NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
76.28 |
76.70 |
0.42 |
0.6% |
76.02 |
| High |
77.81 |
77.05 |
-0.76 |
-1.0% |
77.81 |
| Low |
75.63 |
75.54 |
-0.09 |
-0.1% |
74.01 |
| Close |
76.59 |
75.87 |
-0.72 |
-0.9% |
76.59 |
| Range |
2.18 |
1.51 |
-0.67 |
-30.7% |
3.80 |
| ATR |
2.06 |
2.02 |
-0.04 |
-1.9% |
0.00 |
| Volume |
50,358 |
47,602 |
-2,756 |
-5.5% |
222,349 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.68 |
79.79 |
76.70 |
|
| R3 |
79.17 |
78.28 |
76.29 |
|
| R2 |
77.66 |
77.66 |
76.15 |
|
| R1 |
76.77 |
76.77 |
76.01 |
76.46 |
| PP |
76.15 |
76.15 |
76.15 |
76.00 |
| S1 |
75.26 |
75.26 |
75.73 |
74.95 |
| S2 |
74.64 |
74.64 |
75.59 |
|
| S3 |
73.13 |
73.75 |
75.45 |
|
| S4 |
71.62 |
72.24 |
75.04 |
|
|
| 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% |
1.90 |
2.5% |
49% |
False |
False |
46,364 |
| 10 |
77.90 |
73.17 |
4.73 |
6.2% |
1.97 |
2.6% |
57% |
False |
False |
45,899 |
| 20 |
82.32 |
73.17 |
9.15 |
12.1% |
1.95 |
2.6% |
30% |
False |
False |
40,719 |
| 40 |
92.47 |
73.17 |
19.30 |
25.4% |
2.15 |
2.8% |
14% |
False |
False |
34,523 |
| 60 |
93.81 |
73.17 |
20.64 |
27.2% |
1.93 |
2.5% |
13% |
False |
False |
28,123 |
| 80 |
95.94 |
73.17 |
22.77 |
30.0% |
1.69 |
2.2% |
12% |
False |
False |
22,814 |
| 100 |
99.76 |
73.17 |
26.59 |
35.0% |
1.56 |
2.1% |
10% |
False |
False |
19,367 |
| 120 |
101.33 |
73.17 |
28.16 |
37.1% |
1.41 |
1.9% |
10% |
False |
False |
16,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.47 |
|
2.618 |
81.00 |
|
1.618 |
79.49 |
|
1.000 |
78.56 |
|
0.618 |
77.98 |
|
HIGH |
77.05 |
|
0.618 |
76.47 |
|
0.500 |
76.30 |
|
0.382 |
76.12 |
|
LOW |
75.54 |
|
0.618 |
74.61 |
|
1.000 |
74.03 |
|
1.618 |
73.10 |
|
2.618 |
71.59 |
|
4.250 |
69.12 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
76.30 |
75.98 |
| PP |
76.15 |
75.94 |
| S1 |
76.01 |
75.91 |
|