NYMEX Light Sweet Crude Oil Future March 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 |
80.21 |
78.45 |
-1.76 |
-2.2% |
80.56 |
High |
80.75 |
78.53 |
-2.22 |
-2.7% |
82.19 |
Low |
78.24 |
76.14 |
-2.10 |
-2.7% |
78.96 |
Close |
78.85 |
77.24 |
-1.61 |
-2.0% |
80.31 |
Range |
2.51 |
2.39 |
-0.12 |
-4.8% |
3.23 |
ATR |
1.93 |
1.98 |
0.06 |
2.9% |
0.00 |
Volume |
26,451 |
36,616 |
10,165 |
38.4% |
118,210 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.47 |
83.25 |
78.55 |
|
R3 |
82.08 |
80.86 |
77.90 |
|
R2 |
79.69 |
79.69 |
77.68 |
|
R1 |
78.47 |
78.47 |
77.46 |
77.89 |
PP |
77.30 |
77.30 |
77.30 |
77.01 |
S1 |
76.08 |
76.08 |
77.02 |
75.50 |
S2 |
74.91 |
74.91 |
76.80 |
|
S3 |
72.52 |
73.69 |
76.58 |
|
S4 |
70.13 |
71.30 |
75.93 |
|
|
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 |
76.14 |
6.05 |
7.8% |
1.82 |
2.4% |
18% |
False |
True |
26,795 |
10 |
82.19 |
76.14 |
6.05 |
7.8% |
1.79 |
2.3% |
18% |
False |
True |
28,603 |
20 |
86.49 |
76.14 |
10.35 |
13.4% |
2.17 |
2.8% |
11% |
False |
True |
34,854 |
40 |
92.32 |
76.14 |
16.18 |
20.9% |
1.87 |
2.4% |
7% |
False |
True |
31,012 |
60 |
95.10 |
76.14 |
18.96 |
24.5% |
1.61 |
2.1% |
6% |
False |
True |
24,491 |
80 |
98.02 |
76.14 |
21.88 |
28.3% |
1.45 |
1.9% |
5% |
False |
True |
21,038 |
100 |
100.52 |
76.14 |
24.38 |
31.6% |
1.31 |
1.7% |
5% |
False |
True |
18,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.69 |
2.618 |
84.79 |
1.618 |
82.40 |
1.000 |
80.92 |
0.618 |
80.01 |
HIGH |
78.53 |
0.618 |
77.62 |
0.500 |
77.34 |
0.382 |
77.05 |
LOW |
76.14 |
0.618 |
74.66 |
1.000 |
73.75 |
1.618 |
72.27 |
2.618 |
69.88 |
4.250 |
65.98 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.34 |
78.45 |
PP |
77.30 |
78.04 |
S1 |
77.27 |
77.64 |
|