NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
77.50 |
76.95 |
-0.55 |
-0.7% |
80.59 |
| High |
78.08 |
77.16 |
-0.92 |
-1.2% |
80.98 |
| Low |
76.63 |
74.07 |
-2.56 |
-3.3% |
75.84 |
| Close |
77.18 |
74.21 |
-2.97 |
-3.8% |
78.65 |
| Range |
1.45 |
3.09 |
1.64 |
113.1% |
5.14 |
| ATR |
2.14 |
2.21 |
0.07 |
3.2% |
0.00 |
| Volume |
359,951 |
447,012 |
87,061 |
24.2% |
1,865,467 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.42 |
82.40 |
75.91 |
|
| R3 |
81.33 |
79.31 |
75.06 |
|
| R2 |
78.24 |
78.24 |
74.78 |
|
| R1 |
76.22 |
76.22 |
74.49 |
75.69 |
| PP |
75.15 |
75.15 |
75.15 |
74.88 |
| S1 |
73.13 |
73.13 |
73.93 |
72.60 |
| S2 |
72.06 |
72.06 |
73.64 |
|
| S3 |
68.97 |
70.04 |
73.36 |
|
| S4 |
65.88 |
66.95 |
72.51 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.91 |
91.42 |
81.48 |
|
| R3 |
88.77 |
86.28 |
80.06 |
|
| R2 |
83.63 |
83.63 |
79.59 |
|
| R1 |
81.14 |
81.14 |
79.12 |
79.82 |
| PP |
78.49 |
78.49 |
78.49 |
77.83 |
| S1 |
76.00 |
76.00 |
78.18 |
74.68 |
| S2 |
73.35 |
73.35 |
77.71 |
|
| S3 |
68.21 |
70.86 |
77.24 |
|
| S4 |
63.07 |
65.72 |
75.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.75 |
74.07 |
5.68 |
7.7% |
2.14 |
2.9% |
2% |
False |
True |
349,368 |
| 10 |
81.27 |
74.07 |
7.20 |
9.7% |
2.27 |
3.1% |
2% |
False |
True |
360,041 |
| 20 |
83.74 |
74.07 |
9.67 |
13.0% |
2.05 |
2.8% |
1% |
False |
True |
323,073 |
| 40 |
93.82 |
74.07 |
19.75 |
26.6% |
2.22 |
3.0% |
1% |
False |
True |
235,317 |
| 60 |
94.42 |
74.07 |
20.35 |
27.4% |
2.03 |
2.7% |
1% |
False |
True |
182,302 |
| 80 |
100.08 |
74.07 |
26.01 |
35.0% |
1.85 |
2.5% |
1% |
False |
True |
152,286 |
| 100 |
103.66 |
74.07 |
29.59 |
39.9% |
1.72 |
2.3% |
0% |
False |
True |
134,396 |
| 120 |
103.66 |
74.07 |
29.59 |
39.9% |
1.60 |
2.2% |
0% |
False |
True |
120,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.29 |
|
2.618 |
85.25 |
|
1.618 |
82.16 |
|
1.000 |
80.25 |
|
0.618 |
79.07 |
|
HIGH |
77.16 |
|
0.618 |
75.98 |
|
0.500 |
75.62 |
|
0.382 |
75.25 |
|
LOW |
74.07 |
|
0.618 |
72.16 |
|
1.000 |
70.98 |
|
1.618 |
69.07 |
|
2.618 |
65.98 |
|
4.250 |
60.94 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.62 |
76.08 |
| PP |
75.15 |
75.45 |
| S1 |
74.68 |
74.83 |
|