NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
77.24 |
77.27 |
0.03 |
0.0% |
80.21 |
| High |
77.90 |
77.78 |
-0.12 |
-0.2% |
80.75 |
| Low |
76.46 |
76.60 |
0.14 |
0.2% |
76.14 |
| Close |
77.86 |
77.13 |
-0.73 |
-0.9% |
78.54 |
| Range |
1.44 |
1.18 |
-0.26 |
-18.1% |
4.61 |
| ATR |
1.97 |
1.92 |
-0.05 |
-2.6% |
0.00 |
| Volume |
31,824 |
36,697 |
4,873 |
15.3% |
196,637 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.71 |
80.10 |
77.78 |
|
| R3 |
79.53 |
78.92 |
77.45 |
|
| R2 |
78.35 |
78.35 |
77.35 |
|
| R1 |
77.74 |
77.74 |
77.24 |
77.46 |
| PP |
77.17 |
77.17 |
77.17 |
77.03 |
| S1 |
76.56 |
76.56 |
77.02 |
76.28 |
| S2 |
75.99 |
75.99 |
76.91 |
|
| S3 |
74.81 |
75.38 |
76.81 |
|
| S4 |
73.63 |
74.20 |
76.48 |
|
|
| 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% |
1.68 |
2.2% |
21% |
False |
False |
39,722 |
| 10 |
81.43 |
76.14 |
5.29 |
6.9% |
1.87 |
2.4% |
19% |
False |
False |
35,920 |
| 20 |
82.58 |
76.14 |
6.44 |
8.3% |
1.94 |
2.5% |
15% |
False |
False |
34,896 |
| 40 |
91.92 |
76.14 |
15.78 |
20.5% |
1.91 |
2.5% |
6% |
False |
False |
33,763 |
| 60 |
93.80 |
76.14 |
17.66 |
22.9% |
1.67 |
2.2% |
6% |
False |
False |
27,632 |
| 80 |
98.01 |
76.14 |
21.87 |
28.4% |
1.51 |
2.0% |
5% |
False |
False |
23,245 |
| 100 |
100.52 |
76.14 |
24.38 |
31.6% |
1.38 |
1.8% |
4% |
False |
False |
20,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.80 |
|
2.618 |
80.87 |
|
1.618 |
79.69 |
|
1.000 |
78.96 |
|
0.618 |
78.51 |
|
HIGH |
77.78 |
|
0.618 |
77.33 |
|
0.500 |
77.19 |
|
0.382 |
77.05 |
|
LOW |
76.60 |
|
0.618 |
75.87 |
|
1.000 |
75.42 |
|
1.618 |
74.69 |
|
2.618 |
73.51 |
|
4.250 |
71.59 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
77.19 |
78.06 |
| PP |
77.17 |
77.75 |
| S1 |
77.15 |
77.44 |
|