NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
77.86 |
78.50 |
0.64 |
0.8% |
80.59 |
High |
79.40 |
79.75 |
0.35 |
0.4% |
80.98 |
Low |
77.47 |
77.13 |
-0.34 |
-0.4% |
75.84 |
Close |
78.65 |
77.40 |
-1.25 |
-1.6% |
78.65 |
Range |
1.93 |
2.62 |
0.69 |
35.8% |
5.14 |
ATR |
2.21 |
2.23 |
0.03 |
1.3% |
0.00 |
Volume |
306,077 |
319,492 |
13,415 |
4.4% |
1,865,467 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.95 |
84.30 |
78.84 |
|
R3 |
83.33 |
81.68 |
78.12 |
|
R2 |
80.71 |
80.71 |
77.88 |
|
R1 |
79.06 |
79.06 |
77.64 |
78.58 |
PP |
78.09 |
78.09 |
78.09 |
77.85 |
S1 |
76.44 |
76.44 |
77.16 |
75.96 |
S2 |
75.47 |
75.47 |
76.92 |
|
S3 |
72.85 |
73.82 |
76.68 |
|
S4 |
70.23 |
71.20 |
75.96 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.91 |
91.42 |
81.48 |
|
R3 |
88.77 |
86.28 |
80.06 |
|
R2 |
83.63 |
83.63 |
79.59 |
|
R1 |
81.14 |
81.14 |
79.12 |
79.82 |
PP |
78.49 |
78.49 |
78.49 |
77.83 |
S1 |
76.00 |
76.00 |
78.18 |
74.68 |
S2 |
73.35 |
73.35 |
77.71 |
|
S3 |
68.21 |
70.86 |
77.24 |
|
S4 |
63.07 |
65.72 |
75.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.75 |
75.84 |
3.91 |
5.1% |
2.37 |
3.1% |
40% |
True |
False |
359,782 |
10 |
82.88 |
75.84 |
7.04 |
9.1% |
2.06 |
2.7% |
22% |
False |
False |
325,904 |
20 |
84.78 |
75.84 |
8.94 |
11.6% |
2.32 |
3.0% |
17% |
False |
False |
306,494 |
40 |
93.82 |
75.84 |
17.98 |
23.2% |
2.20 |
2.8% |
9% |
False |
False |
213,529 |
60 |
94.42 |
75.84 |
18.58 |
24.0% |
1.99 |
2.6% |
8% |
False |
False |
166,939 |
80 |
100.35 |
75.84 |
24.51 |
31.7% |
1.82 |
2.3% |
6% |
False |
False |
140,476 |
100 |
103.66 |
75.84 |
27.82 |
35.9% |
1.69 |
2.2% |
6% |
False |
False |
124,919 |
120 |
103.66 |
75.84 |
27.82 |
35.9% |
1.57 |
2.0% |
6% |
False |
False |
112,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.89 |
2.618 |
86.61 |
1.618 |
83.99 |
1.000 |
82.37 |
0.618 |
81.37 |
HIGH |
79.75 |
0.618 |
78.75 |
0.500 |
78.44 |
0.382 |
78.13 |
LOW |
77.13 |
0.618 |
75.51 |
1.000 |
74.51 |
1.618 |
72.89 |
2.618 |
70.27 |
4.250 |
66.00 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
78.44 |
78.44 |
PP |
78.09 |
78.09 |
S1 |
77.75 |
77.75 |
|