NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
57.72 |
57.06 |
-0.66 |
-1.1% |
66.29 |
| High |
58.65 |
60.31 |
1.66 |
2.8% |
66.29 |
| Low |
55.57 |
56.03 |
0.46 |
0.8% |
59.10 |
| Close |
57.44 |
58.04 |
0.60 |
1.0% |
59.41 |
| Range |
3.08 |
4.28 |
1.20 |
39.0% |
7.19 |
| ATR |
2.47 |
2.60 |
0.13 |
5.2% |
0.00 |
| Volume |
54,753 |
77,787 |
23,034 |
42.1% |
220,712 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.97 |
68.78 |
60.39 |
|
| R3 |
66.69 |
64.50 |
59.22 |
|
| R2 |
62.41 |
62.41 |
58.82 |
|
| R1 |
60.22 |
60.22 |
58.43 |
61.32 |
| PP |
58.13 |
58.13 |
58.13 |
58.67 |
| S1 |
55.94 |
55.94 |
57.65 |
57.04 |
| S2 |
53.85 |
53.85 |
57.26 |
|
| S3 |
49.57 |
51.66 |
56.86 |
|
| S4 |
45.29 |
47.38 |
55.69 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.17 |
78.48 |
63.36 |
|
| R3 |
75.98 |
71.29 |
61.39 |
|
| R2 |
68.79 |
68.79 |
60.73 |
|
| R1 |
64.10 |
64.10 |
60.07 |
62.85 |
| PP |
61.60 |
61.60 |
61.60 |
60.98 |
| S1 |
56.91 |
56.91 |
58.75 |
55.66 |
| S2 |
54.41 |
54.41 |
58.09 |
|
| S3 |
47.22 |
49.72 |
57.43 |
|
| S4 |
40.03 |
42.53 |
55.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.96 |
55.57 |
7.39 |
12.7% |
2.97 |
5.1% |
33% |
False |
False |
55,351 |
| 10 |
68.95 |
55.57 |
13.38 |
23.1% |
2.57 |
4.4% |
18% |
False |
False |
46,993 |
| 20 |
77.70 |
55.57 |
22.13 |
38.1% |
2.60 |
4.5% |
11% |
False |
False |
42,419 |
| 40 |
81.92 |
55.57 |
26.35 |
45.4% |
2.19 |
3.8% |
9% |
False |
False |
37,845 |
| 60 |
90.62 |
55.57 |
35.05 |
60.4% |
2.13 |
3.7% |
7% |
False |
False |
37,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.50 |
|
2.618 |
71.52 |
|
1.618 |
67.24 |
|
1.000 |
64.59 |
|
0.618 |
62.96 |
|
HIGH |
60.31 |
|
0.618 |
58.68 |
|
0.500 |
58.17 |
|
0.382 |
57.66 |
|
LOW |
56.03 |
|
0.618 |
53.38 |
|
1.000 |
51.75 |
|
1.618 |
49.10 |
|
2.618 |
44.82 |
|
4.250 |
37.84 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
58.17 |
58.01 |
| PP |
58.13 |
57.98 |
| S1 |
58.08 |
57.95 |
|