |
| S2 |
62.02 |
62.02 |
68.17 |
|
| S3 |
56.36 |
59.95 |
67.65 |
|
| S4 |
50.70 |
54.29 |
66.10 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.04 |
95.78 |
72.49 |
|
| R3 |
91.98 |
84.72 |
69.45 |
|
| R2 |
80.92 |
80.92 |
68.44 |
|
| R1 |
73.66 |
73.66 |
67.42 |
71.76 |
| PP |
69.86 |
69.86 |
69.86 |
68.91 |
| S1 |
62.60 |
62.60 |
65.40 |
60.70 |
| S2 |
58.80 |
58.80 |
64.38 |
|
| S3 |
47.74 |
51.54 |
63.37 |
|
| S4 |
36.68 |
40.48 |
60.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.11 |
64.08 |
13.03 |
18.8% |
3.71 |
5.4% |
39% |
False |
True |
37,772 |
| 10 |
77.79 |
64.08 |
13.71 |
19.8% |
2.77 |
4.0% |
37% |
False |
True |
41,339 |
| 20 |
80.75 |
64.08 |
16.67 |
24.1% |
2.48 |
3.6% |
31% |
False |
True |
40,005 |
| 40 |
87.93 |
64.08 |
23.85 |
34.5% |
2.28 |
3.3% |
22% |
False |
True |
37,293 |
| 60 |
92.32 |
64.08 |
28.24 |
40.8% |
2.02 |
2.9% |
18% |
False |
True |
33,430 |
| 80 |
95.56 |
64.08 |
31.48 |
45.5% |
1.79 |
2.6% |
16% |
False |
True |
27,819 |
| 100 |
98.02 |
64.08 |
33.94 |
49.0% |
1.63 |
2.4% |
15% |
False |
True |
24,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.80 |
|
2.618 |
84.56 |
|
1.618 |
78.90 |
|
1.000 |
75.40 |
|
0.618 |
73.24 |
|
HIGH |
69.74 |
|
0.618 |
67.58 |
|
0.500 |
66.91 |
|
0.382 |
66.24 |
|
LOW |
64.08 |
|
0.618 |
60.58 |
|
1.000 |
58.42 |
|
1.618 |
54.92 |
|
2.618 |
49.26 |
|
4.250 |
40.03 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
68.44 |
69.31 |
| PP |
67.68 |
69.27 |
| S1 |
66.91 |
69.24 |
|