NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
76.80 |
74.25 |
-2.55 |
-3.3% |
78.85 |
High |
76.80 |
76.28 |
-0.52 |
-0.7% |
79.70 |
Low |
73.99 |
73.29 |
-0.70 |
-0.9% |
73.29 |
Close |
74.11 |
75.86 |
1.75 |
2.4% |
75.86 |
Range |
2.81 |
2.99 |
0.18 |
6.4% |
6.41 |
ATR |
1.91 |
1.99 |
0.08 |
4.0% |
0.00 |
Volume |
16,176 |
16,852 |
676 |
4.2% |
84,629 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.11 |
82.98 |
77.50 |
|
R3 |
81.12 |
79.99 |
76.68 |
|
R2 |
78.13 |
78.13 |
76.41 |
|
R1 |
77.00 |
77.00 |
76.13 |
77.57 |
PP |
75.14 |
75.14 |
75.14 |
75.43 |
S1 |
74.01 |
74.01 |
75.59 |
74.58 |
S2 |
72.15 |
72.15 |
75.31 |
|
S3 |
69.16 |
71.02 |
75.04 |
|
S4 |
66.17 |
68.03 |
74.22 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.51 |
92.10 |
79.39 |
|
R3 |
89.10 |
85.69 |
77.62 |
|
R2 |
82.69 |
82.69 |
77.04 |
|
R1 |
79.28 |
79.28 |
76.45 |
77.78 |
PP |
76.28 |
76.28 |
76.28 |
75.54 |
S1 |
72.87 |
72.87 |
75.27 |
71.37 |
S2 |
69.87 |
69.87 |
74.68 |
|
S3 |
63.46 |
66.46 |
74.10 |
|
S4 |
57.05 |
60.05 |
72.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.70 |
73.29 |
6.41 |
8.4% |
2.11 |
2.8% |
40% |
False |
True |
16,925 |
10 |
80.73 |
73.29 |
7.44 |
9.8% |
2.09 |
2.7% |
35% |
False |
True |
16,862 |
20 |
82.03 |
73.29 |
8.74 |
11.5% |
1.82 |
2.4% |
29% |
False |
True |
13,896 |
40 |
91.36 |
73.29 |
18.07 |
23.8% |
1.88 |
2.5% |
14% |
False |
True |
12,382 |
60 |
93.50 |
73.29 |
20.21 |
26.6% |
1.60 |
2.1% |
13% |
False |
True |
9,706 |
80 |
97.06 |
73.29 |
23.77 |
31.3% |
1.42 |
1.9% |
11% |
False |
True |
7,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.99 |
2.618 |
84.11 |
1.618 |
81.12 |
1.000 |
79.27 |
0.618 |
78.13 |
HIGH |
76.28 |
0.618 |
75.14 |
0.500 |
74.79 |
0.382 |
74.43 |
LOW |
73.29 |
0.618 |
71.44 |
1.000 |
70.30 |
1.618 |
68.45 |
2.618 |
65.46 |
4.250 |
60.58 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.50 |
75.76 |
PP |
75.14 |
75.65 |
S1 |
74.79 |
75.55 |
|