NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 29-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.11 |
80.98 |
0.87 |
1.1% |
81.63 |
High |
81.10 |
82.32 |
1.22 |
1.5% |
82.17 |
Low |
79.82 |
80.98 |
1.16 |
1.5% |
79.35 |
Close |
80.94 |
81.81 |
0.87 |
1.1% |
80.64 |
Range |
1.28 |
1.34 |
0.06 |
4.7% |
2.82 |
ATR |
2.04 |
1.99 |
-0.05 |
-2.3% |
0.00 |
Volume |
20,800 |
18,377 |
-2,423 |
-11.6% |
133,157 |
|
Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.72 |
85.11 |
82.55 |
|
R3 |
84.38 |
83.77 |
82.18 |
|
R2 |
83.04 |
83.04 |
82.06 |
|
R1 |
82.43 |
82.43 |
81.93 |
82.74 |
PP |
81.70 |
81.70 |
81.70 |
81.86 |
S1 |
81.09 |
81.09 |
81.69 |
81.40 |
S2 |
80.36 |
80.36 |
81.56 |
|
S3 |
79.02 |
79.75 |
81.44 |
|
S4 |
77.68 |
78.41 |
81.07 |
|
|
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 |
82.32 |
79.05 |
3.27 |
4.0% |
1.59 |
1.9% |
84% |
True |
False |
24,632 |
10 |
82.97 |
78.25 |
4.72 |
5.8% |
2.06 |
2.5% |
75% |
False |
False |
26,879 |
20 |
88.99 |
78.25 |
10.74 |
13.1% |
2.20 |
2.7% |
33% |
False |
False |
27,650 |
40 |
93.67 |
78.25 |
15.42 |
18.8% |
1.89 |
2.3% |
23% |
False |
False |
22,131 |
60 |
95.94 |
78.25 |
17.69 |
21.6% |
1.62 |
2.0% |
20% |
False |
False |
17,354 |
80 |
99.09 |
78.25 |
20.84 |
25.5% |
1.48 |
1.8% |
17% |
False |
False |
14,458 |
100 |
101.33 |
78.25 |
23.08 |
28.2% |
1.32 |
1.6% |
15% |
False |
False |
12,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.02 |
2.618 |
85.83 |
1.618 |
84.49 |
1.000 |
83.66 |
0.618 |
83.15 |
HIGH |
82.32 |
0.618 |
81.81 |
0.500 |
81.65 |
0.382 |
81.49 |
LOW |
80.98 |
0.618 |
80.15 |
1.000 |
79.64 |
1.618 |
78.81 |
2.618 |
77.47 |
4.250 |
75.29 |
|
|
Fisher Pivots for day following 29-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.76 |
81.44 |
PP |
81.70 |
81.06 |
S1 |
81.65 |
80.69 |
|