NYMEX Light Sweet Crude Oil Future April 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 |
73.71 |
66.66 |
-7.05 |
-9.6% |
76.71 |
| High |
73.71 |
69.86 |
-3.85 |
-5.2% |
77.14 |
| Low |
66.37 |
64.34 |
-2.03 |
-3.1% |
66.37 |
| Close |
66.64 |
69.41 |
2.77 |
4.2% |
66.64 |
| Range |
7.34 |
5.52 |
-1.82 |
-24.8% |
10.77 |
| ATR |
2.27 |
2.50 |
0.23 |
10.3% |
0.00 |
| Volume |
12,970 |
25,672 |
12,702 |
97.9% |
56,492 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.43 |
82.44 |
72.45 |
|
| R3 |
78.91 |
76.92 |
70.93 |
|
| R2 |
73.39 |
73.39 |
70.42 |
|
| R1 |
71.40 |
71.40 |
69.92 |
72.40 |
| PP |
67.87 |
67.87 |
67.87 |
68.37 |
| S1 |
65.88 |
65.88 |
68.90 |
66.88 |
| S2 |
62.35 |
62.35 |
68.40 |
|
| S3 |
56.83 |
60.36 |
67.89 |
|
| S4 |
51.31 |
54.84 |
66.37 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.36 |
95.27 |
72.56 |
|
| R3 |
91.59 |
84.50 |
69.60 |
|
| R2 |
80.82 |
80.82 |
68.61 |
|
| R1 |
73.73 |
73.73 |
67.63 |
71.89 |
| PP |
70.05 |
70.05 |
70.05 |
69.13 |
| S1 |
62.96 |
62.96 |
65.65 |
61.12 |
| S2 |
59.28 |
59.28 |
64.67 |
|
| S3 |
48.51 |
52.19 |
63.68 |
|
| S4 |
37.74 |
41.42 |
60.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.14 |
64.34 |
12.80 |
18.4% |
3.55 |
5.1% |
40% |
False |
True |
16,432 |
| 10 |
77.75 |
64.34 |
13.41 |
19.3% |
2.64 |
3.8% |
38% |
False |
True |
16,545 |
| 20 |
80.73 |
64.34 |
16.39 |
23.6% |
2.36 |
3.4% |
31% |
False |
True |
16,703 |
| 40 |
87.50 |
64.34 |
23.16 |
33.4% |
2.14 |
3.1% |
22% |
False |
True |
14,159 |
| 60 |
92.17 |
64.34 |
27.83 |
40.1% |
1.89 |
2.7% |
18% |
False |
True |
11,850 |
| 80 |
95.01 |
64.34 |
30.67 |
44.2% |
1.64 |
2.4% |
17% |
False |
True |
9,722 |
| 100 |
97.49 |
64.34 |
33.15 |
47.8% |
1.49 |
2.1% |
15% |
False |
True |
8,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.32 |
|
2.618 |
84.31 |
|
1.618 |
78.79 |
|
1.000 |
75.38 |
|
0.618 |
73.27 |
|
HIGH |
69.86 |
|
0.618 |
67.75 |
|
0.500 |
67.10 |
|
0.382 |
66.45 |
|
LOW |
64.34 |
|
0.618 |
60.93 |
|
1.000 |
58.82 |
|
1.618 |
55.41 |
|
2.618 |
49.89 |
|
4.250 |
40.88 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
68.64 |
69.44 |
| PP |
67.87 |
69.43 |
| S1 |
67.10 |
69.42 |
|