NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
80.60 |
80.28 |
-0.32 |
-0.4% |
80.75 |
High |
80.91 |
80.81 |
-0.10 |
-0.1% |
82.32 |
Low |
79.19 |
78.19 |
-1.00 |
-1.3% |
79.05 |
Close |
80.36 |
78.84 |
-1.52 |
-1.9% |
80.36 |
Range |
1.72 |
2.62 |
0.90 |
52.3% |
3.27 |
ATR |
1.93 |
1.98 |
0.05 |
2.5% |
0.00 |
Volume |
23,722 |
27,649 |
3,927 |
16.6% |
124,302 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.14 |
85.61 |
80.28 |
|
R3 |
84.52 |
82.99 |
79.56 |
|
R2 |
81.90 |
81.90 |
79.32 |
|
R1 |
80.37 |
80.37 |
79.08 |
79.83 |
PP |
79.28 |
79.28 |
79.28 |
79.01 |
S1 |
77.75 |
77.75 |
78.60 |
77.21 |
S2 |
76.66 |
76.66 |
78.36 |
|
S3 |
74.04 |
75.13 |
78.12 |
|
S4 |
71.42 |
72.51 |
77.40 |
|
|
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 |
78.19 |
4.13 |
5.2% |
1.63 |
2.1% |
16% |
False |
True |
25,226 |
10 |
82.32 |
78.19 |
4.13 |
5.2% |
1.76 |
2.2% |
16% |
False |
True |
26,108 |
20 |
88.23 |
78.19 |
10.04 |
12.7% |
2.16 |
2.7% |
6% |
False |
True |
27,461 |
40 |
92.63 |
78.19 |
14.44 |
18.3% |
1.92 |
2.4% |
5% |
False |
True |
23,509 |
60 |
95.71 |
78.19 |
17.52 |
22.2% |
1.66 |
2.1% |
4% |
False |
True |
18,472 |
80 |
98.68 |
78.19 |
20.49 |
26.0% |
1.50 |
1.9% |
3% |
False |
True |
15,428 |
100 |
101.33 |
78.19 |
23.14 |
29.4% |
1.35 |
1.7% |
3% |
False |
True |
13,051 |
120 |
101.33 |
78.19 |
23.14 |
29.4% |
1.22 |
1.5% |
3% |
False |
True |
11,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.95 |
2.618 |
87.67 |
1.618 |
85.05 |
1.000 |
83.43 |
0.618 |
82.43 |
HIGH |
80.81 |
0.618 |
79.81 |
0.500 |
79.50 |
0.382 |
79.19 |
LOW |
78.19 |
0.618 |
76.57 |
1.000 |
75.57 |
1.618 |
73.95 |
2.618 |
71.33 |
4.250 |
67.06 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
79.50 |
79.93 |
PP |
79.28 |
79.57 |
S1 |
79.06 |
79.20 |
|