NYMEX Light Sweet Crude Oil Future January 2015
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 |
80.75 |
80.58 |
-0.17 |
-0.2% |
80.88 |
High |
81.04 |
80.87 |
-0.17 |
-0.2% |
82.57 |
Low |
79.33 |
78.14 |
-1.19 |
-1.5% |
79.20 |
Close |
80.42 |
78.84 |
-1.58 |
-2.0% |
80.42 |
Range |
1.71 |
2.73 |
1.02 |
59.6% |
3.37 |
ATR |
2.03 |
2.08 |
0.05 |
2.5% |
0.00 |
Volume |
64,340 |
79,667 |
15,327 |
23.8% |
305,413 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.47 |
85.89 |
80.34 |
|
R3 |
84.74 |
83.16 |
79.59 |
|
R2 |
82.01 |
82.01 |
79.34 |
|
R1 |
80.43 |
80.43 |
79.09 |
79.86 |
PP |
79.28 |
79.28 |
79.28 |
79.00 |
S1 |
77.70 |
77.70 |
78.59 |
77.13 |
S2 |
76.55 |
76.55 |
78.34 |
|
S3 |
73.82 |
74.97 |
78.09 |
|
S4 |
71.09 |
72.24 |
77.34 |
|
|
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 |
78.14 |
4.43 |
5.6% |
1.70 |
2.2% |
16% |
False |
True |
64,895 |
10 |
82.71 |
78.14 |
4.57 |
5.8% |
1.84 |
2.3% |
15% |
False |
True |
66,999 |
20 |
88.81 |
78.14 |
10.67 |
13.5% |
2.27 |
2.9% |
7% |
False |
True |
64,735 |
40 |
93.07 |
78.14 |
14.93 |
18.9% |
2.05 |
2.6% |
5% |
False |
True |
51,547 |
60 |
96.26 |
78.14 |
18.12 |
23.0% |
1.79 |
2.3% |
4% |
False |
True |
40,782 |
80 |
99.36 |
78.14 |
21.22 |
26.9% |
1.62 |
2.1% |
3% |
False |
True |
34,518 |
100 |
102.53 |
78.14 |
24.39 |
30.9% |
1.49 |
1.9% |
3% |
False |
True |
29,236 |
120 |
102.53 |
78.14 |
24.39 |
30.9% |
1.35 |
1.7% |
3% |
False |
True |
25,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.47 |
2.618 |
88.02 |
1.618 |
85.29 |
1.000 |
83.60 |
0.618 |
82.56 |
HIGH |
80.87 |
0.618 |
79.83 |
0.500 |
79.51 |
0.382 |
79.18 |
LOW |
78.14 |
0.618 |
76.45 |
1.000 |
75.41 |
1.618 |
73.72 |
2.618 |
70.99 |
4.250 |
66.54 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
79.51 |
79.98 |
PP |
79.28 |
79.60 |
S1 |
79.06 |
79.22 |
|