NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
77.65 |
77.32 |
-0.33 |
-0.4% |
79.91 |
High |
78.08 |
77.82 |
-0.26 |
-0.3% |
80.62 |
Low |
76.88 |
77.00 |
0.12 |
0.2% |
76.30 |
Close |
78.05 |
77.27 |
-0.78 |
-1.0% |
78.68 |
Range |
1.20 |
0.82 |
-0.38 |
-31.7% |
4.32 |
ATR |
1.72 |
1.67 |
-0.05 |
-2.8% |
0.00 |
Volume |
9,039 |
7,483 |
-1,556 |
-17.2% |
47,138 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.82 |
79.37 |
77.72 |
|
R3 |
79.00 |
78.55 |
77.50 |
|
R2 |
78.18 |
78.18 |
77.42 |
|
R1 |
77.73 |
77.73 |
77.35 |
77.55 |
PP |
77.36 |
77.36 |
77.36 |
77.27 |
S1 |
76.91 |
76.91 |
77.19 |
76.73 |
S2 |
76.54 |
76.54 |
77.12 |
|
S3 |
75.72 |
76.09 |
77.04 |
|
S4 |
74.90 |
75.27 |
76.82 |
|
|
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 |
76.88 |
2.88 |
3.7% |
1.43 |
1.8% |
14% |
False |
False |
8,675 |
10 |
81.16 |
76.30 |
4.86 |
6.3% |
1.60 |
2.1% |
20% |
False |
False |
8,908 |
20 |
82.02 |
76.30 |
5.72 |
7.4% |
1.62 |
2.1% |
17% |
False |
False |
8,045 |
40 |
91.45 |
76.30 |
15.15 |
19.6% |
1.58 |
2.0% |
6% |
False |
False |
7,171 |
60 |
93.40 |
76.30 |
17.10 |
22.1% |
1.38 |
1.8% |
6% |
False |
False |
5,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.31 |
2.618 |
79.97 |
1.618 |
79.15 |
1.000 |
78.64 |
0.618 |
78.33 |
HIGH |
77.82 |
0.618 |
77.51 |
0.500 |
77.41 |
0.382 |
77.31 |
LOW |
77.00 |
0.618 |
76.49 |
1.000 |
76.18 |
1.618 |
75.67 |
2.618 |
74.85 |
4.250 |
73.52 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.41 |
78.32 |
PP |
77.36 |
77.97 |
S1 |
77.32 |
77.62 |
|