NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.25 |
75.95 |
1.70 |
2.3% |
78.85 |
| High |
76.28 |
76.03 |
-0.25 |
-0.3% |
79.70 |
| Low |
73.29 |
74.85 |
1.56 |
2.1% |
73.29 |
| Close |
75.86 |
75.90 |
0.04 |
0.1% |
75.86 |
| Range |
2.99 |
1.18 |
-1.81 |
-60.5% |
6.41 |
| ATR |
1.99 |
1.93 |
-0.06 |
-2.9% |
0.00 |
| Volume |
16,852 |
14,656 |
-2,196 |
-13.0% |
84,629 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.13 |
78.70 |
76.55 |
|
| R3 |
77.95 |
77.52 |
76.22 |
|
| R2 |
76.77 |
76.77 |
76.12 |
|
| R1 |
76.34 |
76.34 |
76.01 |
75.97 |
| PP |
75.59 |
75.59 |
75.59 |
75.41 |
| S1 |
75.16 |
75.16 |
75.79 |
74.79 |
| S2 |
74.41 |
74.41 |
75.68 |
|
| S3 |
73.23 |
73.98 |
75.58 |
|
| S4 |
72.05 |
72.80 |
75.25 |
|
|
| 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 |
77.96 |
73.29 |
4.67 |
6.2% |
1.87 |
2.5% |
56% |
False |
False |
16,083 |
| 10 |
79.70 |
73.29 |
6.41 |
8.4% |
1.96 |
2.6% |
41% |
False |
False |
17,437 |
| 20 |
82.03 |
73.29 |
8.74 |
11.5% |
1.78 |
2.3% |
30% |
False |
False |
14,164 |
| 40 |
91.36 |
73.29 |
18.07 |
23.8% |
1.87 |
2.5% |
14% |
False |
False |
12,668 |
| 60 |
93.50 |
73.29 |
20.21 |
26.6% |
1.61 |
2.1% |
13% |
False |
False |
9,889 |
| 80 |
96.85 |
73.29 |
23.56 |
31.0% |
1.43 |
1.9% |
11% |
False |
False |
8,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.05 |
|
2.618 |
79.12 |
|
1.618 |
77.94 |
|
1.000 |
77.21 |
|
0.618 |
76.76 |
|
HIGH |
76.03 |
|
0.618 |
75.58 |
|
0.500 |
75.44 |
|
0.382 |
75.30 |
|
LOW |
74.85 |
|
0.618 |
74.12 |
|
1.000 |
73.67 |
|
1.618 |
72.94 |
|
2.618 |
71.76 |
|
4.250 |
69.84 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.75 |
75.62 |
| PP |
75.59 |
75.33 |
| S1 |
75.44 |
75.05 |
|