NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.23 |
76.02 |
1.79 |
2.4% |
78.54 |
| High |
76.23 |
76.02 |
-0.21 |
-0.3% |
79.69 |
| Low |
73.17 |
74.73 |
1.56 |
2.1% |
73.17 |
| Close |
75.79 |
75.71 |
-0.08 |
-0.1% |
75.79 |
| Range |
3.06 |
1.29 |
-1.77 |
-57.8% |
6.52 |
| ATR |
2.14 |
2.08 |
-0.06 |
-2.8% |
0.00 |
| Volume |
54,269 |
38,127 |
-16,142 |
-29.7% |
226,499 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.36 |
78.82 |
76.42 |
|
| R3 |
78.07 |
77.53 |
76.06 |
|
| R2 |
76.78 |
76.78 |
75.95 |
|
| R1 |
76.24 |
76.24 |
75.83 |
75.87 |
| PP |
75.49 |
75.49 |
75.49 |
75.30 |
| S1 |
74.95 |
74.95 |
75.59 |
74.58 |
| S2 |
74.20 |
74.20 |
75.47 |
|
| S3 |
72.91 |
73.66 |
75.36 |
|
| S4 |
71.62 |
72.37 |
75.00 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.78 |
92.30 |
79.38 |
|
| R3 |
89.26 |
85.78 |
77.58 |
|
| R2 |
82.74 |
82.74 |
76.99 |
|
| R1 |
79.26 |
79.26 |
76.39 |
77.74 |
| PP |
76.22 |
76.22 |
76.22 |
75.46 |
| S1 |
72.74 |
72.74 |
75.19 |
71.22 |
| S2 |
69.70 |
69.70 |
74.59 |
|
| S3 |
63.18 |
66.22 |
74.00 |
|
| S4 |
56.66 |
59.70 |
72.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.90 |
73.17 |
4.73 |
6.2% |
2.03 |
2.7% |
54% |
False |
False |
45,434 |
| 10 |
79.69 |
73.17 |
6.52 |
8.6% |
2.14 |
2.8% |
39% |
False |
False |
45,643 |
| 20 |
82.32 |
73.17 |
9.15 |
12.1% |
1.95 |
2.6% |
28% |
False |
False |
35,875 |
| 40 |
92.47 |
73.17 |
19.30 |
25.5% |
2.08 |
2.7% |
13% |
False |
False |
30,789 |
| 60 |
93.83 |
73.17 |
20.66 |
27.3% |
1.83 |
2.4% |
12% |
False |
False |
24,896 |
| 80 |
98.12 |
73.17 |
24.95 |
33.0% |
1.65 |
2.2% |
10% |
False |
False |
20,300 |
| 100 |
101.11 |
73.17 |
27.94 |
36.9% |
1.50 |
2.0% |
9% |
False |
False |
17,220 |
| 120 |
101.33 |
73.17 |
28.16 |
37.2% |
1.35 |
1.8% |
9% |
False |
False |
14,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.50 |
|
2.618 |
79.40 |
|
1.618 |
78.11 |
|
1.000 |
77.31 |
|
0.618 |
76.82 |
|
HIGH |
76.02 |
|
0.618 |
75.53 |
|
0.500 |
75.38 |
|
0.382 |
75.22 |
|
LOW |
74.73 |
|
0.618 |
73.93 |
|
1.000 |
73.44 |
|
1.618 |
72.64 |
|
2.618 |
71.35 |
|
4.250 |
69.25 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.60 |
75.51 |
| PP |
75.49 |
75.30 |
| S1 |
75.38 |
75.10 |
|