NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
81.32 |
80.49 |
-0.83 |
-1.0% |
80.56 |
High |
81.43 |
80.75 |
-0.68 |
-0.8% |
82.19 |
Low |
80.25 |
79.06 |
-1.19 |
-1.5% |
78.96 |
Close |
80.64 |
80.31 |
-0.33 |
-0.4% |
80.31 |
Range |
1.18 |
1.69 |
0.51 |
43.2% |
3.23 |
ATR |
1.90 |
1.88 |
-0.01 |
-0.8% |
0.00 |
Volume |
30,325 |
19,260 |
-11,065 |
-36.5% |
118,210 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.11 |
84.40 |
81.24 |
|
R3 |
83.42 |
82.71 |
80.77 |
|
R2 |
81.73 |
81.73 |
80.62 |
|
R1 |
81.02 |
81.02 |
80.46 |
80.53 |
PP |
80.04 |
80.04 |
80.04 |
79.80 |
S1 |
79.33 |
79.33 |
80.16 |
78.84 |
S2 |
78.35 |
78.35 |
80.00 |
|
S3 |
76.66 |
77.64 |
79.85 |
|
S4 |
74.97 |
75.95 |
79.38 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.18 |
88.47 |
82.09 |
|
R3 |
86.95 |
85.24 |
81.20 |
|
R2 |
83.72 |
83.72 |
80.90 |
|
R1 |
82.01 |
82.01 |
80.61 |
81.25 |
PP |
80.49 |
80.49 |
80.49 |
80.11 |
S1 |
78.78 |
78.78 |
80.01 |
78.02 |
S2 |
77.26 |
77.26 |
79.72 |
|
S3 |
74.03 |
75.55 |
79.42 |
|
S4 |
70.80 |
72.32 |
78.53 |
|
|
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% |
1.39 |
1.7% |
42% |
False |
False |
23,642 |
10 |
82.19 |
78.96 |
3.23 |
4.0% |
1.64 |
2.0% |
42% |
False |
False |
29,057 |
20 |
87.93 |
77.89 |
10.04 |
12.5% |
2.08 |
2.6% |
24% |
False |
False |
34,581 |
40 |
92.32 |
77.89 |
14.43 |
18.0% |
1.79 |
2.2% |
17% |
False |
False |
30,143 |
60 |
95.56 |
77.89 |
17.67 |
22.0% |
1.56 |
1.9% |
14% |
False |
False |
23,757 |
80 |
98.02 |
77.89 |
20.13 |
25.1% |
1.41 |
1.8% |
12% |
False |
False |
20,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.93 |
2.618 |
85.17 |
1.618 |
83.48 |
1.000 |
82.44 |
0.618 |
81.79 |
HIGH |
80.75 |
0.618 |
80.10 |
0.500 |
79.91 |
0.382 |
79.71 |
LOW |
79.06 |
0.618 |
78.02 |
1.000 |
77.37 |
1.618 |
76.33 |
2.618 |
74.64 |
4.250 |
71.88 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.18 |
80.63 |
PP |
80.04 |
80.52 |
S1 |
79.91 |
80.42 |
|