NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
81.93 |
81.04 |
-0.89 |
-1.1% |
81.27 |
High |
82.09 |
81.27 |
-0.82 |
-1.0% |
82.88 |
Low |
80.72 |
79.55 |
-1.17 |
-1.4% |
79.44 |
Close |
81.12 |
80.54 |
-0.58 |
-0.7% |
80.54 |
Range |
1.37 |
1.72 |
0.35 |
25.5% |
3.44 |
ATR |
2.12 |
2.09 |
-0.03 |
-1.3% |
0.00 |
Volume |
270,072 |
294,183 |
24,111 |
8.9% |
1,359,410 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.61 |
84.80 |
81.49 |
|
R3 |
83.89 |
83.08 |
81.01 |
|
R2 |
82.17 |
82.17 |
80.86 |
|
R1 |
81.36 |
81.36 |
80.70 |
80.91 |
PP |
80.45 |
80.45 |
80.45 |
80.23 |
S1 |
79.64 |
79.64 |
80.38 |
79.19 |
S2 |
78.73 |
78.73 |
80.22 |
|
S3 |
77.01 |
77.92 |
80.07 |
|
S4 |
75.29 |
76.20 |
79.59 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.27 |
89.35 |
82.43 |
|
R3 |
87.83 |
85.91 |
81.49 |
|
R2 |
84.39 |
84.39 |
81.17 |
|
R1 |
82.47 |
82.47 |
80.86 |
81.71 |
PP |
80.95 |
80.95 |
80.95 |
80.58 |
S1 |
79.03 |
79.03 |
80.22 |
78.27 |
S2 |
77.51 |
77.51 |
79.91 |
|
S3 |
74.07 |
75.59 |
79.59 |
|
S4 |
70.63 |
72.15 |
78.65 |
|
|
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 |
4.3% |
1.54 |
1.9% |
32% |
False |
False |
271,882 |
10 |
83.23 |
79.44 |
3.79 |
4.7% |
1.81 |
2.2% |
29% |
False |
False |
293,754 |
20 |
89.72 |
79.10 |
10.62 |
13.2% |
2.28 |
2.8% |
14% |
False |
False |
241,696 |
40 |
93.82 |
79.10 |
14.72 |
18.3% |
2.12 |
2.6% |
10% |
False |
False |
172,936 |
60 |
96.98 |
79.10 |
17.88 |
22.2% |
1.88 |
2.3% |
8% |
False |
False |
136,583 |
80 |
100.35 |
79.10 |
21.25 |
26.4% |
1.74 |
2.2% |
7% |
False |
False |
119,421 |
100 |
103.66 |
79.10 |
24.56 |
30.5% |
1.61 |
2.0% |
6% |
False |
False |
107,289 |
120 |
103.66 |
79.10 |
24.56 |
30.5% |
1.48 |
1.8% |
6% |
False |
False |
96,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.58 |
2.618 |
85.77 |
1.618 |
84.05 |
1.000 |
82.99 |
0.618 |
82.33 |
HIGH |
81.27 |
0.618 |
80.61 |
0.500 |
80.41 |
0.382 |
80.21 |
LOW |
79.55 |
0.618 |
78.49 |
1.000 |
77.83 |
1.618 |
76.77 |
2.618 |
75.05 |
4.250 |
72.24 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.50 |
81.22 |
PP |
80.45 |
80.99 |
S1 |
80.41 |
80.77 |
|