NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
78.50 |
77.18 |
-1.32 |
-1.7% |
80.59 |
High |
79.75 |
78.04 |
-1.71 |
-2.1% |
80.98 |
Low |
77.13 |
76.42 |
-0.71 |
-0.9% |
75.84 |
Close |
77.40 |
77.94 |
0.54 |
0.7% |
78.65 |
Range |
2.62 |
1.62 |
-1.00 |
-38.2% |
5.14 |
ATR |
2.23 |
2.19 |
-0.04 |
-2.0% |
0.00 |
Volume |
319,492 |
314,309 |
-5,183 |
-1.6% |
1,865,467 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.33 |
81.75 |
78.83 |
|
R3 |
80.71 |
80.13 |
78.39 |
|
R2 |
79.09 |
79.09 |
78.24 |
|
R1 |
78.51 |
78.51 |
78.09 |
78.80 |
PP |
77.47 |
77.47 |
77.47 |
77.61 |
S1 |
76.89 |
76.89 |
77.79 |
77.18 |
S2 |
75.85 |
75.85 |
77.64 |
|
S3 |
74.23 |
75.27 |
77.49 |
|
S4 |
72.61 |
73.65 |
77.05 |
|
|
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 |
76.42 |
3.33 |
4.3% |
2.18 |
2.8% |
46% |
False |
True |
336,093 |
10 |
82.88 |
75.84 |
7.04 |
9.0% |
2.09 |
2.7% |
30% |
False |
False |
334,728 |
20 |
84.06 |
75.84 |
8.22 |
10.5% |
2.19 |
2.8% |
26% |
False |
False |
308,760 |
40 |
93.82 |
75.84 |
17.98 |
23.1% |
2.18 |
2.8% |
12% |
False |
False |
219,815 |
60 |
94.42 |
75.84 |
18.58 |
23.8% |
1.99 |
2.5% |
11% |
False |
False |
171,095 |
80 |
100.35 |
75.84 |
24.51 |
31.4% |
1.82 |
2.3% |
9% |
False |
False |
143,556 |
100 |
103.66 |
75.84 |
27.82 |
35.7% |
1.70 |
2.2% |
8% |
False |
False |
127,223 |
120 |
103.66 |
75.84 |
27.82 |
35.7% |
1.58 |
2.0% |
8% |
False |
False |
114,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.93 |
2.618 |
82.28 |
1.618 |
80.66 |
1.000 |
79.66 |
0.618 |
79.04 |
HIGH |
78.04 |
0.618 |
77.42 |
0.500 |
77.23 |
0.382 |
77.04 |
LOW |
76.42 |
0.618 |
75.42 |
1.000 |
74.80 |
1.618 |
73.80 |
2.618 |
72.18 |
4.250 |
69.54 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.70 |
78.09 |
PP |
77.47 |
78.04 |
S1 |
77.23 |
77.99 |
|