NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
74.30 |
74.27 |
-0.03 |
0.0% |
78.54 |
High |
75.39 |
76.33 |
0.94 |
1.2% |
79.69 |
Low |
74.01 |
74.15 |
0.14 |
0.2% |
73.17 |
Close |
74.43 |
75.85 |
1.42 |
1.9% |
75.79 |
Range |
1.38 |
2.18 |
0.80 |
58.0% |
6.52 |
ATR |
2.04 |
2.05 |
0.01 |
0.5% |
0.00 |
Volume |
31,824 |
67,061 |
35,237 |
110.7% |
226,499 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.98 |
81.10 |
77.05 |
|
R3 |
79.80 |
78.92 |
76.45 |
|
R2 |
77.62 |
77.62 |
76.25 |
|
R1 |
76.74 |
76.74 |
76.05 |
77.18 |
PP |
75.44 |
75.44 |
75.44 |
75.67 |
S1 |
74.56 |
74.56 |
75.65 |
75.00 |
S2 |
73.26 |
73.26 |
75.45 |
|
S3 |
71.08 |
72.38 |
75.25 |
|
S4 |
68.90 |
70.20 |
74.65 |
|
|
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 |
76.50 |
73.17 |
3.33 |
4.4% |
2.03 |
2.7% |
80% |
False |
False |
45,252 |
10 |
79.69 |
73.17 |
6.52 |
8.6% |
2.04 |
2.7% |
41% |
False |
False |
43,279 |
20 |
82.32 |
73.17 |
9.15 |
12.1% |
1.92 |
2.5% |
29% |
False |
False |
38,492 |
40 |
92.47 |
73.17 |
19.30 |
25.4% |
2.12 |
2.8% |
14% |
False |
False |
32,890 |
60 |
93.83 |
73.17 |
20.66 |
27.2% |
1.90 |
2.5% |
13% |
False |
False |
26,720 |
80 |
96.27 |
73.17 |
23.10 |
30.5% |
1.68 |
2.2% |
12% |
False |
False |
21,744 |
100 |
100.76 |
73.17 |
27.59 |
36.4% |
1.54 |
2.0% |
10% |
False |
False |
18,455 |
120 |
101.33 |
73.17 |
28.16 |
37.1% |
1.39 |
1.8% |
10% |
False |
False |
15,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.60 |
2.618 |
82.04 |
1.618 |
79.86 |
1.000 |
78.51 |
0.618 |
77.68 |
HIGH |
76.33 |
0.618 |
75.50 |
0.500 |
75.24 |
0.382 |
74.98 |
LOW |
74.15 |
0.618 |
72.80 |
1.000 |
71.97 |
1.618 |
70.62 |
2.618 |
68.44 |
4.250 |
64.89 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.65 |
75.65 |
PP |
75.44 |
75.45 |
S1 |
75.24 |
75.26 |
|