NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
75.51 |
73.87 |
-1.64 |
-2.2% |
75.90 |
| High |
76.58 |
74.48 |
-2.10 |
-2.7% |
77.83 |
| Low |
73.71 |
73.30 |
-0.41 |
-0.6% |
73.92 |
| Close |
74.09 |
73.69 |
-0.40 |
-0.5% |
76.51 |
| Range |
2.87 |
1.18 |
-1.69 |
-58.9% |
3.91 |
| ATR |
2.14 |
2.07 |
-0.07 |
-3.2% |
0.00 |
| Volume |
294,447 |
258,382 |
-36,065 |
-12.2% |
1,195,557 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.36 |
76.71 |
74.34 |
|
| R3 |
76.18 |
75.53 |
74.01 |
|
| R2 |
75.00 |
75.00 |
73.91 |
|
| R1 |
74.35 |
74.35 |
73.80 |
74.09 |
| PP |
73.82 |
73.82 |
73.82 |
73.69 |
| S1 |
73.17 |
73.17 |
73.58 |
72.91 |
| S2 |
72.64 |
72.64 |
73.47 |
|
| S3 |
71.46 |
71.99 |
73.37 |
|
| S4 |
70.28 |
70.81 |
73.04 |
|
|
| 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 |
73.30 |
4.53 |
6.1% |
2.00 |
2.7% |
9% |
False |
True |
251,923 |
| 10 |
77.83 |
73.22 |
4.61 |
6.3% |
2.13 |
2.9% |
10% |
False |
False |
228,498 |
| 20 |
81.82 |
73.22 |
8.60 |
11.7% |
2.08 |
2.8% |
5% |
False |
False |
167,490 |
| 40 |
89.69 |
73.22 |
16.47 |
22.4% |
2.20 |
3.0% |
3% |
False |
False |
115,319 |
| 60 |
93.81 |
73.22 |
20.59 |
27.9% |
2.04 |
2.8% |
2% |
False |
False |
87,625 |
| 80 |
96.50 |
73.22 |
23.28 |
31.6% |
1.83 |
2.5% |
2% |
False |
False |
70,380 |
| 100 |
99.83 |
73.22 |
26.61 |
36.1% |
1.70 |
2.3% |
2% |
False |
False |
59,169 |
| 120 |
102.53 |
73.22 |
29.31 |
39.8% |
1.56 |
2.1% |
2% |
False |
False |
50,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.50 |
|
2.618 |
77.57 |
|
1.618 |
76.39 |
|
1.000 |
75.66 |
|
0.618 |
75.21 |
|
HIGH |
74.48 |
|
0.618 |
74.03 |
|
0.500 |
73.89 |
|
0.382 |
73.75 |
|
LOW |
73.30 |
|
0.618 |
72.57 |
|
1.000 |
72.12 |
|
1.618 |
71.39 |
|
2.618 |
70.21 |
|
4.250 |
68.29 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
73.89 |
75.16 |
| PP |
73.82 |
74.67 |
| S1 |
73.76 |
74.18 |
|