NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
74.25 |
75.98 |
1.73 |
2.3% |
78.78 |
| High |
76.10 |
76.11 |
0.01 |
0.0% |
79.76 |
| Low |
73.41 |
74.90 |
1.49 |
2.0% |
73.41 |
| Close |
75.92 |
76.00 |
0.08 |
0.1% |
75.92 |
| Range |
2.69 |
1.21 |
-1.48 |
-55.0% |
6.35 |
| ATR |
1.84 |
1.80 |
-0.05 |
-2.5% |
0.00 |
| Volume |
9,405 |
8,489 |
-916 |
-9.7% |
45,794 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.30 |
78.86 |
76.67 |
|
| R3 |
78.09 |
77.65 |
76.33 |
|
| R2 |
76.88 |
76.88 |
76.22 |
|
| R1 |
76.44 |
76.44 |
76.11 |
76.66 |
| PP |
75.67 |
75.67 |
75.67 |
75.78 |
| S1 |
75.23 |
75.23 |
75.89 |
75.45 |
| S2 |
74.46 |
74.46 |
75.78 |
|
| S3 |
73.25 |
74.02 |
75.67 |
|
| S4 |
72.04 |
72.81 |
75.33 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.41 |
92.02 |
79.41 |
|
| R3 |
89.06 |
85.67 |
77.67 |
|
| R2 |
82.71 |
82.71 |
77.08 |
|
| R1 |
79.32 |
79.32 |
76.50 |
77.84 |
| PP |
76.36 |
76.36 |
76.36 |
75.63 |
| S1 |
72.97 |
72.97 |
75.34 |
71.49 |
| S2 |
70.01 |
70.01 |
74.76 |
|
| S3 |
63.66 |
66.62 |
74.17 |
|
| S4 |
57.31 |
60.27 |
72.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.08 |
73.41 |
4.67 |
6.1% |
1.76 |
2.3% |
55% |
False |
False |
8,822 |
| 10 |
79.76 |
73.41 |
6.35 |
8.4% |
1.82 |
2.4% |
41% |
False |
False |
9,639 |
| 20 |
81.93 |
73.41 |
8.52 |
11.2% |
1.59 |
2.1% |
30% |
False |
False |
8,219 |
| 40 |
90.94 |
73.41 |
17.53 |
23.1% |
1.68 |
2.2% |
15% |
False |
False |
7,691 |
| 60 |
93.40 |
73.41 |
19.99 |
26.3% |
1.45 |
1.9% |
13% |
False |
False |
6,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.25 |
|
2.618 |
79.28 |
|
1.618 |
78.07 |
|
1.000 |
77.32 |
|
0.618 |
76.86 |
|
HIGH |
76.11 |
|
0.618 |
75.65 |
|
0.500 |
75.51 |
|
0.382 |
75.36 |
|
LOW |
74.90 |
|
0.618 |
74.15 |
|
1.000 |
73.69 |
|
1.618 |
72.94 |
|
2.618 |
71.73 |
|
4.250 |
69.76 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
75.84 |
75.73 |
| PP |
75.67 |
75.46 |
| S1 |
75.51 |
75.19 |
|