NYMEX Light Sweet Crude Oil Future January 2015
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 |
77.21 |
77.42 |
0.21 |
0.3% |
80.58 |
High |
77.95 |
77.92 |
-0.03 |
0.0% |
80.87 |
Low |
76.41 |
76.60 |
0.19 |
0.2% |
75.95 |
Close |
77.87 |
77.15 |
-0.72 |
-0.9% |
78.60 |
Range |
1.54 |
1.32 |
-0.22 |
-14.3% |
4.92 |
ATR |
2.13 |
2.07 |
-0.06 |
-2.7% |
0.00 |
Volume |
128,201 |
162,389 |
34,188 |
26.7% |
522,713 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.18 |
80.49 |
77.88 |
|
R3 |
79.86 |
79.17 |
77.51 |
|
R2 |
78.54 |
78.54 |
77.39 |
|
R1 |
77.85 |
77.85 |
77.27 |
77.54 |
PP |
77.22 |
77.22 |
77.22 |
77.07 |
S1 |
76.53 |
76.53 |
77.03 |
76.22 |
S2 |
75.90 |
75.90 |
76.91 |
|
S3 |
74.58 |
75.21 |
76.79 |
|
S4 |
73.26 |
73.89 |
76.42 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.23 |
90.84 |
81.31 |
|
R3 |
88.31 |
85.92 |
79.95 |
|
R2 |
83.39 |
83.39 |
79.50 |
|
R1 |
81.00 |
81.00 |
79.05 |
79.74 |
PP |
78.47 |
78.47 |
78.47 |
77.84 |
S1 |
76.08 |
76.08 |
78.15 |
74.82 |
S2 |
73.55 |
73.55 |
77.70 |
|
S3 |
68.63 |
71.16 |
77.25 |
|
S4 |
63.71 |
66.24 |
75.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.70 |
76.41 |
3.29 |
4.3% |
1.83 |
2.4% |
22% |
False |
False |
118,619 |
10 |
81.82 |
75.95 |
5.87 |
7.6% |
2.02 |
2.6% |
20% |
False |
False |
106,482 |
20 |
83.58 |
75.95 |
7.63 |
9.9% |
2.09 |
2.7% |
16% |
False |
False |
85,301 |
40 |
93.07 |
75.95 |
17.12 |
22.2% |
2.10 |
2.7% |
7% |
False |
False |
66,981 |
60 |
94.16 |
75.95 |
18.21 |
23.6% |
1.88 |
2.4% |
7% |
False |
False |
52,837 |
80 |
99.36 |
75.95 |
23.41 |
30.3% |
1.71 |
2.2% |
5% |
False |
False |
43,618 |
100 |
102.53 |
75.95 |
26.58 |
34.5% |
1.58 |
2.0% |
5% |
False |
False |
37,094 |
120 |
102.53 |
75.95 |
26.58 |
34.5% |
1.44 |
1.9% |
5% |
False |
False |
32,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.53 |
2.618 |
81.38 |
1.618 |
80.06 |
1.000 |
79.24 |
0.618 |
78.74 |
HIGH |
77.92 |
0.618 |
77.42 |
0.500 |
77.26 |
0.382 |
77.10 |
LOW |
76.60 |
0.618 |
75.78 |
1.000 |
75.28 |
1.618 |
74.46 |
2.618 |
73.14 |
4.250 |
70.99 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.26 |
78.06 |
PP |
77.22 |
77.75 |
S1 |
77.19 |
77.45 |
|