NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
75.96 |
74.08 |
-1.88 |
-2.5% |
75.95 |
| High |
76.71 |
74.54 |
-2.17 |
-2.8% |
77.75 |
| Low |
74.05 |
73.60 |
-0.45 |
-0.6% |
74.09 |
| Close |
74.37 |
73.90 |
-0.47 |
-0.6% |
76.74 |
| Range |
2.66 |
0.94 |
-1.72 |
-64.7% |
3.66 |
| ATR |
1.93 |
1.86 |
-0.07 |
-3.7% |
0.00 |
| Volume |
10,772 |
13,124 |
2,352 |
21.8% |
83,287 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.83 |
76.31 |
74.42 |
|
| R3 |
75.89 |
75.37 |
74.16 |
|
| R2 |
74.95 |
74.95 |
74.07 |
|
| R1 |
74.43 |
74.43 |
73.99 |
74.22 |
| PP |
74.01 |
74.01 |
74.01 |
73.91 |
| S1 |
73.49 |
73.49 |
73.81 |
73.28 |
| S2 |
73.07 |
73.07 |
73.73 |
|
| S3 |
72.13 |
72.55 |
73.64 |
|
| S4 |
71.19 |
71.61 |
73.38 |
|
|
| 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 |
73.60 |
4.15 |
5.6% |
1.84 |
2.5% |
7% |
False |
True |
18,096 |
| 10 |
77.75 |
73.29 |
4.46 |
6.0% |
1.94 |
2.6% |
14% |
False |
False |
15,983 |
| 20 |
81.27 |
73.29 |
7.98 |
10.8% |
1.85 |
2.5% |
8% |
False |
False |
15,825 |
| 40 |
88.00 |
73.29 |
14.71 |
19.9% |
1.93 |
2.6% |
4% |
False |
False |
13,993 |
| 60 |
93.32 |
73.29 |
20.03 |
27.1% |
1.71 |
2.3% |
3% |
False |
False |
11,300 |
| 80 |
95.01 |
73.29 |
21.72 |
29.4% |
1.50 |
2.0% |
3% |
False |
False |
9,301 |
| 100 |
97.89 |
73.29 |
24.60 |
33.3% |
1.37 |
1.9% |
2% |
False |
False |
7,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.54 |
|
2.618 |
77.00 |
|
1.618 |
76.06 |
|
1.000 |
75.48 |
|
0.618 |
75.12 |
|
HIGH |
74.54 |
|
0.618 |
74.18 |
|
0.500 |
74.07 |
|
0.382 |
73.96 |
|
LOW |
73.60 |
|
0.618 |
73.02 |
|
1.000 |
72.66 |
|
1.618 |
72.08 |
|
2.618 |
71.14 |
|
4.250 |
69.61 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
74.07 |
75.37 |
| PP |
74.01 |
74.88 |
| S1 |
73.96 |
74.39 |
|