NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
78.45 |
77.21 |
-1.24 |
-1.6% |
80.58 |
| High |
79.70 |
77.95 |
-1.75 |
-2.2% |
80.87 |
| Low |
77.11 |
76.41 |
-0.70 |
-0.9% |
75.95 |
| Close |
77.38 |
77.87 |
0.49 |
0.6% |
78.60 |
| Range |
2.59 |
1.54 |
-1.05 |
-40.5% |
4.92 |
| ATR |
2.17 |
2.13 |
-0.05 |
-2.1% |
0.00 |
| Volume |
111,379 |
128,201 |
16,822 |
15.1% |
522,713 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.03 |
81.49 |
78.72 |
|
| R3 |
80.49 |
79.95 |
78.29 |
|
| R2 |
78.95 |
78.95 |
78.15 |
|
| R1 |
78.41 |
78.41 |
78.01 |
78.68 |
| PP |
77.41 |
77.41 |
77.41 |
77.55 |
| S1 |
76.87 |
76.87 |
77.73 |
77.14 |
| S2 |
75.87 |
75.87 |
77.59 |
|
| S3 |
74.33 |
75.33 |
77.45 |
|
| S4 |
72.79 |
73.79 |
77.02 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.23 |
90.84 |
81.31 |
|
| R3 |
88.31 |
85.92 |
79.95 |
|
| R2 |
83.39 |
83.39 |
79.50 |
|
| R1 |
81.00 |
81.00 |
79.05 |
79.74 |
| PP |
78.47 |
78.47 |
78.47 |
77.84 |
| S1 |
76.08 |
76.08 |
78.15 |
74.82 |
| S2 |
73.55 |
73.55 |
77.70 |
|
| S3 |
68.63 |
71.16 |
77.25 |
|
| S4 |
63.71 |
66.24 |
75.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.70 |
76.41 |
3.29 |
4.2% |
2.12 |
2.7% |
44% |
False |
True |
111,762 |
| 10 |
82.57 |
75.95 |
6.62 |
8.5% |
2.03 |
2.6% |
29% |
False |
False |
95,100 |
| 20 |
83.58 |
75.95 |
7.63 |
9.8% |
2.14 |
2.8% |
25% |
False |
False |
81,536 |
| 40 |
93.07 |
75.95 |
17.12 |
22.0% |
2.09 |
2.7% |
11% |
False |
False |
63,522 |
| 60 |
94.16 |
75.95 |
18.21 |
23.4% |
1.88 |
2.4% |
11% |
False |
False |
50,414 |
| 80 |
99.36 |
75.95 |
23.41 |
30.1% |
1.70 |
2.2% |
8% |
False |
False |
41,755 |
| 100 |
102.53 |
75.95 |
26.58 |
34.1% |
1.58 |
2.0% |
7% |
False |
False |
35,538 |
| 120 |
102.53 |
75.95 |
26.58 |
34.1% |
1.44 |
1.8% |
7% |
False |
False |
30,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.50 |
|
2.618 |
81.98 |
|
1.618 |
80.44 |
|
1.000 |
79.49 |
|
0.618 |
78.90 |
|
HIGH |
77.95 |
|
0.618 |
77.36 |
|
0.500 |
77.18 |
|
0.382 |
77.00 |
|
LOW |
76.41 |
|
0.618 |
75.46 |
|
1.000 |
74.87 |
|
1.618 |
73.92 |
|
2.618 |
72.38 |
|
4.250 |
69.87 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
77.64 |
78.06 |
| PP |
77.41 |
77.99 |
| S1 |
77.18 |
77.93 |
|