NYMEX Light Sweet Crude Oil Future June 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 |
63.50 |
64.22 |
0.72 |
1.1% |
67.10 |
| High |
65.15 |
64.34 |
-0.81 |
-1.2% |
70.25 |
| Low |
63.29 |
61.55 |
-1.74 |
-2.7% |
64.88 |
| Close |
64.71 |
62.25 |
-2.46 |
-3.8% |
66.68 |
| Range |
1.86 |
2.79 |
0.93 |
50.0% |
5.37 |
| ATR |
2.30 |
2.36 |
0.06 |
2.7% |
0.00 |
| Volume |
54,110 |
42,407 |
-11,703 |
-21.6% |
212,274 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.08 |
69.46 |
63.78 |
|
| R3 |
68.29 |
66.67 |
63.02 |
|
| R2 |
65.50 |
65.50 |
62.76 |
|
| R1 |
63.88 |
63.88 |
62.51 |
63.30 |
| PP |
62.71 |
62.71 |
62.71 |
62.42 |
| S1 |
61.09 |
61.09 |
61.99 |
60.51 |
| S2 |
59.92 |
59.92 |
61.74 |
|
| S3 |
57.13 |
58.30 |
61.48 |
|
| S4 |
54.34 |
55.51 |
60.72 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.38 |
80.40 |
69.63 |
|
| R3 |
78.01 |
75.03 |
68.16 |
|
| R2 |
72.64 |
72.64 |
67.66 |
|
| R1 |
69.66 |
69.66 |
67.17 |
68.47 |
| PP |
67.27 |
67.27 |
67.27 |
66.67 |
| S1 |
64.29 |
64.29 |
66.19 |
63.10 |
| S2 |
61.90 |
61.90 |
65.70 |
|
| S3 |
56.53 |
58.92 |
65.20 |
|
| S4 |
51.16 |
53.55 |
63.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.95 |
61.55 |
7.40 |
11.9% |
2.17 |
3.5% |
9% |
False |
True |
38,636 |
| 10 |
74.90 |
61.55 |
13.35 |
21.4% |
2.79 |
4.5% |
5% |
False |
True |
40,080 |
| 20 |
77.91 |
61.55 |
16.36 |
26.3% |
2.37 |
3.8% |
4% |
False |
True |
36,820 |
| 40 |
82.17 |
61.55 |
20.62 |
33.1% |
2.12 |
3.4% |
3% |
False |
True |
36,170 |
| 60 |
91.63 |
61.55 |
30.08 |
48.3% |
1.96 |
3.2% |
2% |
False |
True |
33,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.20 |
|
2.618 |
71.64 |
|
1.618 |
68.85 |
|
1.000 |
67.13 |
|
0.618 |
66.06 |
|
HIGH |
64.34 |
|
0.618 |
63.27 |
|
0.500 |
62.95 |
|
0.382 |
62.62 |
|
LOW |
61.55 |
|
0.618 |
59.83 |
|
1.000 |
58.76 |
|
1.618 |
57.04 |
|
2.618 |
54.25 |
|
4.250 |
49.69 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
62.95 |
63.92 |
| PP |
62.71 |
63.36 |
| S1 |
62.48 |
62.81 |
|