NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
78.24 |
77.24 |
-1.00 |
-1.3% |
80.21 |
| High |
79.65 |
77.90 |
-1.75 |
-2.2% |
80.75 |
| Low |
77.16 |
76.46 |
-0.70 |
-0.9% |
76.14 |
| Close |
77.44 |
77.86 |
0.42 |
0.5% |
78.54 |
| Range |
2.49 |
1.44 |
-1.05 |
-42.2% |
4.61 |
| ATR |
2.01 |
1.97 |
-0.04 |
-2.0% |
0.00 |
| Volume |
44,459 |
31,824 |
-12,635 |
-28.4% |
196,637 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.73 |
81.23 |
78.65 |
|
| R3 |
80.29 |
79.79 |
78.26 |
|
| R2 |
78.85 |
78.85 |
78.12 |
|
| R1 |
78.35 |
78.35 |
77.99 |
78.60 |
| PP |
77.41 |
77.41 |
77.41 |
77.53 |
| S1 |
76.91 |
76.91 |
77.73 |
77.16 |
| S2 |
75.97 |
75.97 |
77.60 |
|
| S3 |
74.53 |
75.47 |
77.46 |
|
| S4 |
73.09 |
74.03 |
77.07 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.31 |
90.03 |
81.08 |
|
| R3 |
87.70 |
85.42 |
79.81 |
|
| R2 |
83.09 |
83.09 |
79.39 |
|
| R1 |
80.81 |
80.81 |
78.96 |
79.65 |
| PP |
78.48 |
78.48 |
78.48 |
77.89 |
| S1 |
76.20 |
76.20 |
78.12 |
75.04 |
| S2 |
73.87 |
73.87 |
77.69 |
|
| S3 |
69.26 |
71.59 |
77.27 |
|
| S4 |
64.65 |
66.98 |
76.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.65 |
76.46 |
3.19 |
4.1% |
1.95 |
2.5% |
44% |
False |
True |
41,970 |
| 10 |
82.19 |
76.14 |
6.05 |
7.8% |
1.89 |
2.4% |
28% |
False |
False |
34,383 |
| 20 |
82.58 |
76.14 |
6.44 |
8.3% |
2.00 |
2.6% |
27% |
False |
False |
35,601 |
| 40 |
92.27 |
76.14 |
16.13 |
20.7% |
1.91 |
2.5% |
11% |
False |
False |
33,328 |
| 60 |
93.80 |
76.14 |
17.66 |
22.7% |
1.67 |
2.1% |
10% |
False |
False |
27,167 |
| 80 |
98.02 |
76.14 |
21.88 |
28.1% |
1.50 |
1.9% |
8% |
False |
False |
22,914 |
| 100 |
100.52 |
76.14 |
24.38 |
31.3% |
1.38 |
1.8% |
7% |
False |
False |
19,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.02 |
|
2.618 |
81.67 |
|
1.618 |
80.23 |
|
1.000 |
79.34 |
|
0.618 |
78.79 |
|
HIGH |
77.90 |
|
0.618 |
77.35 |
|
0.500 |
77.18 |
|
0.382 |
77.01 |
|
LOW |
76.46 |
|
0.618 |
75.57 |
|
1.000 |
75.02 |
|
1.618 |
74.13 |
|
2.618 |
72.69 |
|
4.250 |
70.34 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
77.63 |
78.06 |
| PP |
77.41 |
77.99 |
| S1 |
77.18 |
77.93 |
|