NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
78.82 |
77.81 |
-1.01 |
-1.3% |
80.58 |
High |
78.88 |
79.34 |
0.46 |
0.6% |
80.87 |
Low |
77.10 |
77.44 |
0.34 |
0.4% |
75.95 |
Close |
77.87 |
78.60 |
0.73 |
0.9% |
78.60 |
Range |
1.78 |
1.90 |
0.12 |
6.7% |
4.92 |
ATR |
2.16 |
2.14 |
-0.02 |
-0.8% |
0.00 |
Volume |
113,873 |
77,253 |
-36,620 |
-32.2% |
522,713 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.16 |
83.28 |
79.65 |
|
R3 |
82.26 |
81.38 |
79.12 |
|
R2 |
80.36 |
80.36 |
78.95 |
|
R1 |
79.48 |
79.48 |
78.77 |
79.92 |
PP |
78.46 |
78.46 |
78.46 |
78.68 |
S1 |
77.58 |
77.58 |
78.43 |
78.02 |
S2 |
76.56 |
76.56 |
78.25 |
|
S3 |
74.66 |
75.68 |
78.08 |
|
S4 |
72.76 |
73.78 |
77.56 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.23 |
90.84 |
81.31 |
|
R3 |
88.31 |
85.92 |
79.95 |
|
R2 |
83.39 |
83.39 |
79.50 |
|
R1 |
81.00 |
81.00 |
79.05 |
79.74 |
PP |
78.47 |
78.47 |
78.47 |
77.84 |
S1 |
76.08 |
76.08 |
78.15 |
74.82 |
S2 |
73.55 |
73.55 |
77.70 |
|
S3 |
68.63 |
71.16 |
77.25 |
|
S4 |
63.71 |
66.24 |
75.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.87 |
75.95 |
4.92 |
6.3% |
2.35 |
3.0% |
54% |
False |
False |
104,542 |
10 |
82.57 |
75.95 |
6.62 |
8.4% |
1.93 |
2.5% |
40% |
False |
False |
82,812 |
20 |
84.67 |
75.95 |
8.72 |
11.1% |
2.22 |
2.8% |
30% |
False |
False |
74,939 |
40 |
93.07 |
75.95 |
17.12 |
21.8% |
2.10 |
2.7% |
15% |
False |
False |
58,862 |
60 |
94.20 |
75.95 |
18.25 |
23.2% |
1.86 |
2.4% |
15% |
False |
False |
47,057 |
80 |
99.36 |
75.95 |
23.41 |
29.8% |
1.68 |
2.1% |
11% |
False |
False |
39,441 |
100 |
102.53 |
75.95 |
26.58 |
33.8% |
1.55 |
2.0% |
10% |
False |
False |
33,277 |
120 |
102.53 |
75.95 |
26.58 |
33.8% |
1.41 |
1.8% |
10% |
False |
False |
28,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.42 |
2.618 |
84.31 |
1.618 |
82.41 |
1.000 |
81.24 |
0.618 |
80.51 |
HIGH |
79.34 |
0.618 |
78.61 |
0.500 |
78.39 |
0.382 |
78.17 |
LOW |
77.44 |
0.618 |
76.27 |
1.000 |
75.54 |
1.618 |
74.37 |
2.618 |
72.47 |
4.250 |
69.37 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
78.53 |
78.37 |
PP |
78.46 |
78.13 |
S1 |
78.39 |
77.90 |
|