NYMEX Light Sweet Crude Oil Future January 2015
| 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 |
76.87 |
74.31 |
-2.56 |
-3.3% |
78.45 |
| High |
77.09 |
76.27 |
-0.82 |
-1.1% |
79.70 |
| Low |
74.02 |
73.22 |
-0.80 |
-1.1% |
73.22 |
| Close |
74.16 |
75.82 |
1.66 |
2.2% |
75.82 |
| Range |
3.07 |
3.05 |
-0.02 |
-0.7% |
6.48 |
| ATR |
2.14 |
2.21 |
0.06 |
3.0% |
0.00 |
| Volume |
189,990 |
151,861 |
-38,129 |
-20.1% |
743,820 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.25 |
83.09 |
77.50 |
|
| R3 |
81.20 |
80.04 |
76.66 |
|
| R2 |
78.15 |
78.15 |
76.38 |
|
| R1 |
76.99 |
76.99 |
76.10 |
77.57 |
| PP |
75.10 |
75.10 |
75.10 |
75.40 |
| S1 |
73.94 |
73.94 |
75.54 |
74.52 |
| S2 |
72.05 |
72.05 |
75.26 |
|
| S3 |
69.00 |
70.89 |
74.98 |
|
| S4 |
65.95 |
67.84 |
74.14 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.69 |
92.23 |
79.38 |
|
| R3 |
89.21 |
85.75 |
77.60 |
|
| R2 |
82.73 |
82.73 |
77.01 |
|
| R1 |
79.27 |
79.27 |
76.41 |
77.76 |
| PP |
76.25 |
76.25 |
76.25 |
75.49 |
| S1 |
72.79 |
72.79 |
75.23 |
71.28 |
| S2 |
69.77 |
69.77 |
74.63 |
|
| S3 |
63.29 |
66.31 |
74.04 |
|
| S4 |
56.81 |
59.83 |
72.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.70 |
73.22 |
6.48 |
8.5% |
2.31 |
3.1% |
40% |
False |
True |
148,764 |
| 10 |
80.87 |
73.22 |
7.65 |
10.1% |
2.33 |
3.1% |
34% |
False |
True |
126,653 |
| 20 |
82.71 |
73.22 |
9.49 |
12.5% |
2.05 |
2.7% |
27% |
False |
True |
95,476 |
| 40 |
93.07 |
73.22 |
19.85 |
26.2% |
2.19 |
2.9% |
13% |
False |
True |
74,417 |
| 60 |
94.16 |
73.22 |
20.94 |
27.6% |
1.94 |
2.6% |
12% |
False |
True |
57,911 |
| 80 |
98.82 |
73.22 |
25.60 |
33.8% |
1.76 |
2.3% |
10% |
False |
True |
47,399 |
| 100 |
102.15 |
73.22 |
28.93 |
38.2% |
1.62 |
2.1% |
9% |
False |
True |
40,369 |
| 120 |
102.53 |
73.22 |
29.31 |
38.7% |
1.48 |
2.0% |
9% |
False |
True |
34,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.23 |
|
2.618 |
84.25 |
|
1.618 |
81.20 |
|
1.000 |
79.32 |
|
0.618 |
78.15 |
|
HIGH |
76.27 |
|
0.618 |
75.10 |
|
0.500 |
74.75 |
|
0.382 |
74.39 |
|
LOW |
73.22 |
|
0.618 |
71.34 |
|
1.000 |
70.17 |
|
1.618 |
68.29 |
|
2.618 |
65.24 |
|
4.250 |
60.26 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.46 |
75.74 |
| PP |
75.10 |
75.65 |
| S1 |
74.75 |
75.57 |
|