NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
76.68 |
75.83 |
-0.85 |
-1.1% |
75.85 |
| High |
77.11 |
76.66 |
-0.45 |
-0.6% |
77.79 |
| Low |
75.63 |
73.94 |
-1.69 |
-2.2% |
74.07 |
| Close |
75.97 |
74.25 |
-1.72 |
-2.3% |
76.67 |
| Range |
1.48 |
2.72 |
1.24 |
83.8% |
3.72 |
| ATR |
1.97 |
2.03 |
0.05 |
2.7% |
0.00 |
| Volume |
39,337 |
26,745 |
-12,592 |
-32.0% |
224,533 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.11 |
81.40 |
75.75 |
|
| R3 |
80.39 |
78.68 |
75.00 |
|
| R2 |
77.67 |
77.67 |
74.75 |
|
| R1 |
75.96 |
75.96 |
74.50 |
75.46 |
| PP |
74.95 |
74.95 |
74.95 |
74.70 |
| S1 |
73.24 |
73.24 |
74.00 |
72.74 |
| S2 |
72.23 |
72.23 |
73.75 |
|
| S3 |
69.51 |
70.52 |
73.50 |
|
| S4 |
66.79 |
67.80 |
72.75 |
|
|
| 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 |
73.94 |
3.85 |
5.2% |
1.96 |
2.6% |
8% |
False |
True |
44,885 |
| 10 |
77.79 |
73.17 |
4.62 |
6.2% |
2.06 |
2.8% |
23% |
False |
False |
40,440 |
| 20 |
82.19 |
73.17 |
9.02 |
12.1% |
1.97 |
2.7% |
12% |
False |
False |
37,412 |
| 40 |
90.26 |
73.17 |
17.09 |
23.0% |
2.09 |
2.8% |
6% |
False |
False |
37,754 |
| 60 |
93.80 |
73.17 |
20.63 |
27.8% |
1.86 |
2.5% |
5% |
False |
False |
32,182 |
| 80 |
95.56 |
73.17 |
22.39 |
30.2% |
1.64 |
2.2% |
5% |
False |
False |
26,649 |
| 100 |
99.04 |
73.17 |
25.87 |
34.8% |
1.51 |
2.0% |
4% |
False |
False |
23,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.22 |
|
2.618 |
83.78 |
|
1.618 |
81.06 |
|
1.000 |
79.38 |
|
0.618 |
78.34 |
|
HIGH |
76.66 |
|
0.618 |
75.62 |
|
0.500 |
75.30 |
|
0.382 |
74.98 |
|
LOW |
73.94 |
|
0.618 |
72.26 |
|
1.000 |
71.22 |
|
1.618 |
69.54 |
|
2.618 |
66.82 |
|
4.250 |
62.38 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.30 |
75.87 |
| PP |
74.95 |
75.33 |
| S1 |
74.60 |
74.79 |
|