NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
76.62 |
75.51 |
-1.11 |
-1.4% |
75.90 |
High |
77.02 |
76.58 |
-0.44 |
-0.6% |
77.83 |
Low |
75.45 |
73.71 |
-1.74 |
-2.3% |
73.92 |
Close |
75.78 |
74.09 |
-1.69 |
-2.2% |
76.51 |
Range |
1.57 |
2.87 |
1.30 |
82.8% |
3.91 |
ATR |
2.09 |
2.14 |
0.06 |
2.7% |
0.00 |
Volume |
194,751 |
294,447 |
99,696 |
51.2% |
1,195,557 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.40 |
81.62 |
75.67 |
|
R3 |
80.53 |
78.75 |
74.88 |
|
R2 |
77.66 |
77.66 |
74.62 |
|
R1 |
75.88 |
75.88 |
74.35 |
75.34 |
PP |
74.79 |
74.79 |
74.79 |
74.52 |
S1 |
73.01 |
73.01 |
73.83 |
72.47 |
S2 |
71.92 |
71.92 |
73.56 |
|
S3 |
69.05 |
70.14 |
73.30 |
|
S4 |
66.18 |
67.27 |
72.51 |
|
|
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 |
73.71 |
4.12 |
5.6% |
2.06 |
2.8% |
9% |
False |
True |
270,617 |
10 |
77.92 |
73.22 |
4.70 |
6.3% |
2.15 |
2.9% |
19% |
False |
False |
218,899 |
20 |
82.57 |
73.22 |
9.35 |
12.6% |
2.09 |
2.8% |
9% |
False |
False |
157,000 |
40 |
91.28 |
73.22 |
18.06 |
24.4% |
2.24 |
3.0% |
5% |
False |
False |
110,495 |
60 |
94.16 |
73.22 |
20.94 |
28.3% |
2.06 |
2.8% |
4% |
False |
False |
83,867 |
80 |
96.50 |
73.22 |
23.28 |
31.4% |
1.83 |
2.5% |
4% |
False |
False |
67,288 |
100 |
100.38 |
73.22 |
27.16 |
36.7% |
1.70 |
2.3% |
3% |
False |
False |
56,646 |
120 |
102.53 |
73.22 |
29.31 |
39.6% |
1.56 |
2.1% |
3% |
False |
False |
48,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.78 |
2.618 |
84.09 |
1.618 |
81.22 |
1.000 |
79.45 |
0.618 |
78.35 |
HIGH |
76.58 |
0.618 |
75.48 |
0.500 |
75.15 |
0.382 |
74.81 |
LOW |
73.71 |
0.618 |
71.94 |
1.000 |
70.84 |
1.618 |
69.07 |
2.618 |
66.20 |
4.250 |
61.51 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.15 |
75.77 |
PP |
74.79 |
75.21 |
S1 |
74.44 |
74.65 |
|