NYMEX Light Sweet Crude Oil Future April 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 |
74.60 |
74.36 |
-0.24 |
-0.3% |
78.85 |
High |
75.51 |
76.20 |
0.69 |
0.9% |
79.70 |
Low |
74.36 |
74.09 |
-0.27 |
-0.4% |
73.29 |
Close |
74.43 |
75.82 |
1.39 |
1.9% |
75.86 |
Range |
1.15 |
2.11 |
0.96 |
83.5% |
6.41 |
ATR |
1.88 |
1.90 |
0.02 |
0.9% |
0.00 |
Volume |
10,356 |
26,474 |
16,118 |
155.6% |
84,629 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.70 |
80.87 |
76.98 |
|
R3 |
79.59 |
78.76 |
76.40 |
|
R2 |
77.48 |
77.48 |
76.21 |
|
R1 |
76.65 |
76.65 |
76.01 |
77.07 |
PP |
75.37 |
75.37 |
75.37 |
75.58 |
S1 |
74.54 |
74.54 |
75.63 |
74.96 |
S2 |
73.26 |
73.26 |
75.43 |
|
S3 |
71.15 |
72.43 |
75.24 |
|
S4 |
69.04 |
70.32 |
74.66 |
|
|
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 |
76.61 |
73.29 |
3.32 |
4.4% |
1.90 |
2.5% |
76% |
False |
False |
15,930 |
10 |
79.70 |
73.29 |
6.41 |
8.5% |
1.87 |
2.5% |
39% |
False |
False |
16,026 |
20 |
82.03 |
73.29 |
8.74 |
11.5% |
1.73 |
2.3% |
29% |
False |
False |
14,872 |
40 |
91.36 |
73.29 |
18.07 |
23.8% |
1.92 |
2.5% |
14% |
False |
False |
13,328 |
60 |
93.50 |
73.29 |
20.21 |
26.7% |
1.67 |
2.2% |
13% |
False |
False |
10,555 |
80 |
95.28 |
73.29 |
21.99 |
29.0% |
1.45 |
1.9% |
12% |
False |
False |
8,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.17 |
2.618 |
81.72 |
1.618 |
79.61 |
1.000 |
78.31 |
0.618 |
77.50 |
HIGH |
76.20 |
0.618 |
75.39 |
0.500 |
75.15 |
0.382 |
74.90 |
LOW |
74.09 |
0.618 |
72.79 |
1.000 |
71.98 |
1.618 |
70.68 |
2.618 |
68.57 |
4.250 |
65.12 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.60 |
75.66 |
PP |
75.37 |
75.51 |
S1 |
75.15 |
75.35 |
|