NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
67.52 |
67.03 |
-0.49 |
-0.7% |
66.48 |
| High |
68.40 |
67.07 |
-1.33 |
-1.9% |
69.74 |
| Low |
66.33 |
65.40 |
-0.93 |
-1.4% |
64.08 |
| Close |
67.03 |
66.08 |
-0.95 |
-1.4% |
66.08 |
| Range |
2.07 |
1.67 |
-0.40 |
-19.3% |
5.66 |
| ATR |
2.48 |
2.42 |
-0.06 |
-2.3% |
0.00 |
| Volume |
37,604 |
35,660 |
-1,944 |
-5.2% |
238,072 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.19 |
70.31 |
67.00 |
|
| R3 |
69.52 |
68.64 |
66.54 |
|
| R2 |
67.85 |
67.85 |
66.39 |
|
| R1 |
66.97 |
66.97 |
66.23 |
66.58 |
| PP |
66.18 |
66.18 |
66.18 |
65.99 |
| S1 |
65.30 |
65.30 |
65.93 |
64.91 |
| S2 |
64.51 |
64.51 |
65.77 |
|
| S3 |
62.84 |
63.63 |
65.62 |
|
| S4 |
61.17 |
61.96 |
65.16 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.61 |
80.51 |
69.19 |
|
| R3 |
77.95 |
74.85 |
67.64 |
|
| R2 |
72.29 |
72.29 |
67.12 |
|
| R1 |
69.19 |
69.19 |
66.60 |
67.91 |
| PP |
66.63 |
66.63 |
66.63 |
66.00 |
| S1 |
63.53 |
63.53 |
65.56 |
62.25 |
| S2 |
60.97 |
60.97 |
65.04 |
|
| S3 |
55.31 |
57.87 |
64.52 |
|
| S4 |
49.65 |
52.21 |
62.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.74 |
64.08 |
5.66 |
8.6% |
2.66 |
4.0% |
35% |
False |
False |
47,614 |
| 10 |
77.79 |
64.08 |
13.71 |
20.7% |
2.84 |
4.3% |
15% |
False |
False |
41,038 |
| 20 |
79.65 |
64.08 |
15.57 |
23.6% |
2.41 |
3.7% |
13% |
False |
False |
40,688 |
| 40 |
84.51 |
64.08 |
20.43 |
30.9% |
2.26 |
3.4% |
10% |
False |
False |
38,243 |
| 60 |
92.32 |
64.08 |
28.24 |
42.7% |
2.06 |
3.1% |
7% |
False |
False |
35,114 |
| 80 |
94.90 |
64.08 |
30.82 |
46.6% |
1.84 |
2.8% |
6% |
False |
False |
29,599 |
| 100 |
98.02 |
64.08 |
33.94 |
51.4% |
1.66 |
2.5% |
6% |
False |
False |
25,806 |
| 120 |
100.52 |
64.08 |
36.44 |
55.1% |
1.52 |
2.3% |
5% |
False |
False |
22,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.17 |
|
2.618 |
71.44 |
|
1.618 |
69.77 |
|
1.000 |
68.74 |
|
0.618 |
68.10 |
|
HIGH |
67.07 |
|
0.618 |
66.43 |
|
0.500 |
66.24 |
|
0.382 |
66.04 |
|
LOW |
65.40 |
|
0.618 |
64.37 |
|
1.000 |
63.73 |
|
1.618 |
62.70 |
|
2.618 |
61.03 |
|
4.250 |
58.30 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
66.24 |
66.92 |
| PP |
66.18 |
66.64 |
| S1 |
66.13 |
66.36 |
|