NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
76.70 |
75.52 |
-1.18 |
-1.5% |
76.02 |
High |
77.05 |
76.61 |
-0.44 |
-0.6% |
77.81 |
Low |
75.54 |
73.82 |
-1.72 |
-2.3% |
74.01 |
Close |
75.87 |
74.17 |
-1.70 |
-2.2% |
76.59 |
Range |
1.51 |
2.79 |
1.28 |
84.8% |
3.80 |
ATR |
2.02 |
2.07 |
0.06 |
2.7% |
0.00 |
Volume |
47,602 |
35,379 |
-12,223 |
-25.7% |
222,349 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.24 |
81.49 |
75.70 |
|
R3 |
80.45 |
78.70 |
74.94 |
|
R2 |
77.66 |
77.66 |
74.68 |
|
R1 |
75.91 |
75.91 |
74.43 |
75.39 |
PP |
74.87 |
74.87 |
74.87 |
74.61 |
S1 |
73.12 |
73.12 |
73.91 |
72.60 |
S2 |
72.08 |
72.08 |
73.66 |
|
S3 |
69.29 |
70.33 |
73.40 |
|
S4 |
66.50 |
67.54 |
72.64 |
|
|
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 |
73.82 |
3.99 |
5.4% |
2.01 |
2.7% |
9% |
False |
True |
46,444 |
10 |
77.81 |
73.17 |
4.64 |
6.3% |
2.09 |
2.8% |
22% |
False |
False |
46,062 |
20 |
82.32 |
73.17 |
9.15 |
12.3% |
2.03 |
2.7% |
11% |
False |
False |
41,448 |
40 |
90.72 |
73.17 |
17.55 |
23.7% |
2.14 |
2.9% |
6% |
False |
False |
34,983 |
60 |
93.81 |
73.17 |
20.64 |
27.8% |
1.94 |
2.6% |
5% |
False |
False |
28,511 |
80 |
95.94 |
73.17 |
22.77 |
30.7% |
1.72 |
2.3% |
4% |
False |
False |
23,190 |
100 |
99.62 |
73.17 |
26.45 |
35.7% |
1.58 |
2.1% |
4% |
False |
False |
19,692 |
120 |
101.33 |
73.17 |
28.16 |
38.0% |
1.43 |
1.9% |
4% |
False |
False |
16,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.47 |
2.618 |
83.91 |
1.618 |
81.12 |
1.000 |
79.40 |
0.618 |
78.33 |
HIGH |
76.61 |
0.618 |
75.54 |
0.500 |
75.22 |
0.382 |
74.89 |
LOW |
73.82 |
0.618 |
72.10 |
1.000 |
71.03 |
1.618 |
69.31 |
2.618 |
66.52 |
4.250 |
61.96 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.22 |
75.82 |
PP |
74.87 |
75.27 |
S1 |
74.52 |
74.72 |
|