NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.36 |
76.50 |
2.14 |
2.9% |
75.95 |
| High |
76.20 |
77.75 |
1.55 |
2.0% |
77.75 |
| Low |
74.09 |
75.59 |
1.50 |
2.0% |
74.09 |
| Close |
75.82 |
76.74 |
0.92 |
1.2% |
76.74 |
| Range |
2.11 |
2.16 |
0.05 |
2.4% |
3.66 |
| ATR |
1.90 |
1.92 |
0.02 |
1.0% |
0.00 |
| Volume |
26,474 |
20,487 |
-5,987 |
-22.6% |
83,287 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.17 |
82.12 |
77.93 |
|
| R3 |
81.01 |
79.96 |
77.33 |
|
| R2 |
78.85 |
78.85 |
77.14 |
|
| R1 |
77.80 |
77.80 |
76.94 |
78.33 |
| PP |
76.69 |
76.69 |
76.69 |
76.96 |
| S1 |
75.64 |
75.64 |
76.54 |
76.17 |
| S2 |
74.53 |
74.53 |
76.34 |
|
| S3 |
72.37 |
73.48 |
76.15 |
|
| S4 |
70.21 |
71.32 |
75.55 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.17 |
85.62 |
78.75 |
|
| R3 |
83.51 |
81.96 |
77.75 |
|
| R2 |
79.85 |
79.85 |
77.41 |
|
| R1 |
78.30 |
78.30 |
77.08 |
79.08 |
| PP |
76.19 |
76.19 |
76.19 |
76.58 |
| S1 |
74.64 |
74.64 |
76.40 |
75.42 |
| S2 |
72.53 |
72.53 |
76.07 |
|
| S3 |
68.87 |
70.98 |
75.73 |
|
| S4 |
65.21 |
67.32 |
74.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.75 |
74.09 |
3.66 |
4.8% |
1.73 |
2.3% |
72% |
True |
False |
16,657 |
| 10 |
79.70 |
73.29 |
6.41 |
8.4% |
1.92 |
2.5% |
54% |
False |
False |
16,791 |
| 20 |
82.03 |
73.29 |
8.74 |
11.4% |
1.79 |
2.3% |
39% |
False |
False |
15,013 |
| 40 |
91.36 |
73.29 |
18.07 |
23.5% |
1.96 |
2.5% |
19% |
False |
False |
13,572 |
| 60 |
93.50 |
73.29 |
20.21 |
26.3% |
1.70 |
2.2% |
17% |
False |
False |
10,835 |
| 80 |
95.01 |
73.29 |
21.72 |
28.3% |
1.47 |
1.9% |
16% |
False |
False |
8,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.93 |
|
2.618 |
83.40 |
|
1.618 |
81.24 |
|
1.000 |
79.91 |
|
0.618 |
79.08 |
|
HIGH |
77.75 |
|
0.618 |
76.92 |
|
0.500 |
76.67 |
|
0.382 |
76.42 |
|
LOW |
75.59 |
|
0.618 |
74.26 |
|
1.000 |
73.43 |
|
1.618 |
72.10 |
|
2.618 |
69.94 |
|
4.250 |
66.41 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
76.72 |
76.47 |
| PP |
76.69 |
76.19 |
| S1 |
76.67 |
75.92 |
|