NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
75.97 |
74.98 |
-0.99 |
-1.3% |
78.78 |
High |
76.66 |
75.62 |
-1.04 |
-1.4% |
79.76 |
Low |
74.71 |
74.49 |
-0.22 |
-0.3% |
73.41 |
Close |
75.12 |
74.57 |
-0.55 |
-0.7% |
75.92 |
Range |
1.95 |
1.13 |
-0.82 |
-42.1% |
6.35 |
ATR |
1.81 |
1.76 |
-0.05 |
-2.7% |
0.00 |
Volume |
7,775 |
6,083 |
-1,692 |
-21.8% |
45,794 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.28 |
77.56 |
75.19 |
|
R3 |
77.15 |
76.43 |
74.88 |
|
R2 |
76.02 |
76.02 |
74.78 |
|
R1 |
75.30 |
75.30 |
74.67 |
75.10 |
PP |
74.89 |
74.89 |
74.89 |
74.79 |
S1 |
74.17 |
74.17 |
74.47 |
73.97 |
S2 |
73.76 |
73.76 |
74.36 |
|
S3 |
72.63 |
73.04 |
74.26 |
|
S4 |
71.50 |
71.91 |
73.95 |
|
|
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 |
76.96 |
73.41 |
3.55 |
4.8% |
1.97 |
2.6% |
33% |
False |
False |
8,289 |
10 |
79.76 |
73.41 |
6.35 |
8.5% |
1.70 |
2.3% |
18% |
False |
False |
8,482 |
20 |
81.93 |
73.41 |
8.52 |
11.4% |
1.60 |
2.1% |
14% |
False |
False |
8,388 |
40 |
90.94 |
73.41 |
17.53 |
23.5% |
1.72 |
2.3% |
7% |
False |
False |
7,847 |
60 |
93.40 |
73.41 |
19.99 |
26.8% |
1.49 |
2.0% |
6% |
False |
False |
6,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.42 |
2.618 |
78.58 |
1.618 |
77.45 |
1.000 |
76.75 |
0.618 |
76.32 |
HIGH |
75.62 |
0.618 |
75.19 |
0.500 |
75.06 |
0.382 |
74.92 |
LOW |
74.49 |
0.618 |
73.79 |
1.000 |
73.36 |
1.618 |
72.66 |
2.618 |
71.53 |
4.250 |
69.69 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.06 |
75.58 |
PP |
74.89 |
75.24 |
S1 |
74.73 |
74.91 |
|