NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.98 |
81.56 |
0.58 |
0.7% |
81.63 |
High |
82.32 |
81.67 |
-0.65 |
-0.8% |
82.17 |
Low |
80.98 |
80.46 |
-0.52 |
-0.6% |
79.35 |
Close |
81.81 |
80.75 |
-1.06 |
-1.3% |
80.64 |
Range |
1.34 |
1.21 |
-0.13 |
-9.7% |
2.82 |
ATR |
1.99 |
1.95 |
-0.05 |
-2.3% |
0.00 |
Volume |
18,377 |
35,585 |
17,208 |
93.6% |
133,157 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.59 |
83.88 |
81.42 |
|
R3 |
83.38 |
82.67 |
81.08 |
|
R2 |
82.17 |
82.17 |
80.97 |
|
R1 |
81.46 |
81.46 |
80.86 |
81.21 |
PP |
80.96 |
80.96 |
80.96 |
80.84 |
S1 |
80.25 |
80.25 |
80.64 |
80.00 |
S2 |
79.75 |
79.75 |
80.53 |
|
S3 |
78.54 |
79.04 |
80.42 |
|
S4 |
77.33 |
77.83 |
80.08 |
|
|
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% |
1.37 |
1.7% |
52% |
False |
False |
25,636 |
10 |
82.87 |
79.05 |
3.82 |
4.7% |
1.71 |
2.1% |
45% |
False |
False |
26,598 |
20 |
88.99 |
78.25 |
10.74 |
13.3% |
2.14 |
2.6% |
23% |
False |
False |
27,905 |
40 |
93.36 |
78.25 |
15.11 |
18.7% |
1.89 |
2.3% |
17% |
False |
False |
22,718 |
60 |
95.94 |
78.25 |
17.69 |
21.9% |
1.63 |
2.0% |
14% |
False |
False |
17,819 |
80 |
99.09 |
78.25 |
20.84 |
25.8% |
1.48 |
1.8% |
12% |
False |
False |
14,864 |
100 |
101.33 |
78.25 |
23.08 |
28.6% |
1.32 |
1.6% |
11% |
False |
False |
12,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.81 |
2.618 |
84.84 |
1.618 |
83.63 |
1.000 |
82.88 |
0.618 |
82.42 |
HIGH |
81.67 |
0.618 |
81.21 |
0.500 |
81.07 |
0.382 |
80.92 |
LOW |
80.46 |
0.618 |
79.71 |
1.000 |
79.25 |
1.618 |
78.50 |
2.618 |
77.29 |
4.250 |
75.32 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.07 |
81.07 |
PP |
80.96 |
80.96 |
S1 |
80.86 |
80.86 |
|