NYMEX Light Sweet Crude Oil Future March 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 |
78.45 |
77.30 |
-1.15 |
-1.5% |
80.56 |
High |
78.53 |
79.01 |
0.48 |
0.6% |
82.19 |
Low |
76.14 |
76.48 |
0.34 |
0.4% |
78.96 |
Close |
77.24 |
78.51 |
1.27 |
1.6% |
80.31 |
Range |
2.39 |
2.53 |
0.14 |
5.9% |
3.23 |
ATR |
1.98 |
2.02 |
0.04 |
2.0% |
0.00 |
Volume |
36,616 |
47,939 |
11,323 |
30.9% |
118,210 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.59 |
84.58 |
79.90 |
|
R3 |
83.06 |
82.05 |
79.21 |
|
R2 |
80.53 |
80.53 |
78.97 |
|
R1 |
79.52 |
79.52 |
78.74 |
80.03 |
PP |
78.00 |
78.00 |
78.00 |
78.25 |
S1 |
76.99 |
76.99 |
78.28 |
77.50 |
S2 |
75.47 |
75.47 |
78.05 |
|
S3 |
72.94 |
74.46 |
77.81 |
|
S4 |
70.41 |
71.93 |
77.12 |
|
|
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 |
81.43 |
76.14 |
5.29 |
6.7% |
2.06 |
2.6% |
45% |
False |
False |
32,118 |
10 |
82.19 |
76.14 |
6.05 |
7.7% |
1.80 |
2.3% |
39% |
False |
False |
30,251 |
20 |
86.05 |
76.14 |
9.91 |
12.6% |
2.21 |
2.8% |
24% |
False |
False |
35,230 |
40 |
92.32 |
76.14 |
16.18 |
20.6% |
1.90 |
2.4% |
15% |
False |
False |
31,657 |
60 |
95.10 |
76.14 |
18.96 |
24.1% |
1.64 |
2.1% |
13% |
False |
False |
25,165 |
80 |
98.02 |
76.14 |
21.88 |
27.9% |
1.46 |
1.9% |
11% |
False |
False |
21,523 |
100 |
100.52 |
76.14 |
24.38 |
31.1% |
1.33 |
1.7% |
10% |
False |
False |
18,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.76 |
2.618 |
85.63 |
1.618 |
83.10 |
1.000 |
81.54 |
0.618 |
80.57 |
HIGH |
79.01 |
0.618 |
78.04 |
0.500 |
77.75 |
0.382 |
77.45 |
LOW |
76.48 |
0.618 |
74.92 |
1.000 |
73.95 |
1.618 |
72.39 |
2.618 |
69.86 |
4.250 |
65.73 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
78.26 |
78.49 |
PP |
78.00 |
78.47 |
S1 |
77.75 |
78.45 |
|