NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
81.56 |
80.60 |
-0.96 |
-1.2% |
80.75 |
High |
81.67 |
80.91 |
-0.76 |
-0.9% |
82.32 |
Low |
80.46 |
79.19 |
-1.27 |
-1.6% |
79.05 |
Close |
80.75 |
80.36 |
-0.39 |
-0.5% |
80.36 |
Range |
1.21 |
1.72 |
0.51 |
42.1% |
3.27 |
ATR |
1.95 |
1.93 |
-0.02 |
-0.8% |
0.00 |
Volume |
35,585 |
23,722 |
-11,863 |
-33.3% |
124,302 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.31 |
84.56 |
81.31 |
|
R3 |
83.59 |
82.84 |
80.83 |
|
R2 |
81.87 |
81.87 |
80.68 |
|
R1 |
81.12 |
81.12 |
80.52 |
80.64 |
PP |
80.15 |
80.15 |
80.15 |
79.91 |
S1 |
79.40 |
79.40 |
80.20 |
78.92 |
S2 |
78.43 |
78.43 |
80.04 |
|
S3 |
76.71 |
77.68 |
79.89 |
|
S4 |
74.99 |
75.96 |
79.41 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.39 |
88.64 |
82.16 |
|
R3 |
87.12 |
85.37 |
81.26 |
|
R2 |
83.85 |
83.85 |
80.96 |
|
R1 |
82.10 |
82.10 |
80.66 |
81.34 |
PP |
80.58 |
80.58 |
80.58 |
80.20 |
S1 |
78.83 |
78.83 |
80.06 |
78.07 |
S2 |
77.31 |
77.31 |
79.76 |
|
S3 |
74.04 |
75.56 |
79.46 |
|
S4 |
70.77 |
72.29 |
78.56 |
|
|
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 |
4.1% |
1.46 |
1.8% |
40% |
False |
False |
24,860 |
10 |
82.32 |
79.05 |
3.27 |
4.1% |
1.69 |
2.1% |
40% |
False |
False |
25,745 |
20 |
88.34 |
78.25 |
10.09 |
12.6% |
2.11 |
2.6% |
21% |
False |
False |
27,246 |
40 |
92.63 |
78.25 |
14.38 |
17.9% |
1.89 |
2.4% |
15% |
False |
False |
23,071 |
60 |
95.94 |
78.25 |
17.69 |
22.0% |
1.64 |
2.0% |
12% |
False |
False |
18,136 |
80 |
98.82 |
78.25 |
20.57 |
25.6% |
1.49 |
1.8% |
10% |
False |
False |
15,134 |
100 |
101.33 |
78.25 |
23.08 |
28.7% |
1.34 |
1.7% |
9% |
False |
False |
12,797 |
120 |
101.33 |
78.25 |
23.08 |
28.7% |
1.20 |
1.5% |
9% |
False |
False |
10,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.22 |
2.618 |
85.41 |
1.618 |
83.69 |
1.000 |
82.63 |
0.618 |
81.97 |
HIGH |
80.91 |
0.618 |
80.25 |
0.500 |
80.05 |
0.382 |
79.85 |
LOW |
79.19 |
0.618 |
78.13 |
1.000 |
77.47 |
1.618 |
76.41 |
2.618 |
74.69 |
4.250 |
71.88 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.26 |
80.76 |
PP |
80.15 |
80.62 |
S1 |
80.05 |
80.49 |
|