NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.07 |
73.63 |
-0.44 |
-0.6% |
76.68 |
| High |
74.53 |
73.68 |
-0.85 |
-1.1% |
77.11 |
| Low |
73.47 |
66.05 |
-7.42 |
-10.1% |
66.05 |
| Close |
73.82 |
66.41 |
-7.41 |
-10.0% |
66.41 |
| Range |
1.06 |
7.63 |
6.57 |
619.8% |
11.06 |
| ATR |
1.96 |
2.37 |
0.42 |
21.2% |
0.00 |
| Volume |
29,894 |
33,739 |
3,845 |
12.9% |
129,715 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.60 |
86.64 |
70.61 |
|
| R3 |
83.97 |
79.01 |
68.51 |
|
| R2 |
76.34 |
76.34 |
67.81 |
|
| R1 |
71.38 |
71.38 |
67.11 |
70.05 |
| PP |
68.71 |
68.71 |
68.71 |
68.05 |
| S1 |
63.75 |
63.75 |
65.71 |
62.42 |
| S2 |
61.08 |
61.08 |
65.01 |
|
| S3 |
53.45 |
56.12 |
64.31 |
|
| S4 |
45.82 |
48.49 |
62.21 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.04 |
95.78 |
72.49 |
|
| R3 |
91.98 |
84.72 |
69.45 |
|
| R2 |
80.92 |
80.92 |
68.44 |
|
| R1 |
73.66 |
73.66 |
67.42 |
71.76 |
| PP |
69.86 |
69.86 |
69.86 |
68.91 |
| S1 |
62.60 |
62.60 |
65.40 |
60.70 |
| S2 |
58.80 |
58.80 |
64.38 |
|
| S3 |
47.74 |
51.54 |
63.37 |
|
| S4 |
36.68 |
40.48 |
60.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.79 |
66.05 |
11.74 |
17.7% |
3.02 |
4.5% |
3% |
False |
True |
34,462 |
| 10 |
77.79 |
66.05 |
11.74 |
17.7% |
2.51 |
3.8% |
3% |
False |
True |
39,698 |
| 20 |
80.75 |
66.05 |
14.70 |
22.1% |
2.28 |
3.4% |
2% |
False |
True |
38,011 |
| 40 |
88.45 |
66.05 |
22.40 |
33.7% |
2.19 |
3.3% |
2% |
False |
True |
37,269 |
| 60 |
93.22 |
66.05 |
27.17 |
40.9% |
1.95 |
2.9% |
1% |
False |
True |
32,656 |
| 80 |
95.56 |
66.05 |
29.51 |
44.4% |
1.73 |
2.6% |
1% |
False |
True |
27,170 |
| 100 |
98.49 |
66.05 |
32.44 |
48.8% |
1.58 |
2.4% |
1% |
False |
True |
23,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.11 |
|
2.618 |
93.66 |
|
1.618 |
86.03 |
|
1.000 |
81.31 |
|
0.618 |
78.40 |
|
HIGH |
73.68 |
|
0.618 |
70.77 |
|
0.500 |
69.87 |
|
0.382 |
68.96 |
|
LOW |
66.05 |
|
0.618 |
61.33 |
|
1.000 |
58.42 |
|
1.618 |
53.70 |
|
2.618 |
46.07 |
|
4.250 |
33.62 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
69.87 |
71.36 |
| PP |
68.71 |
69.71 |
| S1 |
67.56 |
68.06 |
|