NYMEX Light Sweet Crude Oil Future April 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 |
78.85 |
77.03 |
-1.82 |
-2.3% |
79.88 |
| High |
79.70 |
77.96 |
-1.74 |
-2.2% |
80.73 |
| Low |
77.34 |
76.72 |
-0.62 |
-0.8% |
76.26 |
| Close |
77.58 |
77.95 |
0.37 |
0.5% |
78.59 |
| Range |
2.36 |
1.24 |
-1.12 |
-47.5% |
4.47 |
| ATR |
1.90 |
1.85 |
-0.05 |
-2.5% |
0.00 |
| Volume |
18,866 |
17,080 |
-1,786 |
-9.5% |
83,999 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.26 |
80.85 |
78.63 |
|
| R3 |
80.02 |
79.61 |
78.29 |
|
| R2 |
78.78 |
78.78 |
78.18 |
|
| R1 |
78.37 |
78.37 |
78.06 |
78.58 |
| PP |
77.54 |
77.54 |
77.54 |
77.65 |
| S1 |
77.13 |
77.13 |
77.84 |
77.34 |
| S2 |
76.30 |
76.30 |
77.72 |
|
| S3 |
75.06 |
75.89 |
77.61 |
|
| S4 |
73.82 |
74.65 |
77.27 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.94 |
89.73 |
81.05 |
|
| R3 |
87.47 |
85.26 |
79.82 |
|
| R2 |
83.00 |
83.00 |
79.41 |
|
| R1 |
80.79 |
80.79 |
79.00 |
79.66 |
| PP |
78.53 |
78.53 |
78.53 |
77.96 |
| S1 |
76.32 |
76.32 |
78.18 |
75.19 |
| S2 |
74.06 |
74.06 |
77.77 |
|
| S3 |
69.59 |
71.85 |
77.36 |
|
| S4 |
65.12 |
67.38 |
76.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.70 |
76.60 |
3.10 |
4.0% |
1.84 |
2.4% |
44% |
False |
False |
18,480 |
| 10 |
82.03 |
76.26 |
5.77 |
7.4% |
1.76 |
2.3% |
29% |
False |
False |
15,051 |
| 20 |
82.27 |
76.26 |
6.01 |
7.7% |
1.87 |
2.4% |
28% |
False |
False |
13,645 |
| 40 |
92.05 |
76.26 |
15.79 |
20.3% |
1.78 |
2.3% |
11% |
False |
False |
11,478 |
| 60 |
93.50 |
76.26 |
17.24 |
22.1% |
1.52 |
2.0% |
10% |
False |
False |
9,016 |
| 80 |
97.35 |
76.26 |
21.09 |
27.1% |
1.36 |
1.7% |
8% |
False |
False |
7,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.23 |
|
2.618 |
81.21 |
|
1.618 |
79.97 |
|
1.000 |
79.20 |
|
0.618 |
78.73 |
|
HIGH |
77.96 |
|
0.618 |
77.49 |
|
0.500 |
77.34 |
|
0.382 |
77.19 |
|
LOW |
76.72 |
|
0.618 |
75.95 |
|
1.000 |
75.48 |
|
1.618 |
74.71 |
|
2.618 |
73.47 |
|
4.250 |
71.45 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
77.75 |
78.21 |
| PP |
77.54 |
78.12 |
| S1 |
77.34 |
78.04 |
|