NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.36 |
75.93 |
1.57 |
2.1% |
78.50 |
| High |
76.30 |
76.18 |
-0.12 |
-0.2% |
79.75 |
| Low |
73.25 |
74.71 |
1.46 |
2.0% |
73.25 |
| Close |
75.82 |
75.64 |
-0.18 |
-0.2% |
75.82 |
| Range |
3.05 |
1.47 |
-1.58 |
-51.8% |
6.50 |
| ATR |
2.27 |
2.21 |
-0.06 |
-2.5% |
0.00 |
| Volume |
355,245 |
279,462 |
-75,783 |
-21.3% |
1,796,009 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.92 |
79.25 |
76.45 |
|
| R3 |
78.45 |
77.78 |
76.04 |
|
| R2 |
76.98 |
76.98 |
75.91 |
|
| R1 |
76.31 |
76.31 |
75.77 |
75.91 |
| PP |
75.51 |
75.51 |
75.51 |
75.31 |
| S1 |
74.84 |
74.84 |
75.51 |
74.44 |
| S2 |
74.04 |
74.04 |
75.37 |
|
| S3 |
72.57 |
73.37 |
75.24 |
|
| S4 |
71.10 |
71.90 |
74.83 |
|
|
| 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 |
78.08 |
73.25 |
4.83 |
6.4% |
2.14 |
2.8% |
49% |
False |
False |
351,195 |
| 10 |
79.75 |
73.25 |
6.50 |
8.6% |
2.26 |
3.0% |
37% |
False |
False |
355,489 |
| 20 |
83.23 |
73.25 |
9.98 |
13.2% |
2.08 |
2.8% |
24% |
False |
False |
328,871 |
| 40 |
93.82 |
73.25 |
20.57 |
27.2% |
2.27 |
3.0% |
12% |
False |
False |
247,507 |
| 60 |
94.42 |
73.25 |
21.17 |
28.0% |
2.05 |
2.7% |
11% |
False |
False |
190,704 |
| 80 |
99.36 |
73.25 |
26.11 |
34.5% |
1.87 |
2.5% |
9% |
False |
False |
158,710 |
| 100 |
102.72 |
73.25 |
29.47 |
39.0% |
1.74 |
2.3% |
8% |
False |
False |
139,524 |
| 120 |
103.66 |
73.25 |
30.41 |
40.2% |
1.62 |
2.1% |
8% |
False |
False |
125,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.43 |
|
2.618 |
80.03 |
|
1.618 |
78.56 |
|
1.000 |
77.65 |
|
0.618 |
77.09 |
|
HIGH |
76.18 |
|
0.618 |
75.62 |
|
0.500 |
75.45 |
|
0.382 |
75.27 |
|
LOW |
74.71 |
|
0.618 |
73.80 |
|
1.000 |
73.24 |
|
1.618 |
72.33 |
|
2.618 |
70.86 |
|
4.250 |
68.46 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.58 |
75.50 |
| PP |
75.51 |
75.35 |
| S1 |
75.45 |
75.21 |
|