NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
75.41 |
74.30 |
-1.11 |
-1.5% |
78.54 |
| High |
76.50 |
75.39 |
-1.11 |
-1.5% |
79.69 |
| Low |
74.26 |
74.01 |
-0.25 |
-0.3% |
73.17 |
| Close |
74.73 |
74.43 |
-0.30 |
-0.4% |
75.79 |
| Range |
2.24 |
1.38 |
-0.86 |
-38.4% |
6.52 |
| ATR |
2.09 |
2.04 |
-0.05 |
-2.4% |
0.00 |
| Volume |
34,979 |
31,824 |
-3,155 |
-9.0% |
226,499 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.75 |
77.97 |
75.19 |
|
| R3 |
77.37 |
76.59 |
74.81 |
|
| R2 |
75.99 |
75.99 |
74.68 |
|
| R1 |
75.21 |
75.21 |
74.56 |
75.60 |
| PP |
74.61 |
74.61 |
74.61 |
74.81 |
| S1 |
73.83 |
73.83 |
74.30 |
74.22 |
| S2 |
73.23 |
73.23 |
74.18 |
|
| S3 |
71.85 |
72.45 |
74.05 |
|
| S4 |
70.47 |
71.07 |
73.67 |
|
|
| 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 |
77.02 |
73.17 |
3.85 |
5.2% |
2.21 |
3.0% |
33% |
False |
False |
42,406 |
| 10 |
79.69 |
73.17 |
6.52 |
8.8% |
1.99 |
2.7% |
19% |
False |
False |
42,213 |
| 20 |
82.32 |
73.17 |
9.15 |
12.3% |
1.92 |
2.6% |
14% |
False |
False |
36,667 |
| 40 |
92.47 |
73.17 |
19.30 |
25.9% |
2.10 |
2.8% |
7% |
False |
False |
31,750 |
| 60 |
93.83 |
73.17 |
20.66 |
27.8% |
1.87 |
2.5% |
6% |
False |
False |
25,762 |
| 80 |
97.42 |
73.17 |
24.25 |
32.6% |
1.67 |
2.2% |
5% |
False |
False |
20,961 |
| 100 |
101.11 |
73.17 |
27.94 |
37.5% |
1.52 |
2.0% |
5% |
False |
False |
17,812 |
| 120 |
101.33 |
73.17 |
28.16 |
37.8% |
1.38 |
1.9% |
4% |
False |
False |
15,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.26 |
|
2.618 |
79.00 |
|
1.618 |
77.62 |
|
1.000 |
76.77 |
|
0.618 |
76.24 |
|
HIGH |
75.39 |
|
0.618 |
74.86 |
|
0.500 |
74.70 |
|
0.382 |
74.54 |
|
LOW |
74.01 |
|
0.618 |
73.16 |
|
1.000 |
72.63 |
|
1.618 |
71.78 |
|
2.618 |
70.40 |
|
4.250 |
68.15 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
74.70 |
75.26 |
| PP |
74.61 |
74.98 |
| S1 |
74.52 |
74.71 |
|