NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
80.59 |
78.22 |
-2.37 |
-2.9% |
81.27 |
High |
80.98 |
78.41 |
-2.57 |
-3.2% |
82.88 |
Low |
78.08 |
75.84 |
-2.24 |
-2.9% |
79.44 |
Close |
78.78 |
77.19 |
-1.59 |
-2.0% |
80.54 |
Range |
2.90 |
2.57 |
-0.33 |
-11.4% |
3.44 |
ATR |
2.15 |
2.21 |
0.06 |
2.6% |
0.00 |
Volume |
386,045 |
432,757 |
46,712 |
12.1% |
1,359,410 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.86 |
83.59 |
78.60 |
|
R3 |
82.29 |
81.02 |
77.90 |
|
R2 |
79.72 |
79.72 |
77.66 |
|
R1 |
78.45 |
78.45 |
77.43 |
77.80 |
PP |
77.15 |
77.15 |
77.15 |
76.82 |
S1 |
75.88 |
75.88 |
76.95 |
75.23 |
S2 |
74.58 |
74.58 |
76.72 |
|
S3 |
72.01 |
73.31 |
76.48 |
|
S4 |
69.44 |
70.74 |
75.78 |
|
|
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 |
75.84 |
7.04 |
9.1% |
2.00 |
2.6% |
19% |
False |
True |
333,363 |
10 |
83.15 |
75.84 |
7.31 |
9.5% |
2.00 |
2.6% |
18% |
False |
True |
315,777 |
20 |
87.78 |
75.84 |
11.94 |
15.5% |
2.36 |
3.1% |
11% |
False |
True |
270,715 |
40 |
93.82 |
75.84 |
17.98 |
23.3% |
2.18 |
2.8% |
8% |
False |
True |
189,812 |
60 |
96.15 |
75.84 |
20.31 |
26.3% |
1.93 |
2.5% |
7% |
False |
True |
148,144 |
80 |
100.35 |
75.84 |
24.51 |
31.8% |
1.77 |
2.3% |
6% |
False |
True |
127,859 |
100 |
103.66 |
75.84 |
27.82 |
36.0% |
1.63 |
2.1% |
5% |
False |
True |
113,995 |
120 |
103.66 |
75.84 |
27.82 |
36.0% |
1.52 |
2.0% |
5% |
False |
True |
102,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.33 |
2.618 |
85.14 |
1.618 |
82.57 |
1.000 |
80.98 |
0.618 |
80.00 |
HIGH |
78.41 |
0.618 |
77.43 |
0.500 |
77.13 |
0.382 |
76.82 |
LOW |
75.84 |
0.618 |
74.25 |
1.000 |
73.27 |
1.618 |
71.68 |
2.618 |
69.11 |
4.250 |
64.92 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.17 |
78.56 |
PP |
77.15 |
78.10 |
S1 |
77.13 |
77.65 |
|