NYMEX Light Sweet Crude Oil Future March 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 |
75.83 |
74.07 |
-1.76 |
-2.3% |
75.85 |
| High |
76.66 |
74.53 |
-2.13 |
-2.8% |
77.79 |
| Low |
73.94 |
73.47 |
-0.47 |
-0.6% |
74.07 |
| Close |
74.25 |
73.82 |
-0.43 |
-0.6% |
76.67 |
| Range |
2.72 |
1.06 |
-1.66 |
-61.0% |
3.72 |
| ATR |
2.03 |
1.96 |
-0.07 |
-3.4% |
0.00 |
| Volume |
26,745 |
29,894 |
3,149 |
11.8% |
224,533 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.12 |
76.53 |
74.40 |
|
| R3 |
76.06 |
75.47 |
74.11 |
|
| R2 |
75.00 |
75.00 |
74.01 |
|
| R1 |
74.41 |
74.41 |
73.92 |
74.18 |
| PP |
73.94 |
73.94 |
73.94 |
73.82 |
| S1 |
73.35 |
73.35 |
73.72 |
73.12 |
| S2 |
72.88 |
72.88 |
73.63 |
|
| S3 |
71.82 |
72.29 |
73.53 |
|
| S4 |
70.76 |
71.23 |
73.24 |
|
|
| 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 |
73.47 |
4.32 |
5.9% |
1.93 |
2.6% |
8% |
False |
True |
43,972 |
| 10 |
77.79 |
73.17 |
4.62 |
6.3% |
2.05 |
2.8% |
14% |
False |
False |
39,760 |
| 20 |
81.43 |
73.17 |
8.26 |
11.2% |
1.96 |
2.7% |
8% |
False |
False |
37,840 |
| 40 |
88.45 |
73.17 |
15.28 |
20.7% |
2.06 |
2.8% |
4% |
False |
False |
37,485 |
| 60 |
93.59 |
73.17 |
20.42 |
27.7% |
1.84 |
2.5% |
3% |
False |
False |
32,339 |
| 80 |
95.56 |
73.17 |
22.39 |
30.3% |
1.64 |
2.2% |
3% |
False |
False |
26,927 |
| 100 |
98.49 |
73.17 |
25.32 |
34.3% |
1.51 |
2.1% |
3% |
False |
False |
23,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.04 |
|
2.618 |
77.31 |
|
1.618 |
76.25 |
|
1.000 |
75.59 |
|
0.618 |
75.19 |
|
HIGH |
74.53 |
|
0.618 |
74.13 |
|
0.500 |
74.00 |
|
0.382 |
73.87 |
|
LOW |
73.47 |
|
0.618 |
72.81 |
|
1.000 |
72.41 |
|
1.618 |
71.75 |
|
2.618 |
70.69 |
|
4.250 |
68.97 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
74.00 |
75.29 |
| PP |
73.94 |
74.80 |
| S1 |
73.88 |
74.31 |
|