NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
77.27 |
76.76 |
-0.51 |
-0.7% |
80.21 |
High |
77.78 |
77.02 |
-0.76 |
-1.0% |
80.75 |
Low |
76.60 |
73.95 |
-2.65 |
-3.5% |
76.14 |
Close |
77.13 |
74.06 |
-3.07 |
-4.0% |
78.54 |
Range |
1.18 |
3.07 |
1.89 |
160.2% |
4.61 |
ATR |
1.92 |
2.01 |
0.09 |
4.7% |
0.00 |
Volume |
36,697 |
34,361 |
-2,336 |
-6.4% |
196,637 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.22 |
82.21 |
75.75 |
|
R3 |
81.15 |
79.14 |
74.90 |
|
R2 |
78.08 |
78.08 |
74.62 |
|
R1 |
76.07 |
76.07 |
74.34 |
75.54 |
PP |
75.01 |
75.01 |
75.01 |
74.75 |
S1 |
73.00 |
73.00 |
73.78 |
72.47 |
S2 |
71.94 |
71.94 |
73.50 |
|
S3 |
68.87 |
69.93 |
73.22 |
|
S4 |
65.80 |
66.86 |
72.37 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.31 |
90.03 |
81.08 |
|
R3 |
87.70 |
85.42 |
79.81 |
|
R2 |
83.09 |
83.09 |
79.39 |
|
R1 |
80.81 |
80.81 |
78.96 |
79.65 |
PP |
78.48 |
78.48 |
78.48 |
77.89 |
S1 |
76.20 |
76.20 |
78.12 |
75.04 |
S2 |
73.87 |
73.87 |
77.69 |
|
S3 |
69.26 |
71.59 |
77.27 |
|
S4 |
64.65 |
66.98 |
76.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.65 |
73.95 |
5.70 |
7.7% |
1.98 |
2.7% |
2% |
False |
True |
35,743 |
10 |
80.75 |
73.95 |
6.80 |
9.2% |
2.06 |
2.8% |
2% |
False |
True |
36,323 |
20 |
82.50 |
73.95 |
8.55 |
11.5% |
1.86 |
2.5% |
1% |
False |
True |
34,148 |
40 |
91.92 |
73.95 |
17.97 |
24.3% |
1.96 |
2.6% |
1% |
False |
True |
34,222 |
60 |
93.80 |
73.95 |
19.85 |
26.8% |
1.72 |
2.3% |
1% |
False |
True |
28,013 |
80 |
97.98 |
73.95 |
24.03 |
32.4% |
1.53 |
2.1% |
0% |
False |
True |
23,560 |
100 |
100.52 |
73.95 |
26.57 |
35.9% |
1.40 |
1.9% |
0% |
False |
True |
20,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.07 |
2.618 |
85.06 |
1.618 |
81.99 |
1.000 |
80.09 |
0.618 |
78.92 |
HIGH |
77.02 |
0.618 |
75.85 |
0.500 |
75.49 |
0.382 |
75.12 |
LOW |
73.95 |
0.618 |
72.05 |
1.000 |
70.88 |
1.618 |
68.98 |
2.618 |
65.91 |
4.250 |
60.90 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.49 |
75.93 |
PP |
75.01 |
75.30 |
S1 |
74.54 |
74.68 |
|