NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.26 |
74.34 |
0.08 |
0.1% |
78.45 |
| High |
75.42 |
76.37 |
0.95 |
1.3% |
79.70 |
| Low |
73.92 |
74.20 |
0.28 |
0.4% |
73.22 |
| Close |
74.50 |
75.85 |
1.35 |
1.8% |
75.82 |
| Range |
1.50 |
2.17 |
0.67 |
44.7% |
6.48 |
| ATR |
2.12 |
2.12 |
0.00 |
0.2% |
0.00 |
| Volume |
351,853 |
236,720 |
-115,133 |
-32.7% |
743,820 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.98 |
81.09 |
77.04 |
|
| R3 |
79.81 |
78.92 |
76.45 |
|
| R2 |
77.64 |
77.64 |
76.25 |
|
| R1 |
76.75 |
76.75 |
76.05 |
77.20 |
| PP |
75.47 |
75.47 |
75.47 |
75.70 |
| S1 |
74.58 |
74.58 |
75.65 |
75.03 |
| S2 |
73.30 |
73.30 |
75.45 |
|
| S3 |
71.13 |
72.41 |
75.25 |
|
| S4 |
68.96 |
70.24 |
74.66 |
|
|
| 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 |
76.48 |
73.22 |
3.26 |
4.3% |
2.09 |
2.8% |
81% |
False |
False |
214,420 |
| 10 |
79.70 |
73.22 |
6.48 |
8.5% |
2.09 |
2.8% |
41% |
False |
False |
174,131 |
| 20 |
82.57 |
73.22 |
9.35 |
12.3% |
1.98 |
2.6% |
28% |
False |
False |
128,170 |
| 40 |
93.07 |
73.22 |
19.85 |
26.2% |
2.23 |
2.9% |
13% |
False |
False |
94,122 |
| 60 |
94.16 |
73.22 |
20.94 |
27.6% |
2.01 |
2.7% |
13% |
False |
False |
72,145 |
| 80 |
96.80 |
73.22 |
23.58 |
31.1% |
1.79 |
2.4% |
11% |
False |
False |
58,288 |
| 100 |
101.52 |
73.22 |
28.30 |
37.3% |
1.66 |
2.2% |
9% |
False |
False |
49,228 |
| 120 |
102.53 |
73.22 |
29.31 |
38.6% |
1.53 |
2.0% |
9% |
False |
False |
42,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.59 |
|
2.618 |
82.05 |
|
1.618 |
79.88 |
|
1.000 |
78.54 |
|
0.618 |
77.71 |
|
HIGH |
76.37 |
|
0.618 |
75.54 |
|
0.500 |
75.29 |
|
0.382 |
75.03 |
|
LOW |
74.20 |
|
0.618 |
72.86 |
|
1.000 |
72.03 |
|
1.618 |
70.69 |
|
2.618 |
68.52 |
|
4.250 |
64.98 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.66 |
75.63 |
| PP |
75.47 |
75.42 |
| S1 |
75.29 |
75.20 |
|