NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
65.90 |
69.79 |
3.89 |
5.9% |
76.89 |
| High |
69.97 |
69.79 |
-0.18 |
-0.3% |
77.15 |
| Low |
64.85 |
67.58 |
2.73 |
4.2% |
66.60 |
| Close |
69.62 |
67.64 |
-1.98 |
-2.8% |
66.89 |
| Range |
5.12 |
2.21 |
-2.91 |
-56.8% |
10.55 |
| ATR |
2.34 |
2.33 |
-0.01 |
-0.4% |
0.00 |
| Volume |
21,789 |
20,737 |
-1,052 |
-4.8% |
47,873 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.97 |
73.51 |
68.86 |
|
| R3 |
72.76 |
71.30 |
68.25 |
|
| R2 |
70.55 |
70.55 |
68.05 |
|
| R1 |
69.09 |
69.09 |
67.84 |
68.72 |
| PP |
68.34 |
68.34 |
68.34 |
68.15 |
| S1 |
66.88 |
66.88 |
67.44 |
66.51 |
| S2 |
66.13 |
66.13 |
67.23 |
|
| S3 |
63.92 |
64.67 |
67.03 |
|
| S4 |
61.71 |
62.46 |
66.42 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.86 |
94.93 |
72.69 |
|
| R3 |
91.31 |
84.38 |
69.79 |
|
| R2 |
80.76 |
80.76 |
68.82 |
|
| R1 |
73.83 |
73.83 |
67.86 |
72.02 |
| PP |
70.21 |
70.21 |
70.21 |
69.31 |
| S1 |
63.28 |
63.28 |
65.92 |
61.47 |
| S2 |
59.66 |
59.66 |
64.96 |
|
| S3 |
49.11 |
52.73 |
63.99 |
|
| S4 |
38.56 |
42.18 |
61.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.74 |
64.85 |
11.89 |
17.6% |
3.61 |
5.3% |
23% |
False |
False |
14,894 |
| 10 |
77.67 |
64.85 |
12.82 |
19.0% |
2.56 |
3.8% |
22% |
False |
False |
13,906 |
| 20 |
79.76 |
64.85 |
14.91 |
22.0% |
2.19 |
3.2% |
19% |
False |
False |
11,773 |
| 40 |
86.50 |
64.85 |
21.65 |
32.0% |
1.96 |
2.9% |
13% |
False |
False |
9,498 |
| 60 |
91.81 |
64.85 |
26.96 |
39.9% |
1.73 |
2.6% |
10% |
False |
False |
7,977 |
| 80 |
94.65 |
64.85 |
29.80 |
44.1% |
1.52 |
2.2% |
9% |
False |
False |
6,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.18 |
|
2.618 |
75.58 |
|
1.618 |
73.37 |
|
1.000 |
72.00 |
|
0.618 |
71.16 |
|
HIGH |
69.79 |
|
0.618 |
68.95 |
|
0.500 |
68.69 |
|
0.382 |
68.42 |
|
LOW |
67.58 |
|
0.618 |
66.21 |
|
1.000 |
65.37 |
|
1.618 |
64.00 |
|
2.618 |
61.79 |
|
4.250 |
58.19 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
68.69 |
69.28 |
| PP |
68.34 |
68.73 |
| S1 |
67.99 |
68.19 |
|