NYMEX Light Sweet Crude Oil Future April 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 |
55.96 |
54.66 |
-1.30 |
-2.3% |
58.21 |
| High |
56.54 |
55.20 |
-1.34 |
-2.4% |
59.21 |
| Low |
53.88 |
53.66 |
-0.22 |
-0.4% |
55.46 |
| Close |
54.54 |
55.05 |
0.51 |
0.9% |
55.59 |
| Range |
2.66 |
1.54 |
-1.12 |
-42.1% |
3.75 |
| ATR |
2.75 |
2.66 |
-0.09 |
-3.1% |
0.00 |
| Volume |
8,969 |
25,641 |
16,672 |
185.9% |
93,840 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.26 |
58.69 |
55.90 |
|
| R3 |
57.72 |
57.15 |
55.47 |
|
| R2 |
56.18 |
56.18 |
55.33 |
|
| R1 |
55.61 |
55.61 |
55.19 |
55.90 |
| PP |
54.64 |
54.64 |
54.64 |
54.78 |
| S1 |
54.07 |
54.07 |
54.91 |
54.36 |
| S2 |
53.10 |
53.10 |
54.77 |
|
| S3 |
51.56 |
52.53 |
54.63 |
|
| S4 |
50.02 |
50.99 |
54.20 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.00 |
65.55 |
57.65 |
|
| R3 |
64.25 |
61.80 |
56.62 |
|
| R2 |
60.50 |
60.50 |
56.28 |
|
| R1 |
58.05 |
58.05 |
55.93 |
57.40 |
| PP |
56.75 |
56.75 |
56.75 |
56.43 |
| S1 |
54.30 |
54.30 |
55.25 |
53.65 |
| S2 |
53.00 |
53.00 |
54.90 |
|
| S3 |
49.25 |
50.55 |
54.56 |
|
| S4 |
45.50 |
46.80 |
53.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.26 |
53.66 |
4.60 |
8.4% |
2.08 |
3.8% |
30% |
False |
True |
20,101 |
| 10 |
59.74 |
53.66 |
6.08 |
11.0% |
2.99 |
5.4% |
23% |
False |
True |
25,377 |
| 20 |
69.52 |
53.66 |
15.86 |
28.8% |
2.60 |
4.7% |
9% |
False |
True |
24,023 |
| 40 |
80.73 |
53.66 |
27.07 |
49.2% |
2.48 |
4.5% |
5% |
False |
True |
20,363 |
| 60 |
87.50 |
53.66 |
33.84 |
61.5% |
2.29 |
4.2% |
4% |
False |
True |
17,447 |
| 80 |
92.17 |
53.66 |
38.51 |
70.0% |
2.07 |
3.8% |
4% |
False |
True |
14,893 |
| 100 |
95.01 |
53.66 |
41.35 |
75.1% |
1.84 |
3.3% |
3% |
False |
True |
12,582 |
| 120 |
97.49 |
53.66 |
43.83 |
79.6% |
1.67 |
3.0% |
3% |
False |
True |
10,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.75 |
|
2.618 |
59.23 |
|
1.618 |
57.69 |
|
1.000 |
56.74 |
|
0.618 |
56.15 |
|
HIGH |
55.20 |
|
0.618 |
54.61 |
|
0.500 |
54.43 |
|
0.382 |
54.25 |
|
LOW |
53.66 |
|
0.618 |
52.71 |
|
1.000 |
52.12 |
|
1.618 |
51.17 |
|
2.618 |
49.63 |
|
4.250 |
47.12 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
54.84 |
55.52 |
| PP |
54.64 |
55.36 |
| S1 |
54.43 |
55.21 |
|