NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
76.95 |
74.36 |
-2.59 |
-3.4% |
78.50 |
| High |
77.16 |
76.30 |
-0.86 |
-1.1% |
79.75 |
| Low |
74.07 |
73.25 |
-0.82 |
-1.1% |
73.25 |
| Close |
74.21 |
75.82 |
1.61 |
2.2% |
75.82 |
| Range |
3.09 |
3.05 |
-0.04 |
-1.3% |
6.50 |
| ATR |
2.21 |
2.27 |
0.06 |
2.7% |
0.00 |
| Volume |
447,012 |
355,245 |
-91,767 |
-20.5% |
1,796,009 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.27 |
83.10 |
77.50 |
|
| R3 |
81.22 |
80.05 |
76.66 |
|
| R2 |
78.17 |
78.17 |
76.38 |
|
| R1 |
77.00 |
77.00 |
76.10 |
77.59 |
| PP |
75.12 |
75.12 |
75.12 |
75.42 |
| S1 |
73.95 |
73.95 |
75.54 |
74.54 |
| S2 |
72.07 |
72.07 |
75.26 |
|
| S3 |
69.02 |
70.90 |
74.98 |
|
| S4 |
65.97 |
67.85 |
74.14 |
|
|
| 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 |
79.75 |
73.25 |
6.50 |
8.6% |
2.37 |
3.1% |
40% |
False |
True |
359,201 |
| 10 |
80.98 |
73.25 |
7.73 |
10.2% |
2.40 |
3.2% |
33% |
False |
True |
366,147 |
| 20 |
83.23 |
73.25 |
9.98 |
13.2% |
2.10 |
2.8% |
26% |
False |
True |
329,950 |
| 40 |
93.82 |
73.25 |
20.57 |
27.1% |
2.27 |
3.0% |
12% |
False |
True |
242,272 |
| 60 |
94.42 |
73.25 |
21.17 |
27.9% |
2.05 |
2.7% |
12% |
False |
True |
187,379 |
| 80 |
99.51 |
73.25 |
26.26 |
34.6% |
1.87 |
2.5% |
10% |
False |
True |
155,815 |
| 100 |
103.07 |
73.25 |
29.82 |
39.3% |
1.74 |
2.3% |
9% |
False |
True |
137,531 |
| 120 |
103.66 |
73.25 |
30.41 |
40.1% |
1.62 |
2.1% |
8% |
False |
True |
123,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.26 |
|
2.618 |
84.28 |
|
1.618 |
81.23 |
|
1.000 |
79.35 |
|
0.618 |
78.18 |
|
HIGH |
76.30 |
|
0.618 |
75.13 |
|
0.500 |
74.78 |
|
0.382 |
74.42 |
|
LOW |
73.25 |
|
0.618 |
71.37 |
|
1.000 |
70.20 |
|
1.618 |
68.32 |
|
2.618 |
65.27 |
|
4.250 |
60.29 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.47 |
75.77 |
| PP |
75.12 |
75.72 |
| S1 |
74.78 |
75.67 |
|