NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.27 |
76.28 |
2.01 |
2.7% |
76.02 |
| High |
76.33 |
77.81 |
1.48 |
1.9% |
77.81 |
| Low |
74.15 |
75.63 |
1.48 |
2.0% |
74.01 |
| Close |
75.85 |
76.59 |
0.74 |
1.0% |
76.59 |
| Range |
2.18 |
2.18 |
0.00 |
0.0% |
3.80 |
| ATR |
2.05 |
2.06 |
0.01 |
0.5% |
0.00 |
| Volume |
67,061 |
50,358 |
-16,703 |
-24.9% |
222,349 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.22 |
82.08 |
77.79 |
|
| R3 |
81.04 |
79.90 |
77.19 |
|
| R2 |
78.86 |
78.86 |
76.99 |
|
| R1 |
77.72 |
77.72 |
76.79 |
78.29 |
| PP |
76.68 |
76.68 |
76.68 |
76.96 |
| S1 |
75.54 |
75.54 |
76.39 |
76.11 |
| S2 |
74.50 |
74.50 |
76.19 |
|
| S3 |
72.32 |
73.36 |
75.99 |
|
| S4 |
70.14 |
71.18 |
75.39 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.54 |
85.86 |
78.68 |
|
| R3 |
83.74 |
82.06 |
77.64 |
|
| R2 |
79.94 |
79.94 |
77.29 |
|
| R1 |
78.26 |
78.26 |
76.94 |
79.10 |
| PP |
76.14 |
76.14 |
76.14 |
76.56 |
| S1 |
74.46 |
74.46 |
76.24 |
75.30 |
| S2 |
72.34 |
72.34 |
75.89 |
|
| S3 |
68.54 |
70.66 |
75.55 |
|
| S4 |
64.74 |
66.86 |
74.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.81 |
74.01 |
3.80 |
5.0% |
1.85 |
2.4% |
68% |
True |
False |
44,469 |
| 10 |
79.69 |
73.17 |
6.52 |
8.5% |
2.07 |
2.7% |
52% |
False |
False |
44,884 |
| 20 |
82.32 |
73.17 |
9.15 |
11.9% |
1.96 |
2.6% |
37% |
False |
False |
39,630 |
| 40 |
92.47 |
73.17 |
19.30 |
25.2% |
2.15 |
2.8% |
18% |
False |
False |
33,717 |
| 60 |
93.83 |
73.17 |
20.66 |
27.0% |
1.92 |
2.5% |
17% |
False |
False |
27,459 |
| 80 |
95.94 |
73.17 |
22.77 |
29.7% |
1.69 |
2.2% |
15% |
False |
False |
22,318 |
| 100 |
99.89 |
73.17 |
26.72 |
34.9% |
1.55 |
2.0% |
13% |
False |
False |
18,927 |
| 120 |
101.33 |
73.17 |
28.16 |
36.8% |
1.41 |
1.8% |
12% |
False |
False |
16,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.08 |
|
2.618 |
83.52 |
|
1.618 |
81.34 |
|
1.000 |
79.99 |
|
0.618 |
79.16 |
|
HIGH |
77.81 |
|
0.618 |
76.98 |
|
0.500 |
76.72 |
|
0.382 |
76.46 |
|
LOW |
75.63 |
|
0.618 |
74.28 |
|
1.000 |
73.45 |
|
1.618 |
72.10 |
|
2.618 |
69.92 |
|
4.250 |
66.37 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
76.72 |
76.36 |
| PP |
76.68 |
76.14 |
| S1 |
76.63 |
75.91 |
|