NYMEX Light Sweet Crude Oil Future April 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 |
77.03 |
77.50 |
0.47 |
0.6% |
79.88 |
| High |
77.96 |
77.80 |
-0.16 |
-0.2% |
80.73 |
| Low |
76.72 |
76.66 |
-0.06 |
-0.1% |
76.26 |
| Close |
77.95 |
77.20 |
-0.75 |
-1.0% |
78.59 |
| Range |
1.24 |
1.14 |
-0.10 |
-8.1% |
4.47 |
| ATR |
1.85 |
1.81 |
-0.04 |
-2.2% |
0.00 |
| Volume |
17,080 |
15,655 |
-1,425 |
-8.3% |
83,999 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.64 |
80.06 |
77.83 |
|
| R3 |
79.50 |
78.92 |
77.51 |
|
| R2 |
78.36 |
78.36 |
77.41 |
|
| R1 |
77.78 |
77.78 |
77.30 |
77.50 |
| PP |
77.22 |
77.22 |
77.22 |
77.08 |
| S1 |
76.64 |
76.64 |
77.10 |
76.36 |
| S2 |
76.08 |
76.08 |
76.99 |
|
| S3 |
74.94 |
75.50 |
76.89 |
|
| S4 |
73.80 |
74.36 |
76.57 |
|
|
| 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 |
76.66 |
3.04 |
3.9% |
1.59 |
2.1% |
18% |
False |
True |
16,827 |
| 10 |
81.27 |
76.26 |
5.01 |
6.5% |
1.77 |
2.3% |
19% |
False |
False |
15,668 |
| 20 |
82.27 |
76.26 |
6.01 |
7.8% |
1.83 |
2.4% |
16% |
False |
False |
13,682 |
| 40 |
91.54 |
76.26 |
15.28 |
19.8% |
1.78 |
2.3% |
6% |
False |
False |
11,747 |
| 60 |
93.50 |
76.26 |
17.24 |
22.3% |
1.53 |
2.0% |
5% |
False |
False |
9,238 |
| 80 |
97.35 |
76.26 |
21.09 |
27.3% |
1.37 |
1.8% |
4% |
False |
False |
7,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.65 |
|
2.618 |
80.78 |
|
1.618 |
79.64 |
|
1.000 |
78.94 |
|
0.618 |
78.50 |
|
HIGH |
77.80 |
|
0.618 |
77.36 |
|
0.500 |
77.23 |
|
0.382 |
77.10 |
|
LOW |
76.66 |
|
0.618 |
75.96 |
|
1.000 |
75.52 |
|
1.618 |
74.82 |
|
2.618 |
73.68 |
|
4.250 |
71.82 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
77.23 |
78.18 |
| PP |
77.22 |
77.85 |
| S1 |
77.21 |
77.53 |
|