NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
76.02 |
75.41 |
-0.61 |
-0.8% |
78.54 |
| High |
76.02 |
76.50 |
0.48 |
0.6% |
79.69 |
| Low |
74.73 |
74.26 |
-0.47 |
-0.6% |
73.17 |
| Close |
75.71 |
74.73 |
-0.98 |
-1.3% |
75.79 |
| Range |
1.29 |
2.24 |
0.95 |
73.6% |
6.52 |
| ATR |
2.08 |
2.09 |
0.01 |
0.6% |
0.00 |
| Volume |
38,127 |
34,979 |
-3,148 |
-8.3% |
226,499 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.88 |
80.55 |
75.96 |
|
| R3 |
79.64 |
78.31 |
75.35 |
|
| R2 |
77.40 |
77.40 |
75.14 |
|
| R1 |
76.07 |
76.07 |
74.94 |
75.62 |
| PP |
75.16 |
75.16 |
75.16 |
74.94 |
| S1 |
73.83 |
73.83 |
74.52 |
73.38 |
| S2 |
72.92 |
72.92 |
74.32 |
|
| S3 |
70.68 |
71.59 |
74.11 |
|
| S4 |
68.44 |
69.35 |
73.50 |
|
|
| 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 |
77.80 |
73.17 |
4.63 |
6.2% |
2.18 |
2.9% |
34% |
False |
False |
45,679 |
| 10 |
79.69 |
73.17 |
6.52 |
8.7% |
2.12 |
2.8% |
24% |
False |
False |
44,637 |
| 20 |
82.32 |
73.17 |
9.15 |
12.2% |
1.98 |
2.7% |
17% |
False |
False |
36,459 |
| 40 |
92.47 |
73.17 |
19.30 |
25.8% |
2.11 |
2.8% |
8% |
False |
False |
31,374 |
| 60 |
93.83 |
73.17 |
20.66 |
27.6% |
1.86 |
2.5% |
8% |
False |
False |
25,323 |
| 80 |
97.63 |
73.17 |
24.46 |
32.7% |
1.66 |
2.2% |
6% |
False |
False |
20,624 |
| 100 |
101.11 |
73.17 |
27.94 |
37.4% |
1.52 |
2.0% |
6% |
False |
False |
17,538 |
| 120 |
101.33 |
73.17 |
28.16 |
37.7% |
1.37 |
1.8% |
6% |
False |
False |
15,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.02 |
|
2.618 |
82.36 |
|
1.618 |
80.12 |
|
1.000 |
78.74 |
|
0.618 |
77.88 |
|
HIGH |
76.50 |
|
0.618 |
75.64 |
|
0.500 |
75.38 |
|
0.382 |
75.12 |
|
LOW |
74.26 |
|
0.618 |
72.88 |
|
1.000 |
72.02 |
|
1.618 |
70.64 |
|
2.618 |
68.40 |
|
4.250 |
64.74 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.38 |
74.84 |
| PP |
75.16 |
74.80 |
| S1 |
74.95 |
74.77 |
|