NYMEX Light Sweet Crude Oil Future February 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 |
76.76 |
74.23 |
-2.53 |
-3.3% |
78.54 |
| High |
77.02 |
76.23 |
-0.79 |
-1.0% |
79.69 |
| Low |
73.95 |
73.17 |
-0.78 |
-1.1% |
73.17 |
| Close |
74.08 |
75.79 |
1.71 |
2.3% |
75.79 |
| Range |
3.07 |
3.06 |
-0.01 |
-0.3% |
6.52 |
| ATR |
2.07 |
2.14 |
0.07 |
3.4% |
0.00 |
| Volume |
52,834 |
54,269 |
1,435 |
2.7% |
226,499 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.24 |
83.08 |
77.47 |
|
| R3 |
81.18 |
80.02 |
76.63 |
|
| R2 |
78.12 |
78.12 |
76.35 |
|
| R1 |
76.96 |
76.96 |
76.07 |
77.54 |
| PP |
75.06 |
75.06 |
75.06 |
75.36 |
| S1 |
73.90 |
73.90 |
75.51 |
74.48 |
| S2 |
72.00 |
72.00 |
75.23 |
|
| S3 |
68.94 |
70.84 |
74.95 |
|
| S4 |
65.88 |
67.78 |
74.11 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.78 |
92.30 |
79.38 |
|
| R3 |
89.26 |
85.78 |
77.58 |
|
| R2 |
82.74 |
82.74 |
76.99 |
|
| R1 |
79.26 |
79.26 |
76.39 |
77.74 |
| PP |
76.22 |
76.22 |
76.22 |
75.46 |
| S1 |
72.74 |
72.74 |
75.19 |
71.22 |
| S2 |
69.70 |
69.70 |
74.59 |
|
| S3 |
63.18 |
66.22 |
74.00 |
|
| S4 |
56.66 |
59.70 |
72.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.69 |
73.17 |
6.52 |
8.6% |
2.29 |
3.0% |
40% |
False |
True |
45,299 |
| 10 |
80.81 |
73.17 |
7.64 |
10.1% |
2.27 |
3.0% |
34% |
False |
True |
44,595 |
| 20 |
82.32 |
73.17 |
9.15 |
12.1% |
1.98 |
2.6% |
29% |
False |
True |
35,170 |
| 40 |
92.47 |
73.17 |
19.30 |
25.5% |
2.08 |
2.7% |
14% |
False |
True |
30,105 |
| 60 |
93.83 |
73.17 |
20.66 |
27.3% |
1.82 |
2.4% |
13% |
False |
True |
24,445 |
| 80 |
98.21 |
73.17 |
25.04 |
33.0% |
1.64 |
2.2% |
10% |
False |
True |
19,878 |
| 100 |
101.17 |
73.17 |
28.00 |
36.9% |
1.49 |
2.0% |
9% |
False |
True |
16,885 |
| 120 |
101.33 |
73.17 |
28.16 |
37.2% |
1.35 |
1.8% |
9% |
False |
True |
14,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.24 |
|
2.618 |
84.24 |
|
1.618 |
81.18 |
|
1.000 |
79.29 |
|
0.618 |
78.12 |
|
HIGH |
76.23 |
|
0.618 |
75.06 |
|
0.500 |
74.70 |
|
0.382 |
74.34 |
|
LOW |
73.17 |
|
0.618 |
71.28 |
|
1.000 |
70.11 |
|
1.618 |
68.22 |
|
2.618 |
65.16 |
|
4.250 |
60.17 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.43 |
75.69 |
| PP |
75.06 |
75.59 |
| S1 |
74.70 |
75.49 |
|