NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.29 |
76.24 |
1.95 |
2.6% |
75.85 |
| High |
76.26 |
77.79 |
1.53 |
2.0% |
77.79 |
| Low |
74.07 |
75.59 |
1.52 |
2.1% |
74.07 |
| Close |
75.82 |
76.67 |
0.85 |
1.1% |
76.67 |
| Range |
2.19 |
2.20 |
0.01 |
0.5% |
3.72 |
| ATR |
2.00 |
2.01 |
0.01 |
0.7% |
0.00 |
| Volume |
81,287 |
42,599 |
-38,688 |
-47.6% |
224,533 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.28 |
82.18 |
77.88 |
|
| R3 |
81.08 |
79.98 |
77.28 |
|
| R2 |
78.88 |
78.88 |
77.07 |
|
| R1 |
77.78 |
77.78 |
76.87 |
78.33 |
| PP |
76.68 |
76.68 |
76.68 |
76.96 |
| S1 |
75.58 |
75.58 |
76.47 |
76.13 |
| S2 |
74.48 |
74.48 |
76.27 |
|
| S3 |
72.28 |
73.38 |
76.07 |
|
| S4 |
70.08 |
71.18 |
75.46 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.34 |
85.72 |
78.72 |
|
| R3 |
83.62 |
82.00 |
77.69 |
|
| R2 |
79.90 |
79.90 |
77.35 |
|
| R1 |
78.28 |
78.28 |
77.01 |
79.09 |
| PP |
76.18 |
76.18 |
76.18 |
76.58 |
| S1 |
74.56 |
74.56 |
76.33 |
75.37 |
| S2 |
72.46 |
72.46 |
75.99 |
|
| S3 |
68.74 |
70.84 |
75.65 |
|
| S4 |
65.02 |
67.12 |
74.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.79 |
74.07 |
3.72 |
4.9% |
1.82 |
2.4% |
70% |
True |
False |
44,906 |
| 10 |
79.65 |
73.17 |
6.48 |
8.5% |
2.04 |
2.7% |
54% |
False |
False |
41,461 |
| 20 |
82.19 |
73.17 |
9.02 |
11.8% |
1.90 |
2.5% |
39% |
False |
False |
36,472 |
| 40 |
91.92 |
73.17 |
18.75 |
24.5% |
2.09 |
2.7% |
19% |
False |
False |
37,305 |
| 60 |
93.80 |
73.17 |
20.63 |
26.9% |
1.84 |
2.4% |
17% |
False |
False |
31,566 |
| 80 |
95.56 |
73.17 |
22.39 |
29.2% |
1.61 |
2.1% |
16% |
False |
False |
26,115 |
| 100 |
99.21 |
73.17 |
26.04 |
34.0% |
1.48 |
1.9% |
13% |
False |
False |
22,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.14 |
|
2.618 |
83.55 |
|
1.618 |
81.35 |
|
1.000 |
79.99 |
|
0.618 |
79.15 |
|
HIGH |
77.79 |
|
0.618 |
76.95 |
|
0.500 |
76.69 |
|
0.382 |
76.43 |
|
LOW |
75.59 |
|
0.618 |
74.23 |
|
1.000 |
73.39 |
|
1.618 |
72.03 |
|
2.618 |
69.83 |
|
4.250 |
66.24 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
76.69 |
76.42 |
| PP |
76.68 |
76.18 |
| S1 |
76.68 |
75.93 |
|