NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
75.49 |
74.23 |
-1.26 |
-1.7% |
78.50 |
| High |
76.44 |
75.40 |
-1.04 |
-1.4% |
79.75 |
| Low |
74.12 |
73.88 |
-0.24 |
-0.3% |
73.25 |
| Close |
74.61 |
74.58 |
-0.03 |
0.0% |
75.82 |
| Range |
2.32 |
1.52 |
-0.80 |
-34.5% |
6.50 |
| ATR |
2.22 |
2.17 |
-0.05 |
-2.2% |
0.00 |
| Volume |
186,214 |
116,278 |
-69,936 |
-37.6% |
1,796,009 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.18 |
78.40 |
75.42 |
|
| R3 |
77.66 |
76.88 |
75.00 |
|
| R2 |
76.14 |
76.14 |
74.86 |
|
| R1 |
75.36 |
75.36 |
74.72 |
75.75 |
| PP |
74.62 |
74.62 |
74.62 |
74.82 |
| S1 |
73.84 |
73.84 |
74.44 |
74.23 |
| S2 |
73.10 |
73.10 |
74.30 |
|
| S3 |
71.58 |
72.32 |
74.16 |
|
| S4 |
70.06 |
70.80 |
73.74 |
|
|
| 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 |
77.16 |
73.25 |
3.91 |
5.2% |
2.29 |
3.1% |
34% |
False |
False |
276,842 |
| 10 |
79.75 |
73.25 |
6.50 |
8.7% |
2.09 |
2.8% |
20% |
False |
False |
297,693 |
| 20 |
82.88 |
73.25 |
9.63 |
12.9% |
2.04 |
2.7% |
14% |
False |
False |
311,509 |
| 40 |
93.82 |
73.25 |
20.57 |
27.6% |
2.28 |
3.1% |
6% |
False |
False |
250,799 |
| 60 |
94.42 |
73.25 |
21.17 |
28.4% |
2.09 |
2.8% |
6% |
False |
False |
194,417 |
| 80 |
98.67 |
73.25 |
25.42 |
34.1% |
1.89 |
2.5% |
5% |
False |
False |
161,124 |
| 100 |
102.71 |
73.25 |
29.46 |
39.5% |
1.76 |
2.4% |
5% |
False |
False |
141,765 |
| 120 |
103.66 |
73.25 |
30.41 |
40.8% |
1.64 |
2.2% |
4% |
False |
False |
127,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.86 |
|
2.618 |
79.38 |
|
1.618 |
77.86 |
|
1.000 |
76.92 |
|
0.618 |
76.34 |
|
HIGH |
75.40 |
|
0.618 |
74.82 |
|
0.500 |
74.64 |
|
0.382 |
74.46 |
|
LOW |
73.88 |
|
0.618 |
72.94 |
|
1.000 |
72.36 |
|
1.618 |
71.42 |
|
2.618 |
69.90 |
|
4.250 |
67.42 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
74.64 |
75.16 |
| PP |
74.62 |
74.97 |
| S1 |
74.60 |
74.77 |
|