NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
81.27 |
80.64 |
-0.63 |
-0.8% |
82.39 |
High |
81.29 |
81.66 |
0.37 |
0.5% |
83.23 |
Low |
79.44 |
80.36 |
0.92 |
1.2% |
80.05 |
Close |
81.00 |
81.42 |
0.42 |
0.5% |
81.01 |
Range |
1.85 |
1.30 |
-0.55 |
-29.7% |
3.18 |
ATR |
2.29 |
2.22 |
-0.07 |
-3.1% |
0.00 |
Volume |
285,327 |
226,066 |
-59,261 |
-20.8% |
1,578,131 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.05 |
84.53 |
82.14 |
|
R3 |
83.75 |
83.23 |
81.78 |
|
R2 |
82.45 |
82.45 |
81.66 |
|
R1 |
81.93 |
81.93 |
81.54 |
82.19 |
PP |
81.15 |
81.15 |
81.15 |
81.28 |
S1 |
80.63 |
80.63 |
81.30 |
80.89 |
S2 |
79.85 |
79.85 |
81.18 |
|
S3 |
78.55 |
79.33 |
81.06 |
|
S4 |
77.25 |
78.03 |
80.71 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.97 |
89.17 |
82.76 |
|
R3 |
87.79 |
85.99 |
81.88 |
|
R2 |
84.61 |
84.61 |
81.59 |
|
R1 |
82.81 |
82.81 |
81.30 |
82.12 |
PP |
81.43 |
81.43 |
81.43 |
81.09 |
S1 |
79.63 |
79.63 |
80.72 |
78.94 |
S2 |
78.25 |
78.25 |
80.43 |
|
S3 |
75.07 |
76.45 |
80.14 |
|
S4 |
71.89 |
73.27 |
79.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.15 |
79.44 |
3.71 |
4.6% |
2.00 |
2.5% |
53% |
False |
False |
298,191 |
10 |
84.06 |
79.10 |
4.96 |
6.1% |
2.29 |
2.8% |
47% |
False |
False |
282,792 |
20 |
91.95 |
79.10 |
12.85 |
15.8% |
2.45 |
3.0% |
18% |
False |
False |
225,026 |
40 |
94.42 |
79.10 |
15.32 |
18.8% |
2.14 |
2.6% |
15% |
False |
False |
157,899 |
60 |
96.98 |
79.10 |
17.88 |
22.0% |
1.86 |
2.3% |
13% |
False |
False |
125,395 |
80 |
101.15 |
79.10 |
22.05 |
27.1% |
1.73 |
2.1% |
11% |
False |
False |
110,995 |
100 |
103.66 |
79.10 |
24.56 |
30.2% |
1.60 |
2.0% |
9% |
False |
False |
100,536 |
120 |
103.66 |
79.10 |
24.56 |
30.2% |
1.48 |
1.8% |
9% |
False |
False |
90,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.19 |
2.618 |
85.06 |
1.618 |
83.76 |
1.000 |
82.96 |
0.618 |
82.46 |
HIGH |
81.66 |
0.618 |
81.16 |
0.500 |
81.01 |
0.382 |
80.86 |
LOW |
80.36 |
0.618 |
79.56 |
1.000 |
79.06 |
1.618 |
78.26 |
2.618 |
76.96 |
4.250 |
74.84 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.28 |
81.18 |
PP |
81.15 |
80.94 |
S1 |
81.01 |
80.70 |
|