NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.88 |
81.32 |
0.44 |
0.5% |
81.36 |
High |
82.19 |
81.43 |
-0.76 |
-0.9% |
81.72 |
Low |
80.87 |
80.25 |
-0.62 |
-0.8% |
79.14 |
Close |
81.68 |
80.64 |
-1.04 |
-1.3% |
80.54 |
Range |
1.32 |
1.18 |
-0.14 |
-10.6% |
2.58 |
ATR |
1.93 |
1.90 |
-0.04 |
-1.9% |
0.00 |
Volume |
21,327 |
30,325 |
8,998 |
42.2% |
172,365 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.31 |
83.66 |
81.29 |
|
R3 |
83.13 |
82.48 |
80.96 |
|
R2 |
81.95 |
81.95 |
80.86 |
|
R1 |
81.30 |
81.30 |
80.75 |
81.04 |
PP |
80.77 |
80.77 |
80.77 |
80.64 |
S1 |
80.12 |
80.12 |
80.53 |
79.86 |
S2 |
79.59 |
79.59 |
80.42 |
|
S3 |
78.41 |
78.94 |
80.32 |
|
S4 |
77.23 |
77.76 |
79.99 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.21 |
86.95 |
81.96 |
|
R3 |
85.63 |
84.37 |
81.25 |
|
R2 |
83.05 |
83.05 |
81.01 |
|
R1 |
81.79 |
81.79 |
80.78 |
81.13 |
PP |
80.47 |
80.47 |
80.47 |
80.14 |
S1 |
79.21 |
79.21 |
80.30 |
78.55 |
S2 |
77.89 |
77.89 |
80.07 |
|
S3 |
75.31 |
76.63 |
79.83 |
|
S4 |
72.73 |
74.05 |
79.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.19 |
78.96 |
3.23 |
4.0% |
1.30 |
1.6% |
52% |
False |
False |
26,534 |
10 |
82.50 |
78.96 |
3.54 |
4.4% |
1.66 |
2.1% |
47% |
False |
False |
31,972 |
20 |
88.45 |
77.89 |
10.56 |
13.1% |
2.10 |
2.6% |
26% |
False |
False |
36,528 |
40 |
93.22 |
77.89 |
15.33 |
19.0% |
1.79 |
2.2% |
18% |
False |
False |
29,979 |
60 |
95.56 |
77.89 |
17.67 |
21.9% |
1.55 |
1.9% |
16% |
False |
False |
23,557 |
80 |
98.49 |
77.89 |
20.60 |
25.5% |
1.41 |
1.7% |
13% |
False |
False |
20,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.45 |
2.618 |
84.52 |
1.618 |
83.34 |
1.000 |
82.61 |
0.618 |
82.16 |
HIGH |
81.43 |
0.618 |
80.98 |
0.500 |
80.84 |
0.382 |
80.70 |
LOW |
80.25 |
0.618 |
79.52 |
1.000 |
79.07 |
1.618 |
78.34 |
2.618 |
77.16 |
4.250 |
75.24 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.84 |
81.02 |
PP |
80.77 |
80.89 |
S1 |
80.71 |
80.77 |
|