NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
77.44 |
76.76 |
-0.68 |
-0.9% |
80.28 |
High |
77.80 |
77.02 |
-0.78 |
-1.0% |
80.81 |
Low |
76.58 |
73.95 |
-2.63 |
-3.4% |
76.05 |
Close |
77.12 |
74.08 |
-3.04 |
-3.9% |
78.54 |
Range |
1.22 |
3.07 |
1.85 |
151.6% |
4.76 |
ATR |
1.98 |
2.07 |
0.08 |
4.3% |
0.00 |
Volume |
48,189 |
52,834 |
4,645 |
9.6% |
219,453 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.23 |
82.22 |
75.77 |
|
R3 |
81.16 |
79.15 |
74.92 |
|
R2 |
78.09 |
78.09 |
74.64 |
|
R1 |
76.08 |
76.08 |
74.36 |
75.55 |
PP |
75.02 |
75.02 |
75.02 |
74.75 |
S1 |
73.01 |
73.01 |
73.80 |
72.48 |
S2 |
71.95 |
71.95 |
73.52 |
|
S3 |
68.88 |
69.94 |
73.24 |
|
S4 |
65.81 |
66.87 |
72.39 |
|
|
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 |
73.95 |
5.74 |
7.7% |
2.05 |
2.8% |
2% |
False |
True |
41,307 |
10 |
80.91 |
73.95 |
6.96 |
9.4% |
2.14 |
2.9% |
2% |
False |
True |
41,540 |
20 |
82.87 |
73.95 |
8.92 |
12.0% |
1.92 |
2.6% |
1% |
False |
True |
34,069 |
40 |
92.47 |
73.95 |
18.52 |
25.0% |
2.02 |
2.7% |
1% |
False |
True |
29,097 |
60 |
93.83 |
73.95 |
19.88 |
26.8% |
1.80 |
2.4% |
1% |
False |
True |
23,650 |
80 |
98.68 |
73.95 |
24.73 |
33.4% |
1.62 |
2.2% |
1% |
False |
True |
19,317 |
100 |
101.33 |
73.95 |
27.38 |
37.0% |
1.47 |
2.0% |
0% |
False |
True |
16,371 |
120 |
101.33 |
73.95 |
27.38 |
37.0% |
1.33 |
1.8% |
0% |
False |
True |
14,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.07 |
2.618 |
85.06 |
1.618 |
81.99 |
1.000 |
80.09 |
0.618 |
78.92 |
HIGH |
77.02 |
0.618 |
75.85 |
0.500 |
75.49 |
0.382 |
75.12 |
LOW |
73.95 |
0.618 |
72.05 |
1.000 |
70.88 |
1.618 |
68.98 |
2.618 |
65.91 |
4.250 |
60.90 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.49 |
75.93 |
PP |
75.02 |
75.31 |
S1 |
74.55 |
74.70 |
|