NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
75.66 |
74.49 |
-1.17 |
-1.5% |
78.24 |
| High |
76.58 |
75.43 |
-1.15 |
-1.5% |
79.65 |
| Low |
74.40 |
74.20 |
-0.20 |
-0.3% |
73.17 |
| Close |
74.86 |
74.37 |
-0.49 |
-0.7% |
75.80 |
| Range |
2.18 |
1.23 |
-0.95 |
-43.6% |
6.48 |
| ATR |
2.04 |
1.98 |
-0.06 |
-2.8% |
0.00 |
| Volume |
33,757 |
34,459 |
702 |
2.1% |
190,077 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.36 |
77.59 |
75.05 |
|
| R3 |
77.13 |
76.36 |
74.71 |
|
| R2 |
75.90 |
75.90 |
74.60 |
|
| R1 |
75.13 |
75.13 |
74.48 |
74.90 |
| PP |
74.67 |
74.67 |
74.67 |
74.55 |
| S1 |
73.90 |
73.90 |
74.26 |
73.67 |
| S2 |
73.44 |
73.44 |
74.14 |
|
| S3 |
72.21 |
72.67 |
74.03 |
|
| S4 |
70.98 |
71.44 |
73.69 |
|
|
| 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 |
77.02 |
73.17 |
3.85 |
5.2% |
2.17 |
2.9% |
31% |
False |
False |
35,548 |
| 10 |
79.65 |
73.17 |
6.48 |
8.7% |
1.93 |
2.6% |
19% |
False |
False |
37,635 |
| 20 |
82.19 |
73.17 |
9.02 |
12.1% |
1.86 |
2.5% |
13% |
False |
False |
33,943 |
| 40 |
91.92 |
73.17 |
18.75 |
25.2% |
2.04 |
2.7% |
6% |
False |
False |
35,947 |
| 60 |
93.80 |
73.17 |
20.63 |
27.7% |
1.79 |
2.4% |
6% |
False |
False |
29,819 |
| 80 |
96.85 |
73.17 |
23.68 |
31.8% |
1.59 |
2.1% |
5% |
False |
False |
24,802 |
| 100 |
100.33 |
73.17 |
27.16 |
36.5% |
1.45 |
2.0% |
4% |
False |
False |
21,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.66 |
|
2.618 |
78.65 |
|
1.618 |
77.42 |
|
1.000 |
76.66 |
|
0.618 |
76.19 |
|
HIGH |
75.43 |
|
0.618 |
74.96 |
|
0.500 |
74.82 |
|
0.382 |
74.67 |
|
LOW |
74.20 |
|
0.618 |
73.44 |
|
1.000 |
72.97 |
|
1.618 |
72.21 |
|
2.618 |
70.98 |
|
4.250 |
68.97 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
74.82 |
75.39 |
| PP |
74.67 |
75.05 |
| S1 |
74.52 |
74.71 |
|