NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
61.97 |
60.12 |
-1.85 |
-3.0% |
65.84 |
| High |
62.39 |
60.33 |
-2.06 |
-3.3% |
65.84 |
| Low |
59.90 |
58.37 |
-1.53 |
-2.6% |
58.37 |
| Close |
60.87 |
58.76 |
-2.11 |
-3.5% |
58.76 |
| Range |
2.49 |
1.96 |
-0.53 |
-21.3% |
7.47 |
| ATR |
2.40 |
2.41 |
0.01 |
0.3% |
0.00 |
| Volume |
28,743 |
23,777 |
-4,966 |
-17.3% |
119,534 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.03 |
63.86 |
59.84 |
|
| R3 |
63.07 |
61.90 |
59.30 |
|
| R2 |
61.11 |
61.11 |
59.12 |
|
| R1 |
59.94 |
59.94 |
58.94 |
59.55 |
| PP |
59.15 |
59.15 |
59.15 |
58.96 |
| S1 |
57.98 |
57.98 |
58.58 |
57.59 |
| S2 |
57.19 |
57.19 |
58.40 |
|
| S3 |
55.23 |
56.02 |
58.22 |
|
| S4 |
53.27 |
54.06 |
57.68 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.40 |
78.55 |
62.87 |
|
| R3 |
75.93 |
71.08 |
60.81 |
|
| R2 |
68.46 |
68.46 |
60.13 |
|
| R1 |
63.61 |
63.61 |
59.44 |
62.30 |
| PP |
60.99 |
60.99 |
60.99 |
60.34 |
| S1 |
56.14 |
56.14 |
58.08 |
54.83 |
| S2 |
53.52 |
53.52 |
57.39 |
|
| S3 |
46.05 |
48.67 |
56.71 |
|
| S4 |
38.58 |
41.20 |
54.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.84 |
58.37 |
7.47 |
12.7% |
2.30 |
3.9% |
5% |
False |
True |
23,906 |
| 10 |
69.86 |
58.37 |
11.49 |
19.6% |
2.41 |
4.1% |
3% |
False |
True |
22,283 |
| 20 |
77.75 |
58.37 |
19.38 |
33.0% |
2.40 |
4.1% |
2% |
False |
True |
18,973 |
| 40 |
82.03 |
58.37 |
23.66 |
40.3% |
2.07 |
3.5% |
2% |
False |
True |
16,380 |
| 60 |
91.36 |
58.37 |
32.99 |
56.1% |
2.01 |
3.4% |
1% |
False |
True |
14,362 |
| 80 |
93.50 |
58.37 |
35.13 |
59.8% |
1.78 |
3.0% |
1% |
False |
True |
11,836 |
| 100 |
97.18 |
58.37 |
38.81 |
66.0% |
1.59 |
2.7% |
1% |
False |
True |
10,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.66 |
|
2.618 |
65.46 |
|
1.618 |
63.50 |
|
1.000 |
62.29 |
|
0.618 |
61.54 |
|
HIGH |
60.33 |
|
0.618 |
59.58 |
|
0.500 |
59.35 |
|
0.382 |
59.12 |
|
LOW |
58.37 |
|
0.618 |
57.16 |
|
1.000 |
56.41 |
|
1.618 |
55.20 |
|
2.618 |
53.24 |
|
4.250 |
50.04 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
59.35 |
61.08 |
| PP |
59.15 |
60.30 |
| S1 |
58.96 |
59.53 |
|