NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
74.65 |
76.62 |
1.97 |
2.6% |
75.98 |
High |
75.87 |
77.67 |
1.80 |
2.4% |
77.67 |
Low |
74.26 |
75.80 |
1.54 |
2.1% |
74.26 |
Close |
75.85 |
76.81 |
0.96 |
1.3% |
76.81 |
Range |
1.61 |
1.87 |
0.26 |
16.1% |
3.41 |
ATR |
1.75 |
1.76 |
0.01 |
0.5% |
0.00 |
Volume |
20,694 |
14,117 |
-6,577 |
-31.8% |
57,158 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.37 |
81.46 |
77.84 |
|
R3 |
80.50 |
79.59 |
77.32 |
|
R2 |
78.63 |
78.63 |
77.15 |
|
R1 |
77.72 |
77.72 |
76.98 |
78.18 |
PP |
76.76 |
76.76 |
76.76 |
76.99 |
S1 |
75.85 |
75.85 |
76.64 |
76.31 |
S2 |
74.89 |
74.89 |
76.47 |
|
S3 |
73.02 |
73.98 |
76.30 |
|
S4 |
71.15 |
72.11 |
75.78 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.48 |
85.05 |
78.69 |
|
R3 |
83.07 |
81.64 |
77.75 |
|
R2 |
79.66 |
79.66 |
77.44 |
|
R1 |
78.23 |
78.23 |
77.12 |
78.95 |
PP |
76.25 |
76.25 |
76.25 |
76.60 |
S1 |
74.82 |
74.82 |
76.50 |
75.54 |
S2 |
72.84 |
72.84 |
76.18 |
|
S3 |
69.43 |
71.41 |
75.87 |
|
S4 |
66.02 |
68.00 |
74.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.67 |
74.26 |
3.41 |
4.4% |
1.55 |
2.0% |
75% |
True |
False |
11,431 |
10 |
79.76 |
73.41 |
6.35 |
8.3% |
1.76 |
2.3% |
54% |
False |
False |
10,295 |
20 |
81.93 |
73.41 |
8.52 |
11.1% |
1.62 |
2.1% |
40% |
False |
False |
9,083 |
40 |
90.94 |
73.41 |
17.53 |
22.8% |
1.76 |
2.3% |
19% |
False |
False |
8,326 |
60 |
93.40 |
73.41 |
19.99 |
26.0% |
1.53 |
2.0% |
17% |
False |
False |
6,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.62 |
2.618 |
82.57 |
1.618 |
80.70 |
1.000 |
79.54 |
0.618 |
78.83 |
HIGH |
77.67 |
0.618 |
76.96 |
0.500 |
76.74 |
0.382 |
76.51 |
LOW |
75.80 |
0.618 |
74.64 |
1.000 |
73.93 |
1.618 |
72.77 |
2.618 |
70.90 |
4.250 |
67.85 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
76.79 |
76.53 |
PP |
76.76 |
76.25 |
S1 |
76.74 |
75.97 |
|