NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
55.45 |
54.19 |
-1.26 |
-2.3% |
58.19 |
| High |
56.12 |
54.74 |
-1.38 |
-2.5% |
58.88 |
| Low |
53.33 |
53.15 |
-0.18 |
-0.3% |
54.91 |
| Close |
54.03 |
54.53 |
0.50 |
0.9% |
55.13 |
| Range |
2.79 |
1.59 |
-1.20 |
-43.0% |
3.97 |
| ATR |
2.84 |
2.75 |
-0.09 |
-3.1% |
0.00 |
| Volume |
21,430 |
55,153 |
33,723 |
157.4% |
210,876 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.91 |
58.31 |
55.40 |
|
| R3 |
57.32 |
56.72 |
54.97 |
|
| R2 |
55.73 |
55.73 |
54.82 |
|
| R1 |
55.13 |
55.13 |
54.68 |
55.43 |
| PP |
54.14 |
54.14 |
54.14 |
54.29 |
| S1 |
53.54 |
53.54 |
54.38 |
53.84 |
| S2 |
52.55 |
52.55 |
54.24 |
|
| S3 |
50.96 |
51.95 |
54.09 |
|
| S4 |
49.37 |
50.36 |
53.66 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.22 |
65.64 |
57.31 |
|
| R3 |
64.25 |
61.67 |
56.22 |
|
| R2 |
60.28 |
60.28 |
55.86 |
|
| R1 |
57.70 |
57.70 |
55.49 |
57.01 |
| PP |
56.31 |
56.31 |
56.31 |
55.96 |
| S1 |
53.73 |
53.73 |
54.77 |
53.04 |
| S2 |
52.34 |
52.34 |
54.40 |
|
| S3 |
48.37 |
49.76 |
54.04 |
|
| S4 |
44.40 |
45.79 |
52.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.91 |
53.15 |
4.76 |
8.7% |
2.19 |
4.0% |
29% |
False |
True |
43,415 |
| 10 |
59.53 |
53.15 |
6.38 |
11.7% |
3.09 |
5.7% |
22% |
False |
True |
61,866 |
| 20 |
69.46 |
53.15 |
16.31 |
29.9% |
2.72 |
5.0% |
8% |
False |
True |
57,829 |
| 40 |
80.75 |
53.15 |
27.60 |
50.6% |
2.60 |
4.8% |
5% |
False |
True |
48,917 |
| 60 |
87.93 |
53.15 |
34.78 |
63.8% |
2.43 |
4.4% |
4% |
False |
True |
44,138 |
| 80 |
92.32 |
53.15 |
39.17 |
71.8% |
2.20 |
4.0% |
4% |
False |
True |
39,530 |
| 100 |
95.56 |
53.15 |
42.41 |
77.8% |
1.98 |
3.6% |
3% |
False |
True |
33,821 |
| 120 |
98.02 |
53.15 |
44.87 |
82.3% |
1.81 |
3.3% |
3% |
False |
True |
29,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.50 |
|
2.618 |
58.90 |
|
1.618 |
57.31 |
|
1.000 |
56.33 |
|
0.618 |
55.72 |
|
HIGH |
54.74 |
|
0.618 |
54.13 |
|
0.500 |
53.95 |
|
0.382 |
53.76 |
|
LOW |
53.15 |
|
0.618 |
52.17 |
|
1.000 |
51.56 |
|
1.618 |
50.58 |
|
2.618 |
48.99 |
|
4.250 |
46.39 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
54.34 |
55.06 |
| PP |
54.14 |
54.88 |
| S1 |
53.95 |
54.71 |
|