NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.64 |
81.55 |
0.91 |
1.1% |
82.39 |
High |
81.66 |
82.88 |
1.22 |
1.5% |
83.23 |
Low |
80.36 |
81.44 |
1.08 |
1.3% |
80.05 |
Close |
81.42 |
82.20 |
0.78 |
1.0% |
81.01 |
Range |
1.30 |
1.44 |
0.14 |
10.8% |
3.18 |
ATR |
2.22 |
2.17 |
-0.05 |
-2.5% |
0.00 |
Volume |
226,066 |
283,762 |
57,696 |
25.5% |
1,578,131 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.49 |
85.79 |
82.99 |
|
R3 |
85.05 |
84.35 |
82.60 |
|
R2 |
83.61 |
83.61 |
82.46 |
|
R1 |
82.91 |
82.91 |
82.33 |
83.26 |
PP |
82.17 |
82.17 |
82.17 |
82.35 |
S1 |
81.47 |
81.47 |
82.07 |
81.82 |
S2 |
80.73 |
80.73 |
81.94 |
|
S3 |
79.29 |
80.03 |
81.80 |
|
S4 |
77.85 |
78.59 |
81.41 |
|
|
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 |
82.88 |
79.44 |
3.44 |
4.2% |
1.70 |
2.1% |
80% |
True |
False |
284,500 |
10 |
84.06 |
79.10 |
4.96 |
6.0% |
2.20 |
2.7% |
63% |
False |
False |
285,055 |
20 |
90.56 |
79.10 |
11.46 |
13.9% |
2.40 |
2.9% |
27% |
False |
False |
230,785 |
40 |
94.10 |
79.10 |
15.00 |
18.2% |
2.11 |
2.6% |
21% |
False |
False |
162,633 |
60 |
96.98 |
79.10 |
17.88 |
21.8% |
1.87 |
2.3% |
17% |
False |
False |
129,375 |
80 |
100.54 |
79.10 |
21.44 |
26.1% |
1.74 |
2.1% |
14% |
False |
False |
113,933 |
100 |
103.66 |
79.10 |
24.56 |
29.9% |
1.60 |
1.9% |
13% |
False |
False |
102,962 |
120 |
103.66 |
79.10 |
24.56 |
29.9% |
1.48 |
1.8% |
13% |
False |
False |
92,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.00 |
2.618 |
86.65 |
1.618 |
85.21 |
1.000 |
84.32 |
0.618 |
83.77 |
HIGH |
82.88 |
0.618 |
82.33 |
0.500 |
82.16 |
0.382 |
81.99 |
LOW |
81.44 |
0.618 |
80.55 |
1.000 |
80.00 |
1.618 |
79.11 |
2.618 |
77.67 |
4.250 |
75.32 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
82.19 |
81.85 |
PP |
82.17 |
81.51 |
S1 |
82.16 |
81.16 |
|