NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
77.50 |
76.80 |
-0.70 |
-0.9% |
79.88 |
| High |
77.80 |
76.80 |
-1.00 |
-1.3% |
80.73 |
| Low |
76.66 |
73.99 |
-2.67 |
-3.5% |
76.26 |
| Close |
77.20 |
74.11 |
-3.09 |
-4.0% |
78.59 |
| Range |
1.14 |
2.81 |
1.67 |
146.5% |
4.47 |
| ATR |
1.81 |
1.91 |
0.10 |
5.5% |
0.00 |
| Volume |
15,655 |
16,176 |
521 |
3.3% |
83,999 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.40 |
81.56 |
75.66 |
|
| R3 |
80.59 |
78.75 |
74.88 |
|
| R2 |
77.78 |
77.78 |
74.63 |
|
| R1 |
75.94 |
75.94 |
74.37 |
75.46 |
| PP |
74.97 |
74.97 |
74.97 |
74.72 |
| S1 |
73.13 |
73.13 |
73.85 |
72.65 |
| S2 |
72.16 |
72.16 |
73.59 |
|
| S3 |
69.35 |
70.32 |
73.34 |
|
| S4 |
66.54 |
67.51 |
72.56 |
|
|
| 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 |
73.99 |
5.71 |
7.7% |
1.84 |
2.5% |
2% |
False |
True |
16,121 |
| 10 |
80.73 |
73.99 |
6.74 |
9.1% |
1.95 |
2.6% |
2% |
False |
True |
16,046 |
| 20 |
82.03 |
73.99 |
8.04 |
10.8% |
1.74 |
2.4% |
1% |
False |
True |
13,787 |
| 40 |
91.36 |
73.99 |
17.37 |
23.4% |
1.82 |
2.5% |
1% |
False |
True |
12,057 |
| 60 |
93.50 |
73.99 |
19.51 |
26.3% |
1.57 |
2.1% |
1% |
False |
True |
9,457 |
| 80 |
97.18 |
73.99 |
23.19 |
31.3% |
1.39 |
1.9% |
1% |
False |
True |
7,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.74 |
|
2.618 |
84.16 |
|
1.618 |
81.35 |
|
1.000 |
79.61 |
|
0.618 |
78.54 |
|
HIGH |
76.80 |
|
0.618 |
75.73 |
|
0.500 |
75.40 |
|
0.382 |
75.06 |
|
LOW |
73.99 |
|
0.618 |
72.25 |
|
1.000 |
71.18 |
|
1.618 |
69.44 |
|
2.618 |
66.63 |
|
4.250 |
62.05 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.40 |
75.98 |
| PP |
74.97 |
75.35 |
| S1 |
74.54 |
74.73 |
|