NYMEX Light Sweet Crude Oil Future January 2015
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 |
75.54 |
74.26 |
-1.28 |
-1.7% |
78.45 |
High |
76.48 |
75.42 |
-1.06 |
-1.4% |
79.70 |
Low |
74.17 |
73.92 |
-0.25 |
-0.3% |
73.22 |
Close |
74.64 |
74.50 |
-0.14 |
-0.2% |
75.82 |
Range |
2.31 |
1.50 |
-0.81 |
-35.1% |
6.48 |
ATR |
2.16 |
2.12 |
-0.05 |
-2.2% |
0.00 |
Volume |
188,957 |
351,853 |
162,896 |
86.2% |
743,820 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.11 |
78.31 |
75.33 |
|
R3 |
77.61 |
76.81 |
74.91 |
|
R2 |
76.11 |
76.11 |
74.78 |
|
R1 |
75.31 |
75.31 |
74.64 |
75.71 |
PP |
74.61 |
74.61 |
74.61 |
74.82 |
S1 |
73.81 |
73.81 |
74.36 |
74.21 |
S2 |
73.11 |
73.11 |
74.23 |
|
S3 |
71.61 |
72.31 |
74.09 |
|
S4 |
70.11 |
70.81 |
73.68 |
|
|
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 |
77.09 |
73.22 |
3.87 |
5.2% |
2.27 |
3.0% |
33% |
False |
False |
205,074 |
10 |
79.70 |
73.22 |
6.48 |
8.7% |
2.05 |
2.7% |
20% |
False |
False |
161,846 |
20 |
82.57 |
73.22 |
9.35 |
12.6% |
1.99 |
2.7% |
14% |
False |
False |
120,807 |
40 |
93.07 |
73.22 |
19.85 |
26.6% |
2.21 |
3.0% |
6% |
False |
False |
89,444 |
60 |
94.16 |
73.22 |
20.94 |
28.1% |
1.99 |
2.7% |
6% |
False |
False |
68,456 |
80 |
98.03 |
73.22 |
24.81 |
33.3% |
1.79 |
2.4% |
5% |
False |
False |
55,482 |
100 |
101.87 |
73.22 |
28.65 |
38.5% |
1.64 |
2.2% |
4% |
False |
False |
46,925 |
120 |
102.53 |
73.22 |
29.31 |
39.3% |
1.52 |
2.0% |
4% |
False |
False |
40,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.80 |
2.618 |
79.35 |
1.618 |
77.85 |
1.000 |
76.92 |
0.618 |
76.35 |
HIGH |
75.42 |
0.618 |
74.85 |
0.500 |
74.67 |
0.382 |
74.49 |
LOW |
73.92 |
0.618 |
72.99 |
1.000 |
72.42 |
1.618 |
71.49 |
2.618 |
69.99 |
4.250 |
67.55 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
74.67 |
75.20 |
PP |
74.61 |
74.97 |
S1 |
74.56 |
74.73 |
|