NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
77.19 |
77.44 |
0.25 |
0.3% |
80.28 |
High |
77.90 |
77.80 |
-0.10 |
-0.1% |
80.81 |
Low |
76.38 |
76.58 |
0.20 |
0.3% |
76.05 |
Close |
77.83 |
77.12 |
-0.71 |
-0.9% |
78.54 |
Range |
1.52 |
1.22 |
-0.30 |
-19.7% |
4.76 |
ATR |
2.04 |
1.98 |
-0.06 |
-2.8% |
0.00 |
Volume |
33,753 |
48,189 |
14,436 |
42.8% |
219,453 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.83 |
80.19 |
77.79 |
|
R3 |
79.61 |
78.97 |
77.46 |
|
R2 |
78.39 |
78.39 |
77.34 |
|
R1 |
77.75 |
77.75 |
77.23 |
77.46 |
PP |
77.17 |
77.17 |
77.17 |
77.02 |
S1 |
76.53 |
76.53 |
77.01 |
76.24 |
S2 |
75.95 |
75.95 |
76.90 |
|
S3 |
74.73 |
75.31 |
76.78 |
|
S4 |
73.51 |
74.09 |
76.45 |
|
|
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% |
1.77 |
2.3% |
22% |
False |
False |
42,020 |
10 |
81.67 |
76.05 |
5.62 |
7.3% |
1.95 |
2.5% |
19% |
False |
False |
39,815 |
20 |
82.97 |
76.05 |
6.92 |
9.0% |
2.01 |
2.6% |
15% |
False |
False |
33,347 |
40 |
92.47 |
76.05 |
16.42 |
21.3% |
1.98 |
2.6% |
7% |
False |
False |
28,078 |
60 |
93.83 |
76.05 |
17.78 |
23.1% |
1.76 |
2.3% |
6% |
False |
False |
22,975 |
80 |
98.68 |
76.05 |
22.63 |
29.3% |
1.59 |
2.1% |
5% |
False |
False |
18,773 |
100 |
101.33 |
76.05 |
25.28 |
32.8% |
1.45 |
1.9% |
4% |
False |
False |
15,862 |
120 |
101.33 |
76.05 |
25.28 |
32.8% |
1.31 |
1.7% |
4% |
False |
False |
13,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.99 |
2.618 |
80.99 |
1.618 |
79.77 |
1.000 |
79.02 |
0.618 |
78.55 |
HIGH |
77.80 |
0.618 |
77.33 |
0.500 |
77.19 |
0.382 |
77.05 |
LOW |
76.58 |
0.618 |
75.83 |
1.000 |
75.36 |
1.618 |
74.61 |
2.618 |
73.39 |
4.250 |
71.40 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.19 |
78.04 |
PP |
77.17 |
77.73 |
S1 |
77.14 |
77.43 |
|