NYMEX Light Sweet Crude Oil Future January 2015
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 |
81.21 |
81.78 |
0.57 |
0.7% |
82.00 |
High |
82.57 |
81.82 |
-0.75 |
-0.9% |
82.71 |
Low |
81.13 |
80.49 |
-0.64 |
-0.8% |
79.66 |
Close |
81.96 |
80.90 |
-1.06 |
-1.3% |
80.80 |
Range |
1.44 |
1.33 |
-0.11 |
-7.6% |
3.05 |
ATR |
2.10 |
2.05 |
-0.04 |
-2.1% |
0.00 |
Volume |
48,572 |
75,803 |
27,231 |
56.1% |
337,591 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.06 |
84.31 |
81.63 |
|
R3 |
83.73 |
82.98 |
81.27 |
|
R2 |
82.40 |
82.40 |
81.14 |
|
R1 |
81.65 |
81.65 |
81.02 |
81.36 |
PP |
81.07 |
81.07 |
81.07 |
80.93 |
S1 |
80.32 |
80.32 |
80.78 |
80.03 |
S2 |
79.74 |
79.74 |
80.66 |
|
S3 |
78.41 |
78.99 |
80.53 |
|
S4 |
77.08 |
77.66 |
80.17 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.21 |
88.55 |
82.48 |
|
R3 |
87.16 |
85.50 |
81.64 |
|
R2 |
84.11 |
84.11 |
81.36 |
|
R1 |
82.45 |
82.45 |
81.08 |
81.76 |
PP |
81.06 |
81.06 |
81.06 |
80.71 |
S1 |
79.40 |
79.40 |
80.52 |
78.71 |
S2 |
78.01 |
78.01 |
80.24 |
|
S3 |
74.96 |
76.35 |
79.96 |
|
S4 |
71.91 |
73.30 |
79.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.57 |
79.20 |
3.37 |
4.2% |
1.44 |
1.8% |
50% |
False |
False |
62,457 |
10 |
83.28 |
79.20 |
4.08 |
5.0% |
1.80 |
2.2% |
42% |
False |
False |
64,867 |
20 |
89.69 |
78.64 |
11.05 |
13.7% |
2.25 |
2.8% |
20% |
False |
False |
64,387 |
40 |
93.53 |
78.64 |
14.89 |
18.4% |
2.02 |
2.5% |
15% |
False |
False |
48,939 |
60 |
96.50 |
78.64 |
17.86 |
22.1% |
1.76 |
2.2% |
13% |
False |
False |
38,967 |
80 |
99.69 |
78.64 |
21.05 |
26.0% |
1.61 |
2.0% |
11% |
False |
False |
32,920 |
100 |
102.53 |
78.64 |
23.89 |
29.5% |
1.46 |
1.8% |
9% |
False |
False |
27,939 |
120 |
102.53 |
78.64 |
23.89 |
29.5% |
1.33 |
1.6% |
9% |
False |
False |
24,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.47 |
2.618 |
85.30 |
1.618 |
83.97 |
1.000 |
83.15 |
0.618 |
82.64 |
HIGH |
81.82 |
0.618 |
81.31 |
0.500 |
81.16 |
0.382 |
81.00 |
LOW |
80.49 |
0.618 |
79.67 |
1.000 |
79.16 |
1.618 |
78.34 |
2.618 |
77.01 |
4.250 |
74.84 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.16 |
81.30 |
PP |
81.07 |
81.17 |
S1 |
80.99 |
81.03 |
|