NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
78.54 |
77.19 |
-1.35 |
-1.7% |
80.28 |
High |
79.69 |
77.90 |
-1.79 |
-2.2% |
80.81 |
Low |
77.11 |
76.38 |
-0.73 |
-0.9% |
76.05 |
Close |
77.36 |
77.83 |
0.47 |
0.6% |
78.54 |
Range |
2.58 |
1.52 |
-1.06 |
-41.1% |
4.76 |
ATR |
2.08 |
2.04 |
-0.04 |
-1.9% |
0.00 |
Volume |
37,454 |
33,753 |
-3,701 |
-9.9% |
219,453 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.93 |
81.40 |
78.67 |
|
R3 |
80.41 |
79.88 |
78.25 |
|
R2 |
78.89 |
78.89 |
78.11 |
|
R1 |
78.36 |
78.36 |
77.97 |
78.63 |
PP |
77.37 |
77.37 |
77.37 |
77.50 |
S1 |
76.84 |
76.84 |
77.69 |
77.11 |
S2 |
75.85 |
75.85 |
77.55 |
|
S3 |
74.33 |
75.32 |
77.41 |
|
S4 |
72.81 |
73.80 |
76.99 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.75 |
90.40 |
81.16 |
|
R3 |
87.99 |
85.64 |
79.85 |
|
R2 |
83.23 |
83.23 |
79.41 |
|
R1 |
80.88 |
80.88 |
78.98 |
79.68 |
PP |
78.47 |
78.47 |
78.47 |
77.86 |
S1 |
76.12 |
76.12 |
78.10 |
74.92 |
S2 |
73.71 |
73.71 |
77.67 |
|
S3 |
68.95 |
71.36 |
77.23 |
|
S4 |
64.19 |
66.60 |
75.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.69 |
76.38 |
3.31 |
4.3% |
2.06 |
2.6% |
44% |
False |
True |
43,596 |
10 |
82.32 |
76.05 |
6.27 |
8.1% |
1.96 |
2.5% |
28% |
False |
False |
36,834 |
20 |
82.97 |
76.05 |
6.92 |
8.9% |
2.06 |
2.6% |
26% |
False |
False |
32,957 |
40 |
92.53 |
76.05 |
16.48 |
21.2% |
1.98 |
2.5% |
11% |
False |
False |
27,202 |
60 |
93.83 |
76.05 |
17.78 |
22.8% |
1.76 |
2.3% |
10% |
False |
False |
22,283 |
80 |
98.68 |
76.05 |
22.63 |
29.1% |
1.58 |
2.0% |
8% |
False |
False |
18,256 |
100 |
101.33 |
76.05 |
25.28 |
32.5% |
1.44 |
1.8% |
7% |
False |
False |
15,396 |
120 |
101.33 |
76.05 |
25.28 |
32.5% |
1.30 |
1.7% |
7% |
False |
False |
13,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.36 |
2.618 |
81.88 |
1.618 |
80.36 |
1.000 |
79.42 |
0.618 |
78.84 |
HIGH |
77.90 |
0.618 |
77.32 |
0.500 |
77.14 |
0.382 |
76.96 |
LOW |
76.38 |
0.618 |
75.44 |
1.000 |
74.86 |
1.618 |
73.92 |
2.618 |
72.40 |
4.250 |
69.92 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.60 |
78.04 |
PP |
77.37 |
77.97 |
S1 |
77.14 |
77.90 |
|