NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
77.42 |
76.87 |
-0.55 |
-0.7% |
80.58 |
| High |
77.92 |
77.09 |
-0.83 |
-1.1% |
80.87 |
| Low |
76.60 |
74.02 |
-2.58 |
-3.4% |
75.95 |
| Close |
77.15 |
74.16 |
-2.99 |
-3.9% |
78.60 |
| Range |
1.32 |
3.07 |
1.75 |
132.6% |
4.92 |
| ATR |
2.07 |
2.14 |
0.08 |
3.7% |
0.00 |
| Volume |
162,389 |
189,990 |
27,601 |
17.0% |
522,713 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.30 |
82.30 |
75.85 |
|
| R3 |
81.23 |
79.23 |
75.00 |
|
| R2 |
78.16 |
78.16 |
74.72 |
|
| R1 |
76.16 |
76.16 |
74.44 |
75.63 |
| PP |
75.09 |
75.09 |
75.09 |
74.82 |
| S1 |
73.09 |
73.09 |
73.88 |
72.56 |
| S2 |
72.02 |
72.02 |
73.60 |
|
| S3 |
68.95 |
70.02 |
73.32 |
|
| S4 |
65.88 |
66.95 |
72.47 |
|
|
| 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 |
74.02 |
5.68 |
7.7% |
2.08 |
2.8% |
2% |
False |
True |
133,842 |
| 10 |
81.04 |
74.02 |
7.02 |
9.5% |
2.20 |
3.0% |
2% |
False |
True |
117,901 |
| 20 |
83.28 |
74.02 |
9.26 |
12.5% |
2.00 |
2.7% |
2% |
False |
True |
91,384 |
| 40 |
93.07 |
74.02 |
19.05 |
25.7% |
2.14 |
2.9% |
1% |
False |
True |
71,191 |
| 60 |
94.16 |
74.02 |
20.14 |
27.2% |
1.92 |
2.6% |
1% |
False |
True |
55,603 |
| 80 |
99.36 |
74.02 |
25.34 |
34.2% |
1.73 |
2.3% |
1% |
False |
True |
45,765 |
| 100 |
102.53 |
74.02 |
28.51 |
38.4% |
1.60 |
2.2% |
0% |
False |
True |
38,943 |
| 120 |
102.53 |
74.02 |
28.51 |
38.4% |
1.47 |
2.0% |
0% |
False |
True |
33,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.14 |
|
2.618 |
85.13 |
|
1.618 |
82.06 |
|
1.000 |
80.16 |
|
0.618 |
78.99 |
|
HIGH |
77.09 |
|
0.618 |
75.92 |
|
0.500 |
75.56 |
|
0.382 |
75.19 |
|
LOW |
74.02 |
|
0.618 |
72.12 |
|
1.000 |
70.95 |
|
1.618 |
69.05 |
|
2.618 |
65.98 |
|
4.250 |
60.97 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.56 |
75.99 |
| PP |
75.09 |
75.38 |
| S1 |
74.63 |
74.77 |
|