NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
77.18 |
77.50 |
0.32 |
0.4% |
80.59 |
High |
78.04 |
78.08 |
0.04 |
0.1% |
80.98 |
Low |
76.42 |
76.63 |
0.21 |
0.3% |
75.84 |
Close |
77.94 |
77.18 |
-0.76 |
-1.0% |
78.65 |
Range |
1.62 |
1.45 |
-0.17 |
-10.5% |
5.14 |
ATR |
2.19 |
2.14 |
-0.05 |
-2.4% |
0.00 |
Volume |
314,309 |
359,951 |
45,642 |
14.5% |
1,865,467 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.65 |
80.86 |
77.98 |
|
R3 |
80.20 |
79.41 |
77.58 |
|
R2 |
78.75 |
78.75 |
77.45 |
|
R1 |
77.96 |
77.96 |
77.31 |
77.63 |
PP |
77.30 |
77.30 |
77.30 |
77.13 |
S1 |
76.51 |
76.51 |
77.05 |
76.18 |
S2 |
75.85 |
75.85 |
76.91 |
|
S3 |
74.40 |
75.06 |
76.78 |
|
S4 |
72.95 |
73.61 |
76.38 |
|
|
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% |
1.90 |
2.5% |
23% |
False |
False |
318,545 |
10 |
82.09 |
75.84 |
6.25 |
8.1% |
2.09 |
2.7% |
21% |
False |
False |
342,347 |
20 |
84.06 |
75.84 |
8.22 |
10.7% |
2.15 |
2.8% |
16% |
False |
False |
313,701 |
40 |
93.82 |
75.84 |
17.98 |
23.3% |
2.18 |
2.8% |
7% |
False |
False |
226,329 |
60 |
94.42 |
75.84 |
18.58 |
24.1% |
1.99 |
2.6% |
7% |
False |
False |
176,230 |
80 |
100.08 |
75.84 |
24.24 |
31.4% |
1.82 |
2.4% |
6% |
False |
False |
147,362 |
100 |
103.66 |
75.84 |
27.82 |
36.0% |
1.70 |
2.2% |
5% |
False |
False |
130,304 |
120 |
103.66 |
75.84 |
27.82 |
36.0% |
1.58 |
2.1% |
5% |
False |
False |
117,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.24 |
2.618 |
81.88 |
1.618 |
80.43 |
1.000 |
79.53 |
0.618 |
78.98 |
HIGH |
78.08 |
0.618 |
77.53 |
0.500 |
77.36 |
0.382 |
77.18 |
LOW |
76.63 |
0.618 |
75.73 |
1.000 |
75.18 |
1.618 |
74.28 |
2.618 |
72.83 |
4.250 |
70.47 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.36 |
78.09 |
PP |
77.30 |
77.78 |
S1 |
77.24 |
77.48 |
|