NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
80.28 |
78.37 |
-1.91 |
-2.4% |
80.75 |
High |
80.81 |
78.48 |
-2.33 |
-2.9% |
82.32 |
Low |
78.19 |
76.05 |
-2.14 |
-2.7% |
79.05 |
Close |
78.84 |
77.19 |
-1.65 |
-2.1% |
80.36 |
Range |
2.62 |
2.43 |
-0.19 |
-7.3% |
3.27 |
ATR |
1.98 |
2.04 |
0.06 |
2.9% |
0.00 |
Volume |
27,649 |
45,031 |
17,382 |
62.9% |
124,302 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.53 |
83.29 |
78.53 |
|
R3 |
82.10 |
80.86 |
77.86 |
|
R2 |
79.67 |
79.67 |
77.64 |
|
R1 |
78.43 |
78.43 |
77.41 |
77.84 |
PP |
77.24 |
77.24 |
77.24 |
76.94 |
S1 |
76.00 |
76.00 |
76.97 |
75.41 |
S2 |
74.81 |
74.81 |
76.74 |
|
S3 |
72.38 |
73.57 |
76.52 |
|
S4 |
69.95 |
71.14 |
75.85 |
|
|
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 |
76.05 |
6.27 |
8.1% |
1.86 |
2.4% |
18% |
False |
True |
30,072 |
10 |
82.32 |
76.05 |
6.27 |
8.1% |
1.84 |
2.4% |
18% |
False |
True |
28,281 |
20 |
86.87 |
76.05 |
10.82 |
14.0% |
2.20 |
2.9% |
11% |
False |
True |
28,793 |
40 |
92.63 |
76.05 |
16.58 |
21.5% |
1.96 |
2.5% |
7% |
False |
True |
24,169 |
60 |
95.39 |
76.05 |
19.34 |
25.1% |
1.70 |
2.2% |
6% |
False |
True |
19,143 |
80 |
98.68 |
76.05 |
22.63 |
29.3% |
1.52 |
2.0% |
5% |
False |
True |
15,955 |
100 |
101.33 |
76.05 |
25.28 |
32.8% |
1.36 |
1.8% |
5% |
False |
True |
13,447 |
120 |
101.33 |
76.05 |
25.28 |
32.8% |
1.24 |
1.6% |
5% |
False |
True |
11,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.81 |
2.618 |
84.84 |
1.618 |
82.41 |
1.000 |
80.91 |
0.618 |
79.98 |
HIGH |
78.48 |
0.618 |
77.55 |
0.500 |
77.27 |
0.382 |
76.98 |
LOW |
76.05 |
0.618 |
74.55 |
1.000 |
73.62 |
1.618 |
72.12 |
2.618 |
69.69 |
4.250 |
65.72 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.27 |
78.48 |
PP |
77.24 |
78.05 |
S1 |
77.22 |
77.62 |
|