NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
75.90 |
75.54 |
-0.36 |
-0.5% |
78.45 |
| High |
76.16 |
76.48 |
0.32 |
0.4% |
79.70 |
| Low |
74.75 |
74.17 |
-0.58 |
-0.8% |
73.22 |
| Close |
75.66 |
74.64 |
-1.02 |
-1.3% |
75.82 |
| Range |
1.41 |
2.31 |
0.90 |
63.8% |
6.48 |
| ATR |
2.15 |
2.16 |
0.01 |
0.5% |
0.00 |
| Volume |
142,710 |
188,957 |
46,247 |
32.4% |
743,820 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.03 |
80.64 |
75.91 |
|
| R3 |
79.72 |
78.33 |
75.28 |
|
| R2 |
77.41 |
77.41 |
75.06 |
|
| R1 |
76.02 |
76.02 |
74.85 |
75.56 |
| PP |
75.10 |
75.10 |
75.10 |
74.87 |
| S1 |
73.71 |
73.71 |
74.43 |
73.25 |
| S2 |
72.79 |
72.79 |
74.22 |
|
| S3 |
70.48 |
71.40 |
74.00 |
|
| S4 |
68.17 |
69.09 |
73.37 |
|
|
| 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 |
77.92 |
73.22 |
4.70 |
6.3% |
2.23 |
3.0% |
30% |
False |
False |
167,181 |
| 10 |
79.70 |
73.22 |
6.48 |
8.7% |
2.18 |
2.9% |
22% |
False |
False |
139,471 |
| 20 |
82.63 |
73.22 |
9.41 |
12.6% |
2.05 |
2.8% |
15% |
False |
False |
106,509 |
| 40 |
93.07 |
73.22 |
19.85 |
26.6% |
2.22 |
3.0% |
7% |
False |
False |
81,580 |
| 60 |
94.16 |
73.22 |
20.94 |
28.1% |
1.98 |
2.7% |
7% |
False |
False |
62,745 |
| 80 |
98.09 |
73.22 |
24.87 |
33.3% |
1.78 |
2.4% |
6% |
False |
False |
51,243 |
| 100 |
101.87 |
73.22 |
28.65 |
38.4% |
1.63 |
2.2% |
5% |
False |
False |
43,464 |
| 120 |
102.53 |
73.22 |
29.31 |
39.3% |
1.51 |
2.0% |
5% |
False |
False |
37,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.30 |
|
2.618 |
82.53 |
|
1.618 |
80.22 |
|
1.000 |
78.79 |
|
0.618 |
77.91 |
|
HIGH |
76.48 |
|
0.618 |
75.60 |
|
0.500 |
75.33 |
|
0.382 |
75.05 |
|
LOW |
74.17 |
|
0.618 |
72.74 |
|
1.000 |
71.86 |
|
1.618 |
70.43 |
|
2.618 |
68.12 |
|
4.250 |
64.35 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.33 |
74.85 |
| PP |
75.10 |
74.78 |
| S1 |
74.87 |
74.71 |
|