NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
76.62 |
76.89 |
0.27 |
0.4% |
75.98 |
High |
77.67 |
77.15 |
-0.52 |
-0.7% |
77.67 |
Low |
75.80 |
76.11 |
0.31 |
0.4% |
74.26 |
Close |
76.81 |
76.17 |
-0.64 |
-0.8% |
76.81 |
Range |
1.87 |
1.04 |
-0.83 |
-44.4% |
3.41 |
ATR |
1.76 |
1.71 |
-0.05 |
-2.9% |
0.00 |
Volume |
14,117 |
15,928 |
1,811 |
12.8% |
57,158 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.60 |
78.92 |
76.74 |
|
R3 |
78.56 |
77.88 |
76.46 |
|
R2 |
77.52 |
77.52 |
76.36 |
|
R1 |
76.84 |
76.84 |
76.27 |
76.66 |
PP |
76.48 |
76.48 |
76.48 |
76.39 |
S1 |
75.80 |
75.80 |
76.07 |
75.62 |
S2 |
75.44 |
75.44 |
75.98 |
|
S3 |
74.40 |
74.76 |
75.88 |
|
S4 |
73.36 |
73.72 |
75.60 |
|
|
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 |
4.5% |
1.52 |
2.0% |
56% |
False |
False |
12,919 |
10 |
78.08 |
73.41 |
4.67 |
6.1% |
1.64 |
2.2% |
59% |
False |
False |
10,871 |
20 |
81.93 |
73.41 |
8.52 |
11.2% |
1.60 |
2.1% |
32% |
False |
False |
9,548 |
40 |
90.94 |
73.41 |
17.53 |
23.0% |
1.77 |
2.3% |
16% |
False |
False |
8,581 |
60 |
93.40 |
73.41 |
19.99 |
26.2% |
1.54 |
2.0% |
14% |
False |
False |
6,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.57 |
2.618 |
79.87 |
1.618 |
78.83 |
1.000 |
78.19 |
0.618 |
77.79 |
HIGH |
77.15 |
0.618 |
76.75 |
0.500 |
76.63 |
0.382 |
76.51 |
LOW |
76.11 |
0.618 |
75.47 |
1.000 |
75.07 |
1.618 |
74.43 |
2.618 |
73.39 |
4.250 |
71.69 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
76.63 |
76.10 |
PP |
76.48 |
76.03 |
S1 |
76.32 |
75.97 |
|