NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
74.20 |
75.85 |
1.65 |
2.2% |
78.24 |
High |
76.23 |
76.04 |
-0.19 |
-0.2% |
79.65 |
Low |
73.17 |
74.73 |
1.56 |
2.1% |
73.17 |
Close |
75.80 |
75.80 |
0.00 |
0.0% |
75.80 |
Range |
3.06 |
1.31 |
-1.75 |
-57.2% |
6.48 |
ATR |
2.08 |
2.03 |
-0.06 |
-2.7% |
0.00 |
Volume |
42,736 |
32,431 |
-10,305 |
-24.1% |
190,077 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.45 |
78.94 |
76.52 |
|
R3 |
78.14 |
77.63 |
76.16 |
|
R2 |
76.83 |
76.83 |
76.04 |
|
R1 |
76.32 |
76.32 |
75.92 |
75.92 |
PP |
75.52 |
75.52 |
75.52 |
75.33 |
S1 |
75.01 |
75.01 |
75.68 |
74.61 |
S2 |
74.21 |
74.21 |
75.56 |
|
S3 |
72.90 |
73.70 |
75.44 |
|
S4 |
71.59 |
72.39 |
75.08 |
|
|
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 |
77.90 |
73.17 |
4.73 |
6.2% |
2.01 |
2.7% |
56% |
False |
False |
35,609 |
10 |
79.65 |
73.17 |
6.48 |
8.5% |
2.08 |
2.7% |
41% |
False |
False |
39,269 |
20 |
82.19 |
73.17 |
9.02 |
11.9% |
1.89 |
2.5% |
29% |
False |
False |
33,765 |
40 |
91.92 |
73.17 |
18.75 |
24.7% |
2.01 |
2.7% |
14% |
False |
False |
35,198 |
60 |
93.80 |
73.17 |
20.63 |
27.2% |
1.75 |
2.3% |
13% |
False |
False |
28,916 |
80 |
97.39 |
73.17 |
24.22 |
32.0% |
1.57 |
2.1% |
11% |
False |
False |
24,211 |
100 |
100.33 |
73.17 |
27.16 |
35.8% |
1.43 |
1.9% |
10% |
False |
False |
21,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.61 |
2.618 |
79.47 |
1.618 |
78.16 |
1.000 |
77.35 |
0.618 |
76.85 |
HIGH |
76.04 |
0.618 |
75.54 |
0.500 |
75.39 |
0.382 |
75.23 |
LOW |
74.73 |
0.618 |
73.92 |
1.000 |
73.42 |
1.618 |
72.61 |
2.618 |
71.30 |
4.250 |
69.16 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.66 |
75.57 |
PP |
75.52 |
75.33 |
S1 |
75.39 |
75.10 |
|