NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.34 |
76.29 |
1.95 |
2.6% |
75.90 |
| High |
76.37 |
77.83 |
1.46 |
1.9% |
77.83 |
| Low |
74.20 |
75.62 |
1.42 |
1.9% |
73.92 |
| Close |
75.85 |
76.51 |
0.66 |
0.9% |
76.51 |
| Range |
2.17 |
2.21 |
0.04 |
1.8% |
3.91 |
| ATR |
2.12 |
2.13 |
0.01 |
0.3% |
0.00 |
| Volume |
236,720 |
275,317 |
38,597 |
16.3% |
1,195,557 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.28 |
82.11 |
77.73 |
|
| R3 |
81.07 |
79.90 |
77.12 |
|
| R2 |
78.86 |
78.86 |
76.92 |
|
| R1 |
77.69 |
77.69 |
76.71 |
78.28 |
| PP |
76.65 |
76.65 |
76.65 |
76.95 |
| S1 |
75.48 |
75.48 |
76.31 |
76.07 |
| S2 |
74.44 |
74.44 |
76.10 |
|
| S3 |
72.23 |
73.27 |
75.90 |
|
| S4 |
70.02 |
71.06 |
75.29 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.82 |
86.07 |
78.66 |
|
| R3 |
83.91 |
82.16 |
77.59 |
|
| R2 |
80.00 |
80.00 |
77.23 |
|
| R1 |
78.25 |
78.25 |
76.87 |
79.13 |
| PP |
76.09 |
76.09 |
76.09 |
76.52 |
| S1 |
74.34 |
74.34 |
76.15 |
75.22 |
| S2 |
72.18 |
72.18 |
75.79 |
|
| S3 |
68.27 |
70.43 |
75.43 |
|
| S4 |
64.36 |
66.52 |
74.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.83 |
73.92 |
3.91 |
5.1% |
1.92 |
2.5% |
66% |
True |
False |
239,111 |
| 10 |
79.70 |
73.22 |
6.48 |
8.5% |
2.12 |
2.8% |
51% |
False |
False |
193,937 |
| 20 |
82.57 |
73.22 |
9.35 |
12.2% |
2.02 |
2.6% |
35% |
False |
False |
138,375 |
| 40 |
93.07 |
73.22 |
19.85 |
25.9% |
2.25 |
2.9% |
17% |
False |
False |
100,108 |
| 60 |
94.16 |
73.22 |
20.94 |
27.4% |
2.04 |
2.7% |
16% |
False |
False |
76,516 |
| 80 |
96.50 |
73.22 |
23.28 |
30.4% |
1.80 |
2.4% |
14% |
False |
False |
61,588 |
| 100 |
100.63 |
73.22 |
27.41 |
35.8% |
1.67 |
2.2% |
12% |
False |
False |
51,901 |
| 120 |
102.53 |
73.22 |
29.31 |
38.3% |
1.54 |
2.0% |
11% |
False |
False |
44,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.22 |
|
2.618 |
83.62 |
|
1.618 |
81.41 |
|
1.000 |
80.04 |
|
0.618 |
79.20 |
|
HIGH |
77.83 |
|
0.618 |
76.99 |
|
0.500 |
76.73 |
|
0.382 |
76.46 |
|
LOW |
75.62 |
|
0.618 |
74.25 |
|
1.000 |
73.41 |
|
1.618 |
72.04 |
|
2.618 |
69.83 |
|
4.250 |
66.23 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
76.73 |
76.30 |
| PP |
76.65 |
76.09 |
| S1 |
76.58 |
75.88 |
|