NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
78.37 |
77.28 |
-1.09 |
-1.4% |
80.75 |
High |
78.48 |
79.13 |
0.65 |
0.8% |
82.32 |
Low |
76.05 |
76.46 |
0.41 |
0.5% |
79.05 |
Close |
77.19 |
78.54 |
1.35 |
1.7% |
80.36 |
Range |
2.43 |
2.67 |
0.24 |
9.9% |
3.27 |
ATR |
2.04 |
2.08 |
0.05 |
2.2% |
0.00 |
Volume |
45,031 |
56,068 |
11,037 |
24.5% |
124,302 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.05 |
84.97 |
80.01 |
|
R3 |
83.38 |
82.30 |
79.27 |
|
R2 |
80.71 |
80.71 |
79.03 |
|
R1 |
79.63 |
79.63 |
78.78 |
80.17 |
PP |
78.04 |
78.04 |
78.04 |
78.32 |
S1 |
76.96 |
76.96 |
78.30 |
77.50 |
S2 |
75.37 |
75.37 |
78.05 |
|
S3 |
72.70 |
74.29 |
77.81 |
|
S4 |
70.03 |
71.62 |
77.07 |
|
|
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 |
81.67 |
76.05 |
5.62 |
7.2% |
2.13 |
2.7% |
44% |
False |
False |
37,611 |
10 |
82.32 |
76.05 |
6.27 |
8.0% |
1.86 |
2.4% |
40% |
False |
False |
31,121 |
20 |
86.32 |
76.05 |
10.27 |
13.1% |
2.25 |
2.9% |
24% |
False |
False |
30,101 |
40 |
92.63 |
76.05 |
16.58 |
21.1% |
1.98 |
2.5% |
15% |
False |
False |
25,061 |
60 |
95.39 |
76.05 |
19.34 |
24.6% |
1.72 |
2.2% |
13% |
False |
False |
20,002 |
80 |
98.68 |
76.05 |
22.63 |
28.8% |
1.53 |
2.0% |
11% |
False |
False |
16,576 |
100 |
101.33 |
76.05 |
25.28 |
32.2% |
1.39 |
1.8% |
10% |
False |
False |
13,948 |
120 |
101.33 |
76.05 |
25.28 |
32.2% |
1.26 |
1.6% |
10% |
False |
False |
11,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.48 |
2.618 |
86.12 |
1.618 |
83.45 |
1.000 |
81.80 |
0.618 |
80.78 |
HIGH |
79.13 |
0.618 |
78.11 |
0.500 |
77.80 |
0.382 |
77.48 |
LOW |
76.46 |
0.618 |
74.81 |
1.000 |
73.79 |
1.618 |
72.14 |
2.618 |
69.47 |
4.250 |
65.11 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
78.29 |
78.50 |
PP |
78.04 |
78.47 |
S1 |
77.80 |
78.43 |
|