NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.31 |
75.90 |
1.59 |
2.1% |
78.45 |
| High |
76.27 |
76.16 |
-0.11 |
-0.1% |
79.70 |
| Low |
73.22 |
74.75 |
1.53 |
2.1% |
73.22 |
| Close |
75.82 |
75.66 |
-0.16 |
-0.2% |
75.82 |
| Range |
3.05 |
1.41 |
-1.64 |
-53.8% |
6.48 |
| ATR |
2.21 |
2.15 |
-0.06 |
-2.6% |
0.00 |
| Volume |
151,861 |
142,710 |
-9,151 |
-6.0% |
743,820 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.75 |
79.12 |
76.44 |
|
| R3 |
78.34 |
77.71 |
76.05 |
|
| R2 |
76.93 |
76.93 |
75.92 |
|
| R1 |
76.30 |
76.30 |
75.79 |
75.91 |
| PP |
75.52 |
75.52 |
75.52 |
75.33 |
| S1 |
74.89 |
74.89 |
75.53 |
74.50 |
| S2 |
74.11 |
74.11 |
75.40 |
|
| S3 |
72.70 |
73.48 |
75.27 |
|
| S4 |
71.29 |
72.07 |
74.88 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.69 |
92.23 |
79.38 |
|
| R3 |
89.21 |
85.75 |
77.60 |
|
| R2 |
82.73 |
82.73 |
77.01 |
|
| R1 |
79.27 |
79.27 |
76.41 |
77.76 |
| PP |
76.25 |
76.25 |
76.25 |
75.49 |
| S1 |
72.79 |
72.79 |
75.23 |
71.28 |
| S2 |
69.77 |
69.77 |
74.63 |
|
| S3 |
63.29 |
66.31 |
74.04 |
|
| S4 |
56.81 |
59.83 |
72.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.95 |
73.22 |
4.73 |
6.3% |
2.08 |
2.7% |
52% |
False |
False |
155,030 |
| 10 |
79.70 |
73.22 |
6.48 |
8.6% |
2.20 |
2.9% |
38% |
False |
False |
132,957 |
| 20 |
82.71 |
73.22 |
9.49 |
12.5% |
2.02 |
2.7% |
26% |
False |
False |
99,978 |
| 40 |
93.07 |
73.22 |
19.85 |
26.2% |
2.19 |
2.9% |
12% |
False |
False |
77,432 |
| 60 |
94.16 |
73.22 |
20.94 |
27.7% |
1.95 |
2.6% |
12% |
False |
False |
59,856 |
| 80 |
98.71 |
73.22 |
25.49 |
33.7% |
1.76 |
2.3% |
10% |
False |
False |
49,072 |
| 100 |
101.88 |
73.22 |
28.66 |
37.9% |
1.62 |
2.1% |
9% |
False |
False |
41,654 |
| 120 |
102.53 |
73.22 |
29.31 |
38.7% |
1.49 |
2.0% |
8% |
False |
False |
36,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.15 |
|
2.618 |
79.85 |
|
1.618 |
78.44 |
|
1.000 |
77.57 |
|
0.618 |
77.03 |
|
HIGH |
76.16 |
|
0.618 |
75.62 |
|
0.500 |
75.46 |
|
0.382 |
75.29 |
|
LOW |
74.75 |
|
0.618 |
73.88 |
|
1.000 |
73.34 |
|
1.618 |
72.47 |
|
2.618 |
71.06 |
|
4.250 |
68.76 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.59 |
75.49 |
| PP |
75.52 |
75.32 |
| S1 |
75.46 |
75.16 |
|