NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
73.94 |
73.55 |
-0.39 |
-0.5% |
76.70 |
High |
74.56 |
73.62 |
-0.94 |
-1.3% |
77.05 |
Low |
73.40 |
65.92 |
-7.48 |
-10.2% |
65.92 |
Close |
73.76 |
66.26 |
-7.50 |
-10.2% |
66.26 |
Range |
1.16 |
7.70 |
6.54 |
563.8% |
11.13 |
ATR |
2.01 |
2.43 |
0.42 |
20.7% |
0.00 |
Volume |
41,536 |
41,951 |
415 |
1.0% |
166,468 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.70 |
86.68 |
70.50 |
|
R3 |
84.00 |
78.98 |
68.38 |
|
R2 |
76.30 |
76.30 |
67.67 |
|
R1 |
71.28 |
71.28 |
66.97 |
69.94 |
PP |
68.60 |
68.60 |
68.60 |
67.93 |
S1 |
63.58 |
63.58 |
65.55 |
62.24 |
S2 |
60.90 |
60.90 |
64.85 |
|
S3 |
53.20 |
55.88 |
64.14 |
|
S4 |
45.50 |
48.18 |
62.03 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.13 |
95.83 |
72.38 |
|
R3 |
92.00 |
84.70 |
69.32 |
|
R2 |
80.87 |
80.87 |
68.30 |
|
R1 |
73.57 |
73.57 |
67.28 |
71.66 |
PP |
69.74 |
69.74 |
69.74 |
68.79 |
S1 |
62.44 |
62.44 |
65.24 |
60.53 |
S2 |
58.61 |
58.61 |
64.22 |
|
S3 |
47.48 |
51.31 |
63.20 |
|
S4 |
36.35 |
40.18 |
60.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.81 |
65.92 |
11.89 |
17.9% |
3.07 |
4.6% |
3% |
False |
True |
43,365 |
10 |
77.81 |
65.92 |
11.89 |
17.9% |
2.55 |
3.8% |
3% |
False |
True |
44,308 |
20 |
80.91 |
65.92 |
14.99 |
22.6% |
2.34 |
3.5% |
2% |
False |
True |
42,924 |
40 |
88.99 |
65.92 |
23.07 |
34.8% |
2.24 |
3.4% |
1% |
False |
True |
35,415 |
60 |
93.36 |
65.92 |
27.44 |
41.4% |
2.04 |
3.1% |
1% |
False |
True |
29,454 |
80 |
95.94 |
65.92 |
30.02 |
45.3% |
1.81 |
2.7% |
1% |
False |
True |
24,095 |
100 |
99.09 |
65.92 |
33.17 |
50.1% |
1.65 |
2.5% |
1% |
False |
True |
20,476 |
120 |
101.33 |
65.92 |
35.41 |
53.4% |
1.49 |
2.3% |
1% |
False |
True |
17,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.35 |
2.618 |
93.78 |
1.618 |
86.08 |
1.000 |
81.32 |
0.618 |
78.38 |
HIGH |
73.62 |
0.618 |
70.68 |
0.500 |
69.77 |
0.382 |
68.86 |
LOW |
65.92 |
0.618 |
61.16 |
1.000 |
58.22 |
1.618 |
53.46 |
2.618 |
45.76 |
4.250 |
33.20 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
69.77 |
71.27 |
PP |
68.60 |
69.60 |
S1 |
67.43 |
67.93 |
|