NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.23 |
74.25 |
0.02 |
0.0% |
78.50 |
| High |
75.40 |
75.76 |
0.36 |
0.5% |
79.75 |
| Low |
73.88 |
74.17 |
0.29 |
0.4% |
73.25 |
| Close |
74.58 |
75.58 |
1.00 |
1.3% |
75.82 |
| Range |
1.52 |
1.59 |
0.07 |
4.6% |
6.50 |
| ATR |
2.17 |
2.13 |
-0.04 |
-1.9% |
0.00 |
| Volume |
116,278 |
116,278 |
0 |
0.0% |
1,796,009 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.94 |
79.35 |
76.45 |
|
| R3 |
78.35 |
77.76 |
76.02 |
|
| R2 |
76.76 |
76.76 |
75.87 |
|
| R1 |
76.17 |
76.17 |
75.73 |
76.47 |
| PP |
75.17 |
75.17 |
75.17 |
75.32 |
| S1 |
74.58 |
74.58 |
75.43 |
74.88 |
| S2 |
73.58 |
73.58 |
75.29 |
|
| S3 |
71.99 |
72.99 |
75.14 |
|
| S4 |
70.40 |
71.40 |
74.71 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.77 |
92.30 |
79.40 |
|
| R3 |
89.27 |
85.80 |
77.61 |
|
| R2 |
82.77 |
82.77 |
77.01 |
|
| R1 |
79.30 |
79.30 |
76.42 |
77.79 |
| PP |
76.27 |
76.27 |
76.27 |
75.52 |
| S1 |
72.80 |
72.80 |
75.22 |
71.29 |
| S2 |
69.77 |
69.77 |
74.63 |
|
| S3 |
63.27 |
66.30 |
74.03 |
|
| S4 |
56.77 |
59.80 |
72.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.44 |
73.25 |
3.19 |
4.2% |
1.99 |
2.6% |
73% |
False |
False |
210,695 |
| 10 |
79.75 |
73.25 |
6.50 |
8.6% |
2.07 |
2.7% |
36% |
False |
False |
280,031 |
| 20 |
82.88 |
73.25 |
9.63 |
12.7% |
2.01 |
2.7% |
24% |
False |
False |
299,581 |
| 40 |
93.82 |
73.25 |
20.57 |
27.2% |
2.28 |
3.0% |
11% |
False |
False |
250,686 |
| 60 |
94.42 |
73.25 |
21.17 |
28.0% |
2.10 |
2.8% |
11% |
False |
False |
195,569 |
| 80 |
97.34 |
73.25 |
24.09 |
31.9% |
1.89 |
2.5% |
10% |
False |
False |
161,785 |
| 100 |
102.34 |
73.25 |
29.09 |
38.5% |
1.76 |
2.3% |
8% |
False |
False |
142,392 |
| 120 |
103.66 |
73.25 |
30.41 |
40.2% |
1.65 |
2.2% |
8% |
False |
False |
128,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.52 |
|
2.618 |
79.92 |
|
1.618 |
78.33 |
|
1.000 |
77.35 |
|
0.618 |
76.74 |
|
HIGH |
75.76 |
|
0.618 |
75.15 |
|
0.500 |
74.97 |
|
0.382 |
74.78 |
|
LOW |
74.17 |
|
0.618 |
73.19 |
|
1.000 |
72.58 |
|
1.618 |
71.60 |
|
2.618 |
70.01 |
|
4.250 |
67.41 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.38 |
75.44 |
| PP |
75.17 |
75.30 |
| S1 |
74.97 |
75.16 |
|