NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
55.10 |
55.33 |
0.23 |
0.4% |
58.63 |
| High |
55.74 |
55.69 |
-0.05 |
-0.1% |
59.61 |
| Low |
54.32 |
54.09 |
-0.23 |
-0.4% |
55.89 |
| Close |
55.67 |
54.96 |
-0.71 |
-1.3% |
56.11 |
| Range |
1.42 |
1.60 |
0.18 |
12.7% |
3.72 |
| ATR |
2.55 |
2.48 |
-0.07 |
-2.7% |
0.00 |
| Volume |
15,755 |
14,396 |
-1,359 |
-8.6% |
58,552 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.71 |
58.94 |
55.84 |
|
| R3 |
58.11 |
57.34 |
55.40 |
|
| R2 |
56.51 |
56.51 |
55.25 |
|
| R1 |
55.74 |
55.74 |
55.11 |
55.33 |
| PP |
54.91 |
54.91 |
54.91 |
54.71 |
| S1 |
54.14 |
54.14 |
54.81 |
53.73 |
| S2 |
53.31 |
53.31 |
54.67 |
|
| S3 |
51.71 |
52.54 |
54.52 |
|
| S4 |
50.11 |
50.94 |
54.08 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.36 |
65.96 |
58.16 |
|
| R3 |
64.64 |
62.24 |
57.13 |
|
| R2 |
60.92 |
60.92 |
56.79 |
|
| R1 |
58.52 |
58.52 |
56.45 |
57.86 |
| PP |
57.20 |
57.20 |
57.20 |
56.88 |
| S1 |
54.80 |
54.80 |
55.77 |
54.14 |
| S2 |
53.48 |
53.48 |
55.43 |
|
| S3 |
49.76 |
51.08 |
55.09 |
|
| S4 |
46.04 |
47.36 |
54.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.30 |
54.09 |
4.21 |
7.7% |
1.87 |
3.4% |
21% |
False |
True |
12,104 |
| 10 |
59.99 |
54.09 |
5.90 |
10.7% |
2.75 |
5.0% |
15% |
False |
True |
17,926 |
| 20 |
68.83 |
54.09 |
14.74 |
26.8% |
2.50 |
4.5% |
6% |
False |
True |
18,794 |
| 40 |
79.76 |
54.09 |
25.67 |
46.7% |
2.34 |
4.3% |
3% |
False |
True |
15,283 |
| 60 |
86.50 |
54.09 |
32.41 |
59.0% |
2.14 |
3.9% |
3% |
False |
True |
12,597 |
| 80 |
91.81 |
54.09 |
37.72 |
68.6% |
1.92 |
3.5% |
2% |
False |
True |
10,682 |
| 100 |
94.65 |
54.09 |
40.56 |
73.8% |
1.71 |
3.1% |
2% |
False |
True |
9,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.49 |
|
2.618 |
59.88 |
|
1.618 |
58.28 |
|
1.000 |
57.29 |
|
0.618 |
56.68 |
|
HIGH |
55.69 |
|
0.618 |
55.08 |
|
0.500 |
54.89 |
|
0.382 |
54.70 |
|
LOW |
54.09 |
|
0.618 |
53.10 |
|
1.000 |
52.49 |
|
1.618 |
51.50 |
|
2.618 |
49.90 |
|
4.250 |
47.29 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
54.94 |
55.55 |
| PP |
54.91 |
55.35 |
| S1 |
54.89 |
55.16 |
|