NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
76.89 |
76.00 |
-0.89 |
-1.2% |
75.98 |
High |
77.15 |
76.74 |
-0.41 |
-0.5% |
77.67 |
Low |
76.11 |
74.18 |
-1.93 |
-2.5% |
74.26 |
Close |
76.17 |
74.50 |
-1.67 |
-2.2% |
76.81 |
Range |
1.04 |
2.56 |
1.52 |
146.2% |
3.41 |
ATR |
1.71 |
1.77 |
0.06 |
3.6% |
0.00 |
Volume |
15,928 |
9,570 |
-6,358 |
-39.9% |
57,158 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.82 |
81.22 |
75.91 |
|
R3 |
80.26 |
78.66 |
75.20 |
|
R2 |
77.70 |
77.70 |
74.97 |
|
R1 |
76.10 |
76.10 |
74.73 |
75.62 |
PP |
75.14 |
75.14 |
75.14 |
74.90 |
S1 |
73.54 |
73.54 |
74.27 |
73.06 |
S2 |
72.58 |
72.58 |
74.03 |
|
S3 |
70.02 |
70.98 |
73.80 |
|
S4 |
67.46 |
68.42 |
73.09 |
|
|
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 |
74.18 |
3.49 |
4.7% |
1.64 |
2.2% |
9% |
False |
True |
13,278 |
10 |
77.82 |
73.41 |
4.41 |
5.9% |
1.77 |
2.4% |
25% |
False |
False |
10,924 |
20 |
81.93 |
73.41 |
8.52 |
11.4% |
1.68 |
2.3% |
13% |
False |
False |
9,778 |
40 |
89.37 |
73.41 |
15.96 |
21.4% |
1.76 |
2.4% |
7% |
False |
False |
8,699 |
60 |
93.40 |
73.41 |
19.99 |
26.8% |
1.55 |
2.1% |
5% |
False |
False |
7,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.62 |
2.618 |
83.44 |
1.618 |
80.88 |
1.000 |
79.30 |
0.618 |
78.32 |
HIGH |
76.74 |
0.618 |
75.76 |
0.500 |
75.46 |
0.382 |
75.16 |
LOW |
74.18 |
0.618 |
72.60 |
1.000 |
71.62 |
1.618 |
70.04 |
2.618 |
67.48 |
4.250 |
63.30 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
75.46 |
75.93 |
PP |
75.14 |
75.45 |
S1 |
74.82 |
74.98 |
|