NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
77.76 |
78.54 |
0.78 |
1.0% |
80.28 |
High |
79.24 |
79.69 |
0.45 |
0.6% |
80.81 |
Low |
77.39 |
77.11 |
-0.28 |
-0.4% |
76.05 |
Close |
78.54 |
77.36 |
-1.18 |
-1.5% |
78.54 |
Range |
1.85 |
2.58 |
0.73 |
39.5% |
4.76 |
ATR |
2.04 |
2.08 |
0.04 |
1.9% |
0.00 |
Volume |
34,306 |
37,454 |
3,148 |
9.2% |
219,453 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.79 |
84.16 |
78.78 |
|
R3 |
83.21 |
81.58 |
78.07 |
|
R2 |
80.63 |
80.63 |
77.83 |
|
R1 |
79.00 |
79.00 |
77.60 |
78.53 |
PP |
78.05 |
78.05 |
78.05 |
77.82 |
S1 |
76.42 |
76.42 |
77.12 |
75.95 |
S2 |
75.47 |
75.47 |
76.89 |
|
S3 |
72.89 |
73.84 |
76.65 |
|
S4 |
70.31 |
71.26 |
75.94 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.75 |
90.40 |
81.16 |
|
R3 |
87.99 |
85.64 |
79.85 |
|
R2 |
83.23 |
83.23 |
79.41 |
|
R1 |
80.88 |
80.88 |
78.98 |
79.68 |
PP |
78.47 |
78.47 |
78.47 |
77.86 |
S1 |
76.12 |
76.12 |
78.10 |
74.92 |
S2 |
73.71 |
73.71 |
77.67 |
|
S3 |
68.95 |
71.36 |
77.23 |
|
S4 |
64.19 |
66.60 |
75.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.69 |
76.05 |
3.64 |
4.7% |
2.24 |
2.9% |
36% |
True |
False |
45,851 |
10 |
82.32 |
76.05 |
6.27 |
8.1% |
1.94 |
2.5% |
21% |
False |
False |
35,539 |
20 |
83.73 |
76.05 |
7.68 |
9.9% |
2.17 |
2.8% |
17% |
False |
False |
32,349 |
40 |
92.63 |
76.05 |
16.58 |
21.4% |
1.99 |
2.6% |
8% |
False |
False |
26,695 |
60 |
93.83 |
76.05 |
17.78 |
23.0% |
1.75 |
2.3% |
7% |
False |
False |
21,813 |
80 |
98.68 |
76.05 |
22.63 |
29.3% |
1.58 |
2.0% |
6% |
False |
False |
17,919 |
100 |
101.33 |
76.05 |
25.28 |
32.7% |
1.43 |
1.8% |
5% |
False |
False |
15,096 |
120 |
101.33 |
76.05 |
25.28 |
32.7% |
1.29 |
1.7% |
5% |
False |
False |
13,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.66 |
2.618 |
86.44 |
1.618 |
83.86 |
1.000 |
82.27 |
0.618 |
81.28 |
HIGH |
79.69 |
0.618 |
78.70 |
0.500 |
78.40 |
0.382 |
78.10 |
LOW |
77.11 |
0.618 |
75.52 |
1.000 |
74.53 |
1.618 |
72.94 |
2.618 |
70.36 |
4.250 |
66.15 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
78.40 |
78.39 |
PP |
78.05 |
78.04 |
S1 |
77.71 |
77.70 |
|