NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
78.78 |
77.65 |
-1.13 |
-1.4% |
79.91 |
High |
79.76 |
78.08 |
-1.68 |
-2.1% |
80.62 |
Low |
77.49 |
76.88 |
-0.61 |
-0.8% |
76.30 |
Close |
77.75 |
78.05 |
0.30 |
0.4% |
78.68 |
Range |
2.27 |
1.20 |
-1.07 |
-47.1% |
4.32 |
ATR |
1.76 |
1.72 |
-0.04 |
-2.3% |
0.00 |
Volume |
10,170 |
9,039 |
-1,131 |
-11.1% |
47,138 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.27 |
80.86 |
78.71 |
|
R3 |
80.07 |
79.66 |
78.38 |
|
R2 |
78.87 |
78.87 |
78.27 |
|
R1 |
78.46 |
78.46 |
78.16 |
78.67 |
PP |
77.67 |
77.67 |
77.67 |
77.77 |
S1 |
77.26 |
77.26 |
77.94 |
77.47 |
S2 |
76.47 |
76.47 |
77.83 |
|
S3 |
75.27 |
76.06 |
77.72 |
|
S4 |
74.07 |
74.86 |
77.39 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.49 |
89.41 |
81.06 |
|
R3 |
87.17 |
85.09 |
79.87 |
|
R2 |
82.85 |
82.85 |
79.47 |
|
R1 |
80.77 |
80.77 |
79.08 |
79.65 |
PP |
78.53 |
78.53 |
78.53 |
77.98 |
S1 |
76.45 |
76.45 |
78.28 |
75.33 |
S2 |
74.21 |
74.21 |
77.89 |
|
S3 |
69.89 |
72.13 |
77.49 |
|
S4 |
65.57 |
67.81 |
76.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.76 |
76.75 |
3.01 |
3.9% |
1.69 |
2.2% |
43% |
False |
False |
9,919 |
10 |
81.93 |
76.30 |
5.63 |
7.2% |
1.59 |
2.0% |
31% |
False |
False |
8,633 |
20 |
82.02 |
76.30 |
5.72 |
7.3% |
1.69 |
2.2% |
31% |
False |
False |
8,102 |
40 |
91.81 |
76.30 |
15.51 |
19.9% |
1.58 |
2.0% |
11% |
False |
False |
7,049 |
60 |
93.40 |
76.30 |
17.10 |
21.9% |
1.37 |
1.8% |
10% |
False |
False |
5,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.18 |
2.618 |
81.22 |
1.618 |
80.02 |
1.000 |
79.28 |
0.618 |
78.82 |
HIGH |
78.08 |
0.618 |
77.62 |
0.500 |
77.48 |
0.382 |
77.34 |
LOW |
76.88 |
0.618 |
76.14 |
1.000 |
75.68 |
1.618 |
74.94 |
2.618 |
73.74 |
4.250 |
71.78 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.86 |
78.32 |
PP |
77.67 |
78.23 |
S1 |
77.48 |
78.14 |
|