NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
76.76 |
74.20 |
-2.56 |
-3.3% |
78.24 |
| High |
77.02 |
76.23 |
-0.79 |
-1.0% |
79.65 |
| Low |
73.95 |
73.17 |
-0.78 |
-1.1% |
73.17 |
| Close |
74.06 |
75.80 |
1.74 |
2.3% |
75.80 |
| Range |
3.07 |
3.06 |
-0.01 |
-0.3% |
6.48 |
| ATR |
2.01 |
2.08 |
0.08 |
3.7% |
0.00 |
| Volume |
34,361 |
42,736 |
8,375 |
24.4% |
190,077 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.25 |
83.08 |
77.48 |
|
| R3 |
81.19 |
80.02 |
76.64 |
|
| R2 |
78.13 |
78.13 |
76.36 |
|
| R1 |
76.96 |
76.96 |
76.08 |
77.55 |
| PP |
75.07 |
75.07 |
75.07 |
75.36 |
| S1 |
73.90 |
73.90 |
75.52 |
74.49 |
| S2 |
72.01 |
72.01 |
75.24 |
|
| S3 |
68.95 |
70.84 |
74.96 |
|
| S4 |
65.89 |
67.78 |
74.12 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.65 |
92.20 |
79.36 |
|
| R3 |
89.17 |
85.72 |
77.58 |
|
| R2 |
82.69 |
82.69 |
76.99 |
|
| R1 |
79.24 |
79.24 |
76.39 |
77.73 |
| PP |
76.21 |
76.21 |
76.21 |
75.45 |
| S1 |
72.76 |
72.76 |
75.21 |
71.25 |
| S2 |
69.73 |
69.73 |
74.61 |
|
| S3 |
63.25 |
66.28 |
74.02 |
|
| S4 |
56.77 |
59.80 |
72.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.65 |
73.17 |
6.48 |
8.5% |
2.25 |
3.0% |
41% |
False |
True |
38,015 |
| 10 |
80.75 |
73.17 |
7.58 |
10.0% |
2.20 |
2.9% |
35% |
False |
True |
38,671 |
| 20 |
82.19 |
73.17 |
9.02 |
11.9% |
1.92 |
2.5% |
29% |
False |
True |
33,864 |
| 40 |
91.92 |
73.17 |
18.75 |
24.7% |
2.01 |
2.7% |
14% |
False |
True |
34,862 |
| 60 |
93.80 |
73.17 |
20.63 |
27.2% |
1.74 |
2.3% |
13% |
False |
True |
28,591 |
| 80 |
97.66 |
73.17 |
24.49 |
32.3% |
1.56 |
2.1% |
11% |
False |
True |
23,930 |
| 100 |
100.36 |
73.17 |
27.19 |
35.9% |
1.43 |
1.9% |
10% |
False |
True |
20,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.24 |
|
2.618 |
84.24 |
|
1.618 |
81.18 |
|
1.000 |
79.29 |
|
0.618 |
78.12 |
|
HIGH |
76.23 |
|
0.618 |
75.06 |
|
0.500 |
74.70 |
|
0.382 |
74.34 |
|
LOW |
73.17 |
|
0.618 |
71.28 |
|
1.000 |
70.11 |
|
1.618 |
68.22 |
|
2.618 |
65.16 |
|
4.250 |
60.17 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.43 |
75.69 |
| PP |
75.07 |
75.58 |
| S1 |
74.70 |
75.48 |
|