NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
81.04 |
80.59 |
-0.45 |
-0.6% |
81.27 |
High |
81.27 |
80.98 |
-0.29 |
-0.4% |
82.88 |
Low |
79.55 |
78.08 |
-1.47 |
-1.8% |
79.44 |
Close |
80.54 |
78.78 |
-1.76 |
-2.2% |
80.54 |
Range |
1.72 |
2.90 |
1.18 |
68.6% |
3.44 |
ATR |
2.09 |
2.15 |
0.06 |
2.8% |
0.00 |
Volume |
294,183 |
386,045 |
91,862 |
31.2% |
1,359,410 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.98 |
86.28 |
80.38 |
|
R3 |
85.08 |
83.38 |
79.58 |
|
R2 |
82.18 |
82.18 |
79.31 |
|
R1 |
80.48 |
80.48 |
79.05 |
79.88 |
PP |
79.28 |
79.28 |
79.28 |
78.98 |
S1 |
77.58 |
77.58 |
78.51 |
76.98 |
S2 |
76.38 |
76.38 |
78.25 |
|
S3 |
73.48 |
74.68 |
77.98 |
|
S4 |
70.58 |
71.78 |
77.19 |
|
|
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 |
78.08 |
4.80 |
6.1% |
1.75 |
2.2% |
15% |
False |
True |
292,025 |
10 |
83.23 |
78.08 |
5.15 |
6.5% |
1.91 |
2.4% |
14% |
False |
True |
302,254 |
20 |
89.53 |
78.08 |
11.45 |
14.5% |
2.33 |
3.0% |
6% |
False |
True |
254,346 |
40 |
93.82 |
78.08 |
15.74 |
20.0% |
2.15 |
2.7% |
4% |
False |
True |
180,906 |
60 |
96.73 |
78.08 |
18.65 |
23.7% |
1.91 |
2.4% |
4% |
False |
True |
141,738 |
80 |
100.35 |
78.08 |
22.27 |
28.3% |
1.75 |
2.2% |
3% |
False |
True |
123,318 |
100 |
103.66 |
78.08 |
25.58 |
32.5% |
1.62 |
2.1% |
3% |
False |
True |
110,689 |
120 |
103.66 |
78.08 |
25.58 |
32.5% |
1.50 |
1.9% |
3% |
False |
True |
99,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.31 |
2.618 |
88.57 |
1.618 |
85.67 |
1.000 |
83.88 |
0.618 |
82.77 |
HIGH |
80.98 |
0.618 |
79.87 |
0.500 |
79.53 |
0.382 |
79.19 |
LOW |
78.08 |
0.618 |
76.29 |
1.000 |
75.18 |
1.618 |
73.39 |
2.618 |
70.49 |
4.250 |
65.76 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
79.53 |
80.09 |
PP |
79.28 |
79.65 |
S1 |
79.03 |
79.22 |
|