NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
77.36 |
78.87 |
1.51 |
2.0% |
81.27 |
High |
79.35 |
78.98 |
-0.37 |
-0.5% |
82.88 |
Low |
76.46 |
77.12 |
0.66 |
0.9% |
79.44 |
Close |
78.68 |
77.91 |
-0.77 |
-1.0% |
80.54 |
Range |
2.89 |
1.86 |
-1.03 |
-35.6% |
3.44 |
ATR |
2.25 |
2.23 |
-0.03 |
-1.2% |
0.00 |
Volume |
447,691 |
292,897 |
-154,794 |
-34.6% |
1,359,410 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.58 |
82.61 |
78.93 |
|
R3 |
81.72 |
80.75 |
78.42 |
|
R2 |
79.86 |
79.86 |
78.25 |
|
R1 |
78.89 |
78.89 |
78.08 |
78.45 |
PP |
78.00 |
78.00 |
78.00 |
77.78 |
S1 |
77.03 |
77.03 |
77.74 |
76.59 |
S2 |
76.14 |
76.14 |
77.57 |
|
S3 |
74.28 |
75.17 |
77.40 |
|
S4 |
72.42 |
73.31 |
76.89 |
|
|
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 |
81.27 |
75.84 |
5.43 |
7.0% |
2.39 |
3.1% |
38% |
False |
False |
370,714 |
10 |
82.88 |
75.84 |
7.04 |
9.0% |
1.95 |
2.5% |
29% |
False |
False |
319,130 |
20 |
85.56 |
75.84 |
9.72 |
12.5% |
2.31 |
3.0% |
21% |
False |
False |
290,358 |
40 |
93.82 |
75.84 |
17.98 |
23.1% |
2.18 |
2.8% |
12% |
False |
False |
203,702 |
60 |
95.80 |
75.84 |
19.96 |
25.6% |
1.98 |
2.5% |
10% |
False |
False |
158,862 |
80 |
100.35 |
75.84 |
24.51 |
31.5% |
1.79 |
2.3% |
8% |
False |
False |
135,253 |
100 |
103.66 |
75.84 |
27.82 |
35.7% |
1.66 |
2.1% |
7% |
False |
False |
120,045 |
120 |
103.66 |
75.84 |
27.82 |
35.7% |
1.55 |
2.0% |
7% |
False |
False |
108,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.89 |
2.618 |
83.85 |
1.618 |
81.99 |
1.000 |
80.84 |
0.618 |
80.13 |
HIGH |
78.98 |
0.618 |
78.27 |
0.500 |
78.05 |
0.382 |
77.83 |
LOW |
77.12 |
0.618 |
75.97 |
1.000 |
75.26 |
1.618 |
74.11 |
2.618 |
72.25 |
4.250 |
69.22 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
78.05 |
77.81 |
PP |
78.00 |
77.70 |
S1 |
77.96 |
77.60 |
|