NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
75.95 |
75.71 |
-0.24 |
-0.3% |
78.85 |
| High |
76.03 |
76.61 |
0.58 |
0.8% |
79.70 |
| Low |
74.85 |
74.56 |
-0.29 |
-0.4% |
73.29 |
| Close |
75.90 |
75.00 |
-0.90 |
-1.2% |
75.86 |
| Range |
1.18 |
2.05 |
0.87 |
73.7% |
6.41 |
| ATR |
1.93 |
1.94 |
0.01 |
0.4% |
0.00 |
| Volume |
14,656 |
11,314 |
-3,342 |
-22.8% |
84,629 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.54 |
80.32 |
76.13 |
|
| R3 |
79.49 |
78.27 |
75.56 |
|
| R2 |
77.44 |
77.44 |
75.38 |
|
| R1 |
76.22 |
76.22 |
75.19 |
75.81 |
| PP |
75.39 |
75.39 |
75.39 |
75.18 |
| S1 |
74.17 |
74.17 |
74.81 |
73.76 |
| S2 |
73.34 |
73.34 |
74.62 |
|
| S3 |
71.29 |
72.12 |
74.44 |
|
| S4 |
69.24 |
70.07 |
73.87 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.51 |
92.10 |
79.39 |
|
| R3 |
89.10 |
85.69 |
77.62 |
|
| R2 |
82.69 |
82.69 |
77.04 |
|
| R1 |
79.28 |
79.28 |
76.45 |
77.78 |
| PP |
76.28 |
76.28 |
76.28 |
75.54 |
| S1 |
72.87 |
72.87 |
75.27 |
71.37 |
| S2 |
69.87 |
69.87 |
74.68 |
|
| S3 |
63.46 |
66.46 |
74.10 |
|
| S4 |
57.05 |
60.05 |
72.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.80 |
73.29 |
4.51 |
6.0% |
2.03 |
2.7% |
38% |
False |
False |
14,930 |
| 10 |
79.70 |
73.29 |
6.41 |
8.5% |
1.94 |
2.6% |
27% |
False |
False |
16,705 |
| 20 |
82.03 |
73.29 |
8.74 |
11.7% |
1.81 |
2.4% |
20% |
False |
False |
14,226 |
| 40 |
91.36 |
73.29 |
18.07 |
24.1% |
1.91 |
2.5% |
9% |
False |
False |
12,821 |
| 60 |
93.50 |
73.29 |
20.21 |
26.9% |
1.64 |
2.2% |
8% |
False |
False |
10,024 |
| 80 |
96.44 |
73.29 |
23.15 |
30.9% |
1.44 |
1.9% |
7% |
False |
False |
8,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.32 |
|
2.618 |
81.98 |
|
1.618 |
79.93 |
|
1.000 |
78.66 |
|
0.618 |
77.88 |
|
HIGH |
76.61 |
|
0.618 |
75.83 |
|
0.500 |
75.59 |
|
0.382 |
75.34 |
|
LOW |
74.56 |
|
0.618 |
73.29 |
|
1.000 |
72.51 |
|
1.618 |
71.24 |
|
2.618 |
69.19 |
|
4.250 |
65.85 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.59 |
74.98 |
| PP |
75.39 |
74.97 |
| S1 |
75.20 |
74.95 |
|