NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.75 |
80.11 |
-0.64 |
-0.8% |
81.63 |
High |
80.79 |
81.10 |
0.31 |
0.4% |
82.17 |
Low |
79.05 |
79.82 |
0.77 |
1.0% |
79.35 |
Close |
80.48 |
80.94 |
0.46 |
0.6% |
80.64 |
Range |
1.74 |
1.28 |
-0.46 |
-26.4% |
2.82 |
ATR |
2.10 |
2.04 |
-0.06 |
-2.8% |
0.00 |
Volume |
25,818 |
20,800 |
-5,018 |
-19.4% |
133,157 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.46 |
83.98 |
81.64 |
|
R3 |
83.18 |
82.70 |
81.29 |
|
R2 |
81.90 |
81.90 |
81.17 |
|
R1 |
81.42 |
81.42 |
81.06 |
81.66 |
PP |
80.62 |
80.62 |
80.62 |
80.74 |
S1 |
80.14 |
80.14 |
80.82 |
80.38 |
S2 |
79.34 |
79.34 |
80.71 |
|
S3 |
78.06 |
78.86 |
80.59 |
|
S4 |
76.78 |
77.58 |
80.24 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.18 |
87.73 |
82.19 |
|
R3 |
86.36 |
84.91 |
81.42 |
|
R2 |
83.54 |
83.54 |
81.16 |
|
R1 |
82.09 |
82.09 |
80.90 |
81.41 |
PP |
80.72 |
80.72 |
80.72 |
80.38 |
S1 |
79.27 |
79.27 |
80.38 |
78.59 |
S2 |
77.90 |
77.90 |
80.12 |
|
S3 |
75.08 |
76.45 |
79.86 |
|
S4 |
72.26 |
73.63 |
79.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.12 |
79.05 |
3.07 |
3.8% |
1.82 |
2.3% |
62% |
False |
False |
26,491 |
10 |
82.97 |
78.25 |
4.72 |
5.8% |
2.15 |
2.7% |
57% |
False |
False |
29,080 |
20 |
90.72 |
78.25 |
12.47 |
15.4% |
2.25 |
2.8% |
22% |
False |
False |
28,518 |
40 |
93.81 |
78.25 |
15.56 |
19.2% |
1.90 |
2.3% |
17% |
False |
False |
22,043 |
60 |
95.94 |
78.25 |
17.69 |
21.9% |
1.62 |
2.0% |
15% |
False |
False |
17,105 |
80 |
99.62 |
78.25 |
21.37 |
26.4% |
1.47 |
1.8% |
13% |
False |
False |
14,253 |
100 |
101.33 |
78.25 |
23.08 |
28.5% |
1.31 |
1.6% |
12% |
False |
False |
12,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.54 |
2.618 |
84.45 |
1.618 |
83.17 |
1.000 |
82.38 |
0.618 |
81.89 |
HIGH |
81.10 |
0.618 |
80.61 |
0.500 |
80.46 |
0.382 |
80.31 |
LOW |
79.82 |
0.618 |
79.03 |
1.000 |
78.54 |
1.618 |
77.75 |
2.618 |
76.47 |
4.250 |
74.38 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.78 |
80.68 |
PP |
80.62 |
80.42 |
S1 |
80.46 |
80.16 |
|