NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.49 |
74.29 |
-0.20 |
-0.3% |
78.24 |
| High |
75.43 |
76.26 |
0.83 |
1.1% |
79.65 |
| Low |
74.20 |
74.07 |
-0.13 |
-0.2% |
73.17 |
| Close |
74.37 |
75.82 |
1.45 |
1.9% |
75.80 |
| Range |
1.23 |
2.19 |
0.96 |
78.0% |
6.48 |
| ATR |
1.98 |
2.00 |
0.01 |
0.8% |
0.00 |
| Volume |
34,459 |
81,287 |
46,828 |
135.9% |
190,077 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.95 |
81.08 |
77.02 |
|
| R3 |
79.76 |
78.89 |
76.42 |
|
| R2 |
77.57 |
77.57 |
76.22 |
|
| R1 |
76.70 |
76.70 |
76.02 |
77.14 |
| PP |
75.38 |
75.38 |
75.38 |
75.60 |
| S1 |
74.51 |
74.51 |
75.62 |
74.95 |
| S2 |
73.19 |
73.19 |
75.42 |
|
| S3 |
71.00 |
72.32 |
75.22 |
|
| S4 |
68.81 |
70.13 |
74.62 |
|
|
| 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 |
76.58 |
73.17 |
3.41 |
4.5% |
1.99 |
2.6% |
78% |
False |
False |
44,934 |
| 10 |
79.65 |
73.17 |
6.48 |
8.5% |
1.99 |
2.6% |
41% |
False |
False |
40,338 |
| 20 |
82.19 |
73.17 |
9.02 |
11.9% |
1.85 |
2.4% |
29% |
False |
False |
36,028 |
| 40 |
91.92 |
73.17 |
18.75 |
24.7% |
2.06 |
2.7% |
14% |
False |
False |
36,937 |
| 60 |
93.80 |
73.17 |
20.63 |
27.2% |
1.81 |
2.4% |
13% |
False |
False |
30,987 |
| 80 |
95.76 |
73.17 |
22.59 |
29.8% |
1.60 |
2.1% |
12% |
False |
False |
25,705 |
| 100 |
100.07 |
73.17 |
26.90 |
35.5% |
1.47 |
1.9% |
10% |
False |
False |
22,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.57 |
|
2.618 |
81.99 |
|
1.618 |
79.80 |
|
1.000 |
78.45 |
|
0.618 |
77.61 |
|
HIGH |
76.26 |
|
0.618 |
75.42 |
|
0.500 |
75.17 |
|
0.382 |
74.91 |
|
LOW |
74.07 |
|
0.618 |
72.72 |
|
1.000 |
71.88 |
|
1.618 |
70.53 |
|
2.618 |
68.34 |
|
4.250 |
64.76 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.60 |
75.66 |
| PP |
75.38 |
75.49 |
| S1 |
75.17 |
75.33 |
|