NYMEX Light Sweet Crude Oil Future January 2015
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 |
81.78 |
80.75 |
-1.03 |
-1.3% |
80.88 |
High |
81.82 |
81.04 |
-0.78 |
-1.0% |
82.57 |
Low |
80.49 |
79.33 |
-1.16 |
-1.4% |
79.20 |
Close |
80.90 |
80.42 |
-0.48 |
-0.6% |
80.42 |
Range |
1.33 |
1.71 |
0.38 |
28.6% |
3.37 |
ATR |
2.05 |
2.03 |
-0.02 |
-1.2% |
0.00 |
Volume |
75,803 |
64,340 |
-11,463 |
-15.1% |
305,413 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.39 |
84.62 |
81.36 |
|
R3 |
83.68 |
82.91 |
80.89 |
|
R2 |
81.97 |
81.97 |
80.73 |
|
R1 |
81.20 |
81.20 |
80.58 |
80.73 |
PP |
80.26 |
80.26 |
80.26 |
80.03 |
S1 |
79.49 |
79.49 |
80.26 |
79.02 |
S2 |
78.55 |
78.55 |
80.11 |
|
S3 |
76.84 |
77.78 |
79.95 |
|
S4 |
75.13 |
76.07 |
79.48 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.84 |
89.00 |
82.27 |
|
R3 |
87.47 |
85.63 |
81.35 |
|
R2 |
84.10 |
84.10 |
81.04 |
|
R1 |
82.26 |
82.26 |
80.73 |
81.50 |
PP |
80.73 |
80.73 |
80.73 |
80.35 |
S1 |
78.89 |
78.89 |
80.11 |
78.13 |
S2 |
77.36 |
77.36 |
79.80 |
|
S3 |
73.99 |
75.52 |
79.49 |
|
S4 |
70.62 |
72.15 |
78.57 |
|
|
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% |
1.51 |
1.9% |
36% |
False |
False |
61,082 |
10 |
82.71 |
79.20 |
3.51 |
4.4% |
1.77 |
2.2% |
35% |
False |
False |
64,300 |
20 |
89.01 |
78.64 |
10.37 |
12.9% |
2.23 |
2.8% |
17% |
False |
False |
63,548 |
40 |
93.07 |
78.64 |
14.43 |
17.9% |
2.02 |
2.5% |
12% |
False |
False |
50,017 |
60 |
96.50 |
78.64 |
17.86 |
22.2% |
1.77 |
2.2% |
10% |
False |
False |
39,803 |
80 |
99.45 |
78.64 |
20.81 |
25.9% |
1.61 |
2.0% |
9% |
False |
False |
33,637 |
100 |
102.53 |
78.64 |
23.89 |
29.7% |
1.48 |
1.8% |
7% |
False |
False |
28,490 |
120 |
102.53 |
78.64 |
23.89 |
29.7% |
1.33 |
1.7% |
7% |
False |
False |
24,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.31 |
2.618 |
85.52 |
1.618 |
83.81 |
1.000 |
82.75 |
0.618 |
82.10 |
HIGH |
81.04 |
0.618 |
80.39 |
0.500 |
80.19 |
0.382 |
79.98 |
LOW |
79.33 |
0.618 |
78.27 |
1.000 |
77.62 |
1.618 |
76.56 |
2.618 |
74.85 |
4.250 |
72.06 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.34 |
80.95 |
PP |
80.26 |
80.77 |
S1 |
80.19 |
80.60 |
|