NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
76.24 |
76.68 |
0.44 |
0.6% |
75.85 |
| High |
77.79 |
77.11 |
-0.68 |
-0.9% |
77.79 |
| Low |
75.59 |
75.63 |
0.04 |
0.1% |
74.07 |
| Close |
76.67 |
75.97 |
-0.70 |
-0.9% |
76.67 |
| Range |
2.20 |
1.48 |
-0.72 |
-32.7% |
3.72 |
| ATR |
2.01 |
1.97 |
-0.04 |
-1.9% |
0.00 |
| Volume |
42,599 |
39,337 |
-3,262 |
-7.7% |
224,533 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.68 |
79.80 |
76.78 |
|
| R3 |
79.20 |
78.32 |
76.38 |
|
| R2 |
77.72 |
77.72 |
76.24 |
|
| R1 |
76.84 |
76.84 |
76.11 |
76.54 |
| PP |
76.24 |
76.24 |
76.24 |
76.09 |
| S1 |
75.36 |
75.36 |
75.83 |
75.06 |
| S2 |
74.76 |
74.76 |
75.70 |
|
| S3 |
73.28 |
73.88 |
75.56 |
|
| S4 |
71.80 |
72.40 |
75.16 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.34 |
85.72 |
78.72 |
|
| R3 |
83.62 |
82.00 |
77.69 |
|
| R2 |
79.90 |
79.90 |
77.35 |
|
| R1 |
78.28 |
78.28 |
77.01 |
79.09 |
| PP |
76.18 |
76.18 |
76.18 |
76.58 |
| S1 |
74.56 |
74.56 |
76.33 |
75.37 |
| S2 |
72.46 |
72.46 |
75.99 |
|
| S3 |
68.74 |
70.84 |
75.65 |
|
| S4 |
65.02 |
67.12 |
74.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.79 |
74.07 |
3.72 |
4.9% |
1.86 |
2.4% |
51% |
False |
False |
46,287 |
| 10 |
77.90 |
73.17 |
4.73 |
6.2% |
1.93 |
2.5% |
59% |
False |
False |
40,948 |
| 20 |
82.19 |
73.17 |
9.02 |
11.9% |
1.89 |
2.5% |
31% |
False |
False |
37,177 |
| 40 |
91.92 |
73.17 |
18.75 |
24.7% |
2.10 |
2.8% |
15% |
False |
False |
37,633 |
| 60 |
93.80 |
73.17 |
20.63 |
27.2% |
1.85 |
2.4% |
14% |
False |
False |
32,008 |
| 80 |
95.56 |
73.17 |
22.39 |
29.5% |
1.62 |
2.1% |
13% |
False |
False |
26,432 |
| 100 |
99.08 |
73.17 |
25.91 |
34.1% |
1.49 |
2.0% |
11% |
False |
False |
23,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.40 |
|
2.618 |
80.98 |
|
1.618 |
79.50 |
|
1.000 |
78.59 |
|
0.618 |
78.02 |
|
HIGH |
77.11 |
|
0.618 |
76.54 |
|
0.500 |
76.37 |
|
0.382 |
76.20 |
|
LOW |
75.63 |
|
0.618 |
74.72 |
|
1.000 |
74.15 |
|
1.618 |
73.24 |
|
2.618 |
71.76 |
|
4.250 |
69.34 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
76.37 |
75.96 |
| PP |
76.24 |
75.94 |
| S1 |
76.10 |
75.93 |
|