NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
81.55 |
81.93 |
0.38 |
0.5% |
82.39 |
High |
82.88 |
82.09 |
-0.79 |
-1.0% |
83.23 |
Low |
81.44 |
80.72 |
-0.72 |
-0.9% |
80.05 |
Close |
82.20 |
81.12 |
-1.08 |
-1.3% |
81.01 |
Range |
1.44 |
1.37 |
-0.07 |
-4.9% |
3.18 |
ATR |
2.17 |
2.12 |
-0.05 |
-2.3% |
0.00 |
Volume |
283,762 |
270,072 |
-13,690 |
-4.8% |
1,578,131 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.42 |
84.64 |
81.87 |
|
R3 |
84.05 |
83.27 |
81.50 |
|
R2 |
82.68 |
82.68 |
81.37 |
|
R1 |
81.90 |
81.90 |
81.25 |
81.61 |
PP |
81.31 |
81.31 |
81.31 |
81.16 |
S1 |
80.53 |
80.53 |
80.99 |
80.24 |
S2 |
79.94 |
79.94 |
80.87 |
|
S3 |
78.57 |
79.16 |
80.74 |
|
S4 |
77.20 |
77.79 |
80.37 |
|
|
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% |
1.51 |
1.9% |
49% |
False |
False |
267,547 |
10 |
83.74 |
79.44 |
4.30 |
5.3% |
1.84 |
2.3% |
39% |
False |
False |
286,104 |
20 |
90.56 |
79.10 |
11.46 |
14.1% |
2.31 |
2.8% |
18% |
False |
False |
236,812 |
40 |
93.82 |
79.10 |
14.72 |
18.1% |
2.12 |
2.6% |
14% |
False |
False |
167,350 |
60 |
96.98 |
79.10 |
17.88 |
22.0% |
1.87 |
2.3% |
11% |
False |
False |
132,649 |
80 |
100.35 |
79.10 |
21.25 |
26.2% |
1.74 |
2.1% |
10% |
False |
False |
116,498 |
100 |
103.66 |
79.10 |
24.56 |
30.3% |
1.60 |
2.0% |
8% |
False |
False |
104,964 |
120 |
103.66 |
79.10 |
24.56 |
30.3% |
1.48 |
1.8% |
8% |
False |
False |
94,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.91 |
2.618 |
85.68 |
1.618 |
84.31 |
1.000 |
83.46 |
0.618 |
82.94 |
HIGH |
82.09 |
0.618 |
81.57 |
0.500 |
81.41 |
0.382 |
81.24 |
LOW |
80.72 |
0.618 |
79.87 |
1.000 |
79.35 |
1.618 |
78.50 |
2.618 |
77.13 |
4.250 |
74.90 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.41 |
81.62 |
PP |
81.31 |
81.45 |
S1 |
81.22 |
81.29 |
|