NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
76.29 |
76.62 |
0.33 |
0.4% |
75.90 |
| High |
77.83 |
77.02 |
-0.81 |
-1.0% |
77.83 |
| Low |
75.62 |
75.45 |
-0.17 |
-0.2% |
73.92 |
| Close |
76.51 |
75.78 |
-0.73 |
-1.0% |
76.51 |
| Range |
2.21 |
1.57 |
-0.64 |
-29.0% |
3.91 |
| ATR |
2.13 |
2.09 |
-0.04 |
-1.9% |
0.00 |
| Volume |
275,317 |
194,751 |
-80,566 |
-29.3% |
1,195,557 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.79 |
79.86 |
76.64 |
|
| R3 |
79.22 |
78.29 |
76.21 |
|
| R2 |
77.65 |
77.65 |
76.07 |
|
| R1 |
76.72 |
76.72 |
75.92 |
76.40 |
| PP |
76.08 |
76.08 |
76.08 |
75.93 |
| S1 |
75.15 |
75.15 |
75.64 |
74.83 |
| S2 |
74.51 |
74.51 |
75.49 |
|
| S3 |
72.94 |
73.58 |
75.35 |
|
| S4 |
71.37 |
72.01 |
74.92 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.82 |
86.07 |
78.66 |
|
| R3 |
83.91 |
82.16 |
77.59 |
|
| R2 |
80.00 |
80.00 |
77.23 |
|
| R1 |
78.25 |
78.25 |
76.87 |
79.13 |
| PP |
76.09 |
76.09 |
76.09 |
76.52 |
| S1 |
74.34 |
74.34 |
76.15 |
75.22 |
| S2 |
72.18 |
72.18 |
75.79 |
|
| S3 |
68.27 |
70.43 |
75.43 |
|
| S4 |
64.36 |
66.52 |
74.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.83 |
73.92 |
3.91 |
5.2% |
1.95 |
2.6% |
48% |
False |
False |
249,519 |
| 10 |
77.95 |
73.22 |
4.73 |
6.2% |
2.02 |
2.7% |
54% |
False |
False |
202,274 |
| 20 |
82.57 |
73.22 |
9.35 |
12.3% |
2.01 |
2.7% |
27% |
False |
False |
145,082 |
| 40 |
93.07 |
73.22 |
19.85 |
26.2% |
2.25 |
3.0% |
13% |
False |
False |
104,045 |
| 60 |
94.16 |
73.22 |
20.94 |
27.6% |
2.05 |
2.7% |
12% |
False |
False |
79,386 |
| 80 |
96.50 |
73.22 |
23.28 |
30.7% |
1.81 |
2.4% |
11% |
False |
False |
63,805 |
| 100 |
100.55 |
73.22 |
27.33 |
36.1% |
1.68 |
2.2% |
9% |
False |
False |
53,771 |
| 120 |
102.53 |
73.22 |
29.31 |
38.7% |
1.55 |
2.0% |
9% |
False |
False |
46,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.69 |
|
2.618 |
81.13 |
|
1.618 |
79.56 |
|
1.000 |
78.59 |
|
0.618 |
77.99 |
|
HIGH |
77.02 |
|
0.618 |
76.42 |
|
0.500 |
76.24 |
|
0.382 |
76.05 |
|
LOW |
75.45 |
|
0.618 |
74.48 |
|
1.000 |
73.88 |
|
1.618 |
72.91 |
|
2.618 |
71.34 |
|
4.250 |
68.78 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
76.24 |
76.02 |
| PP |
76.08 |
75.94 |
| S1 |
75.93 |
75.86 |
|