NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
63.54 |
63.50 |
-0.04 |
-0.1% |
66.66 |
| High |
64.75 |
63.78 |
-0.97 |
-1.5% |
69.86 |
| Low |
62.89 |
61.10 |
-1.79 |
-2.8% |
64.34 |
| Close |
64.34 |
61.70 |
-2.64 |
-4.1% |
66.28 |
| Range |
1.86 |
2.68 |
0.82 |
44.1% |
5.52 |
| ATR |
2.33 |
2.39 |
0.07 |
2.8% |
0.00 |
| Volume |
28,624 |
21,123 |
-7,501 |
-26.2% |
103,303 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.23 |
68.65 |
63.17 |
|
| R3 |
67.55 |
65.97 |
62.44 |
|
| R2 |
64.87 |
64.87 |
62.19 |
|
| R1 |
63.29 |
63.29 |
61.95 |
62.74 |
| PP |
62.19 |
62.19 |
62.19 |
61.92 |
| S1 |
60.61 |
60.61 |
61.45 |
60.06 |
| S2 |
59.51 |
59.51 |
61.21 |
|
| S3 |
56.83 |
57.93 |
60.96 |
|
| S4 |
54.15 |
55.25 |
60.23 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.39 |
80.35 |
69.32 |
|
| R3 |
77.87 |
74.83 |
67.80 |
|
| R2 |
72.35 |
72.35 |
67.29 |
|
| R1 |
69.31 |
69.31 |
66.79 |
68.07 |
| PP |
66.83 |
66.83 |
66.83 |
66.21 |
| S1 |
63.79 |
63.79 |
65.77 |
62.55 |
| S2 |
61.31 |
61.31 |
65.27 |
|
| S3 |
55.79 |
58.27 |
64.76 |
|
| S4 |
50.27 |
52.75 |
63.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.53 |
61.10 |
7.43 |
12.0% |
2.10 |
3.4% |
8% |
False |
True |
20,775 |
| 10 |
74.54 |
61.10 |
13.44 |
21.8% |
2.80 |
4.5% |
4% |
False |
True |
19,641 |
| 20 |
77.80 |
61.10 |
16.70 |
27.1% |
2.38 |
3.9% |
4% |
False |
True |
17,938 |
| 40 |
82.27 |
61.10 |
21.17 |
34.3% |
2.12 |
3.4% |
3% |
False |
True |
15,792 |
| 60 |
92.05 |
61.10 |
30.95 |
50.2% |
1.98 |
3.2% |
2% |
False |
True |
13,632 |
| 80 |
93.50 |
61.10 |
32.40 |
52.5% |
1.74 |
2.8% |
2% |
False |
True |
11,246 |
| 100 |
97.35 |
61.10 |
36.25 |
58.8% |
1.56 |
2.5% |
2% |
False |
True |
9,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.17 |
|
2.618 |
70.80 |
|
1.618 |
68.12 |
|
1.000 |
66.46 |
|
0.618 |
65.44 |
|
HIGH |
63.78 |
|
0.618 |
62.76 |
|
0.500 |
62.44 |
|
0.382 |
62.12 |
|
LOW |
61.10 |
|
0.618 |
59.44 |
|
1.000 |
58.42 |
|
1.618 |
56.76 |
|
2.618 |
54.08 |
|
4.250 |
49.71 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
62.44 |
63.47 |
| PP |
62.19 |
62.88 |
| S1 |
61.95 |
62.29 |
|