NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
59.84 |
57.51 |
-2.33 |
-3.9% |
65.90 |
| High |
60.10 |
59.34 |
-0.76 |
-1.3% |
65.90 |
| Low |
57.99 |
55.83 |
-2.16 |
-3.7% |
57.99 |
| Close |
58.41 |
56.64 |
-1.77 |
-3.0% |
58.41 |
| Range |
2.11 |
3.51 |
1.40 |
66.4% |
7.91 |
| ATR |
2.50 |
2.57 |
0.07 |
2.9% |
0.00 |
| Volume |
69,254 |
70,630 |
1,376 |
2.0% |
288,355 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.80 |
65.73 |
58.57 |
|
| R3 |
64.29 |
62.22 |
57.61 |
|
| R2 |
60.78 |
60.78 |
57.28 |
|
| R1 |
58.71 |
58.71 |
56.96 |
57.99 |
| PP |
57.27 |
57.27 |
57.27 |
56.91 |
| S1 |
55.20 |
55.20 |
56.32 |
54.48 |
| S2 |
53.76 |
53.76 |
56.00 |
|
| S3 |
50.25 |
51.69 |
55.67 |
|
| S4 |
46.74 |
48.18 |
54.71 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.50 |
79.36 |
62.76 |
|
| R3 |
76.59 |
71.45 |
60.59 |
|
| R2 |
68.68 |
68.68 |
59.86 |
|
| R1 |
63.54 |
63.54 |
59.14 |
62.16 |
| PP |
60.77 |
60.77 |
60.77 |
60.07 |
| S1 |
55.63 |
55.63 |
57.68 |
54.25 |
| S2 |
52.86 |
52.86 |
56.96 |
|
| S3 |
44.95 |
47.72 |
56.23 |
|
| S4 |
37.04 |
39.81 |
54.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.56 |
55.83 |
8.73 |
15.4% |
2.60 |
4.6% |
9% |
False |
True |
63,704 |
| 10 |
69.46 |
55.83 |
13.63 |
24.1% |
2.34 |
4.1% |
6% |
False |
True |
53,791 |
| 20 |
77.79 |
55.83 |
21.96 |
38.8% |
2.55 |
4.5% |
4% |
False |
True |
47,565 |
| 40 |
82.19 |
55.83 |
26.36 |
46.5% |
2.24 |
3.9% |
3% |
False |
True |
40,714 |
| 60 |
91.92 |
55.83 |
36.09 |
63.7% |
2.19 |
3.9% |
2% |
False |
True |
39,097 |
| 80 |
93.80 |
55.83 |
37.97 |
67.0% |
1.95 |
3.4% |
2% |
False |
True |
33,334 |
| 100 |
97.66 |
55.83 |
41.83 |
73.9% |
1.76 |
3.1% |
2% |
False |
True |
28,657 |
| 120 |
100.36 |
55.83 |
44.53 |
78.6% |
1.61 |
2.9% |
2% |
False |
True |
25,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.26 |
|
2.618 |
68.53 |
|
1.618 |
65.02 |
|
1.000 |
62.85 |
|
0.618 |
61.51 |
|
HIGH |
59.34 |
|
0.618 |
58.00 |
|
0.500 |
57.59 |
|
0.382 |
57.17 |
|
LOW |
55.83 |
|
0.618 |
53.66 |
|
1.000 |
52.32 |
|
1.618 |
50.15 |
|
2.618 |
46.64 |
|
4.250 |
40.91 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
57.59 |
58.98 |
| PP |
57.27 |
58.20 |
| S1 |
56.96 |
57.42 |
|