NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 26-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
75.52 |
73.94 |
-1.58 |
-2.1% |
76.02 |
High |
76.61 |
74.56 |
-2.05 |
-2.7% |
77.81 |
Low |
73.82 |
73.40 |
-0.42 |
-0.6% |
74.01 |
Close |
74.17 |
73.76 |
-0.41 |
-0.6% |
76.59 |
Range |
2.79 |
1.16 |
-1.63 |
-58.4% |
3.80 |
ATR |
2.07 |
2.01 |
-0.07 |
-3.1% |
0.00 |
Volume |
35,379 |
41,536 |
6,157 |
17.4% |
222,349 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.39 |
76.73 |
74.40 |
|
R3 |
76.23 |
75.57 |
74.08 |
|
R2 |
75.07 |
75.07 |
73.97 |
|
R1 |
74.41 |
74.41 |
73.87 |
74.16 |
PP |
73.91 |
73.91 |
73.91 |
73.78 |
S1 |
73.25 |
73.25 |
73.65 |
73.00 |
S2 |
72.75 |
72.75 |
73.55 |
|
S3 |
71.59 |
72.09 |
73.44 |
|
S4 |
70.43 |
70.93 |
73.12 |
|
|
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 |
73.40 |
4.41 |
6.0% |
1.96 |
2.7% |
8% |
False |
True |
48,387 |
10 |
77.81 |
73.17 |
4.64 |
6.3% |
2.09 |
2.8% |
13% |
False |
False |
45,396 |
20 |
81.67 |
73.17 |
8.50 |
11.5% |
2.02 |
2.7% |
7% |
False |
False |
42,606 |
40 |
88.99 |
73.17 |
15.82 |
21.4% |
2.11 |
2.9% |
4% |
False |
False |
35,128 |
60 |
93.67 |
73.17 |
20.50 |
27.8% |
1.93 |
2.6% |
3% |
False |
False |
28,956 |
80 |
95.94 |
73.17 |
22.77 |
30.9% |
1.72 |
2.3% |
3% |
False |
False |
23,667 |
100 |
99.09 |
73.17 |
25.92 |
35.1% |
1.58 |
2.1% |
2% |
False |
False |
20,087 |
120 |
101.33 |
73.17 |
28.16 |
38.2% |
1.43 |
1.9% |
2% |
False |
False |
17,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.49 |
2.618 |
77.60 |
1.618 |
76.44 |
1.000 |
75.72 |
0.618 |
75.28 |
HIGH |
74.56 |
0.618 |
74.12 |
0.500 |
73.98 |
0.382 |
73.84 |
LOW |
73.40 |
0.618 |
72.68 |
1.000 |
72.24 |
1.618 |
71.52 |
2.618 |
70.36 |
4.250 |
68.47 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
73.98 |
75.23 |
PP |
73.91 |
74.74 |
S1 |
73.83 |
74.25 |
|