NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
57.64 |
56.84 |
-0.80 |
-1.4% |
59.05 |
| High |
58.27 |
57.55 |
-0.72 |
-1.2% |
59.98 |
| Low |
56.37 |
55.07 |
-1.30 |
-2.3% |
56.37 |
| Close |
56.65 |
55.73 |
-0.92 |
-1.6% |
56.65 |
| Range |
1.90 |
2.48 |
0.58 |
30.5% |
3.61 |
| ATR |
2.69 |
2.67 |
-0.01 |
-0.6% |
0.00 |
| Volume |
21,409 |
12,977 |
-8,432 |
-39.4% |
133,383 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.56 |
62.12 |
57.09 |
|
| R3 |
61.08 |
59.64 |
56.41 |
|
| R2 |
58.60 |
58.60 |
56.18 |
|
| R1 |
57.16 |
57.16 |
55.96 |
56.64 |
| PP |
56.12 |
56.12 |
56.12 |
55.86 |
| S1 |
54.68 |
54.68 |
55.50 |
54.16 |
| S2 |
53.64 |
53.64 |
55.28 |
|
| S3 |
51.16 |
52.20 |
55.05 |
|
| S4 |
48.68 |
49.72 |
54.37 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.50 |
66.18 |
58.64 |
|
| R3 |
64.89 |
62.57 |
57.64 |
|
| R2 |
61.28 |
61.28 |
57.31 |
|
| R1 |
58.96 |
58.96 |
56.98 |
58.32 |
| PP |
57.67 |
57.67 |
57.67 |
57.34 |
| S1 |
55.35 |
55.35 |
56.32 |
54.71 |
| S2 |
54.06 |
54.06 |
55.99 |
|
| S3 |
50.45 |
51.74 |
55.66 |
|
| S4 |
46.84 |
48.13 |
54.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.98 |
55.07 |
4.91 |
8.8% |
2.37 |
4.2% |
13% |
False |
True |
29,272 |
| 10 |
60.32 |
55.07 |
5.25 |
9.4% |
3.09 |
5.5% |
13% |
False |
True |
45,343 |
| 20 |
70.25 |
55.07 |
15.18 |
27.2% |
2.74 |
4.9% |
4% |
False |
True |
44,320 |
| 40 |
80.73 |
55.07 |
25.66 |
46.0% |
2.44 |
4.4% |
3% |
False |
True |
39,274 |
| 60 |
87.40 |
55.07 |
32.33 |
58.0% |
2.28 |
4.1% |
2% |
False |
True |
38,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.09 |
|
2.618 |
64.04 |
|
1.618 |
61.56 |
|
1.000 |
60.03 |
|
0.618 |
59.08 |
|
HIGH |
57.55 |
|
0.618 |
56.60 |
|
0.500 |
56.31 |
|
0.382 |
56.02 |
|
LOW |
55.07 |
|
0.618 |
53.54 |
|
1.000 |
52.59 |
|
1.618 |
51.06 |
|
2.618 |
48.58 |
|
4.250 |
44.53 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
56.31 |
56.90 |
| PP |
56.12 |
56.51 |
| S1 |
55.92 |
56.12 |
|