NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
75.98 |
75.97 |
-0.01 |
0.0% |
78.78 |
High |
76.11 |
76.66 |
0.55 |
0.7% |
79.76 |
Low |
74.90 |
74.71 |
-0.19 |
-0.3% |
73.41 |
Close |
76.00 |
75.12 |
-0.88 |
-1.2% |
75.92 |
Range |
1.21 |
1.95 |
0.74 |
61.2% |
6.35 |
ATR |
1.80 |
1.81 |
0.01 |
0.6% |
0.00 |
Volume |
8,489 |
7,775 |
-714 |
-8.4% |
45,794 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.35 |
80.18 |
76.19 |
|
R3 |
79.40 |
78.23 |
75.66 |
|
R2 |
77.45 |
77.45 |
75.48 |
|
R1 |
76.28 |
76.28 |
75.30 |
75.89 |
PP |
75.50 |
75.50 |
75.50 |
75.30 |
S1 |
74.33 |
74.33 |
74.94 |
73.94 |
S2 |
73.55 |
73.55 |
74.76 |
|
S3 |
71.60 |
72.38 |
74.58 |
|
S4 |
69.65 |
70.43 |
74.05 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.41 |
92.02 |
79.41 |
|
R3 |
89.06 |
85.67 |
77.67 |
|
R2 |
82.71 |
82.71 |
77.08 |
|
R1 |
79.32 |
79.32 |
76.50 |
77.84 |
PP |
76.36 |
76.36 |
76.36 |
75.63 |
S1 |
72.97 |
72.97 |
75.34 |
71.49 |
S2 |
70.01 |
70.01 |
74.76 |
|
S3 |
63.66 |
66.62 |
74.17 |
|
S4 |
57.31 |
60.27 |
72.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.82 |
73.41 |
4.41 |
5.9% |
1.91 |
2.5% |
39% |
False |
False |
8,569 |
10 |
79.76 |
73.41 |
6.35 |
8.5% |
1.80 |
2.4% |
27% |
False |
False |
9,244 |
20 |
81.93 |
73.41 |
8.52 |
11.3% |
1.65 |
2.2% |
20% |
False |
False |
8,338 |
40 |
90.94 |
73.41 |
17.53 |
23.3% |
1.72 |
2.3% |
10% |
False |
False |
7,823 |
60 |
93.40 |
73.41 |
19.99 |
26.6% |
1.48 |
2.0% |
9% |
False |
False |
6,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.95 |
2.618 |
81.77 |
1.618 |
79.82 |
1.000 |
78.61 |
0.618 |
77.87 |
HIGH |
76.66 |
0.618 |
75.92 |
0.500 |
75.69 |
0.382 |
75.45 |
LOW |
74.71 |
0.618 |
73.50 |
1.000 |
72.76 |
1.618 |
71.55 |
2.618 |
69.60 |
4.250 |
66.42 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.69 |
75.09 |
PP |
75.50 |
75.06 |
S1 |
75.31 |
75.04 |
|