NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
75.93 |
75.49 |
-0.44 |
-0.6% |
78.50 |
High |
76.18 |
76.44 |
0.26 |
0.3% |
79.75 |
Low |
74.71 |
74.12 |
-0.59 |
-0.8% |
73.25 |
Close |
75.64 |
74.61 |
-1.03 |
-1.4% |
75.82 |
Range |
1.47 |
2.32 |
0.85 |
57.8% |
6.50 |
ATR |
2.21 |
2.22 |
0.01 |
0.4% |
0.00 |
Volume |
279,462 |
186,214 |
-93,248 |
-33.4% |
1,796,009 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.02 |
80.63 |
75.89 |
|
R3 |
79.70 |
78.31 |
75.25 |
|
R2 |
77.38 |
77.38 |
75.04 |
|
R1 |
75.99 |
75.99 |
74.82 |
75.53 |
PP |
75.06 |
75.06 |
75.06 |
74.82 |
S1 |
73.67 |
73.67 |
74.40 |
73.21 |
S2 |
72.74 |
72.74 |
74.18 |
|
S3 |
70.42 |
71.35 |
73.97 |
|
S4 |
68.10 |
69.03 |
73.33 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.77 |
92.30 |
79.40 |
|
R3 |
89.27 |
85.80 |
77.61 |
|
R2 |
82.77 |
82.77 |
77.01 |
|
R1 |
79.30 |
79.30 |
76.42 |
77.79 |
PP |
76.27 |
76.27 |
76.27 |
75.52 |
S1 |
72.80 |
72.80 |
75.22 |
71.29 |
S2 |
69.77 |
69.77 |
74.63 |
|
S3 |
63.27 |
66.30 |
74.03 |
|
S4 |
56.77 |
59.80 |
72.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.08 |
73.25 |
4.83 |
6.5% |
2.28 |
3.1% |
28% |
False |
False |
325,576 |
10 |
79.75 |
73.25 |
6.50 |
8.7% |
2.23 |
3.0% |
21% |
False |
False |
330,835 |
20 |
83.15 |
73.25 |
9.90 |
13.3% |
2.11 |
2.8% |
14% |
False |
False |
323,306 |
40 |
93.82 |
73.25 |
20.57 |
27.6% |
2.29 |
3.1% |
7% |
False |
False |
250,269 |
60 |
94.42 |
73.25 |
21.17 |
28.4% |
2.08 |
2.8% |
6% |
False |
False |
192,946 |
80 |
98.92 |
73.25 |
25.67 |
34.4% |
1.89 |
2.5% |
5% |
False |
False |
160,227 |
100 |
102.71 |
73.25 |
29.46 |
39.5% |
1.75 |
2.3% |
5% |
False |
False |
140,923 |
120 |
103.66 |
73.25 |
30.41 |
40.8% |
1.63 |
2.2% |
4% |
False |
False |
126,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.30 |
2.618 |
82.51 |
1.618 |
80.19 |
1.000 |
78.76 |
0.618 |
77.87 |
HIGH |
76.44 |
0.618 |
75.55 |
0.500 |
75.28 |
0.382 |
75.01 |
LOW |
74.12 |
0.618 |
72.69 |
1.000 |
71.80 |
1.618 |
70.37 |
2.618 |
68.05 |
4.250 |
64.26 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.28 |
74.85 |
PP |
75.06 |
74.77 |
S1 |
74.83 |
74.69 |
|