NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
74.08 |
73.71 |
-0.37 |
-0.5% |
76.71 |
High |
74.54 |
73.71 |
-0.83 |
-1.1% |
77.14 |
Low |
73.60 |
66.37 |
-7.23 |
-9.8% |
66.37 |
Close |
73.90 |
66.64 |
-7.26 |
-9.8% |
66.64 |
Range |
0.94 |
7.34 |
6.40 |
680.9% |
10.77 |
ATR |
1.86 |
2.27 |
0.40 |
21.8% |
0.00 |
Volume |
13,124 |
12,970 |
-154 |
-1.2% |
56,492 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.93 |
86.12 |
70.68 |
|
R3 |
83.59 |
78.78 |
68.66 |
|
R2 |
76.25 |
76.25 |
67.99 |
|
R1 |
71.44 |
71.44 |
67.31 |
70.18 |
PP |
68.91 |
68.91 |
68.91 |
68.27 |
S1 |
64.10 |
64.10 |
65.97 |
62.84 |
S2 |
61.57 |
61.57 |
65.29 |
|
S3 |
54.23 |
56.76 |
64.62 |
|
S4 |
46.89 |
49.42 |
62.60 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.36 |
95.27 |
72.56 |
|
R3 |
91.59 |
84.50 |
69.60 |
|
R2 |
80.82 |
80.82 |
68.61 |
|
R1 |
73.73 |
73.73 |
67.63 |
71.89 |
PP |
70.05 |
70.05 |
70.05 |
69.13 |
S1 |
62.96 |
62.96 |
65.65 |
61.12 |
S2 |
59.28 |
59.28 |
64.67 |
|
S3 |
48.51 |
52.19 |
63.68 |
|
S4 |
37.74 |
41.42 |
60.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.75 |
66.37 |
11.38 |
17.1% |
2.88 |
4.3% |
2% |
False |
True |
15,395 |
10 |
77.75 |
66.37 |
11.38 |
17.1% |
2.39 |
3.6% |
2% |
False |
True |
15,663 |
20 |
80.73 |
66.37 |
14.36 |
21.5% |
2.17 |
3.3% |
2% |
False |
True |
15,854 |
40 |
87.98 |
66.37 |
21.61 |
32.4% |
2.05 |
3.1% |
1% |
False |
True |
13,917 |
60 |
93.03 |
66.37 |
26.66 |
40.0% |
1.82 |
2.7% |
1% |
False |
True |
11,461 |
80 |
95.01 |
66.37 |
28.64 |
43.0% |
1.59 |
2.4% |
1% |
False |
True |
9,421 |
100 |
97.89 |
66.37 |
31.52 |
47.3% |
1.44 |
2.2% |
1% |
False |
True |
8,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.91 |
2.618 |
92.93 |
1.618 |
85.59 |
1.000 |
81.05 |
0.618 |
78.25 |
HIGH |
73.71 |
0.618 |
70.91 |
0.500 |
70.04 |
0.382 |
69.17 |
LOW |
66.37 |
0.618 |
61.83 |
1.000 |
59.03 |
1.618 |
54.49 |
2.618 |
47.15 |
4.250 |
35.18 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
70.04 |
71.54 |
PP |
68.91 |
69.91 |
S1 |
67.77 |
68.27 |
|