NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
67.03 |
65.90 |
-1.13 |
-1.7% |
66.48 |
| High |
67.07 |
65.90 |
-1.17 |
-1.7% |
69.74 |
| Low |
65.40 |
63.12 |
-2.28 |
-3.5% |
64.08 |
| Close |
66.08 |
63.38 |
-2.70 |
-4.1% |
66.08 |
| Range |
1.67 |
2.78 |
1.11 |
66.5% |
5.66 |
| ATR |
2.42 |
2.46 |
0.04 |
1.6% |
0.00 |
| Volume |
35,660 |
40,464 |
4,804 |
13.5% |
238,072 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.47 |
70.71 |
64.91 |
|
| R3 |
69.69 |
67.93 |
64.14 |
|
| R2 |
66.91 |
66.91 |
63.89 |
|
| R1 |
65.15 |
65.15 |
63.63 |
64.64 |
| PP |
64.13 |
64.13 |
64.13 |
63.88 |
| S1 |
62.37 |
62.37 |
63.13 |
61.86 |
| S2 |
61.35 |
61.35 |
62.87 |
|
| S3 |
58.57 |
59.59 |
62.62 |
|
| S4 |
55.79 |
56.81 |
61.85 |
|
|
| 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 |
69.46 |
63.12 |
6.34 |
10.0% |
2.09 |
3.3% |
4% |
False |
True |
43,878 |
| 10 |
77.11 |
63.12 |
13.99 |
22.1% |
2.90 |
4.6% |
2% |
False |
True |
40,825 |
| 20 |
79.65 |
63.12 |
16.53 |
26.1% |
2.47 |
3.9% |
2% |
False |
True |
41,143 |
| 40 |
84.10 |
63.12 |
20.98 |
33.1% |
2.27 |
3.6% |
1% |
False |
True |
38,309 |
| 60 |
92.32 |
63.12 |
29.20 |
46.1% |
2.09 |
3.3% |
1% |
False |
True |
35,290 |
| 80 |
93.80 |
63.12 |
30.68 |
48.4% |
1.85 |
2.9% |
1% |
False |
True |
29,989 |
| 100 |
98.02 |
63.12 |
34.90 |
55.1% |
1.68 |
2.6% |
1% |
False |
True |
26,133 |
| 120 |
100.52 |
63.12 |
37.40 |
59.0% |
1.54 |
2.4% |
1% |
False |
True |
22,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.72 |
|
2.618 |
73.18 |
|
1.618 |
70.40 |
|
1.000 |
68.68 |
|
0.618 |
67.62 |
|
HIGH |
65.90 |
|
0.618 |
64.84 |
|
0.500 |
64.51 |
|
0.382 |
64.18 |
|
LOW |
63.12 |
|
0.618 |
61.40 |
|
1.000 |
60.34 |
|
1.618 |
58.62 |
|
2.618 |
55.84 |
|
4.250 |
51.31 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
64.51 |
65.76 |
| PP |
64.13 |
64.97 |
| S1 |
63.76 |
64.17 |
|