NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
77.30 |
78.59 |
1.29 |
1.7% |
80.56 |
High |
79.01 |
78.68 |
-0.33 |
-0.4% |
82.19 |
Low |
76.48 |
77.11 |
0.63 |
0.8% |
78.96 |
Close |
78.51 |
77.82 |
-0.69 |
-0.9% |
80.31 |
Range |
2.53 |
1.57 |
-0.96 |
-37.9% |
3.23 |
ATR |
2.02 |
1.99 |
-0.03 |
-1.6% |
0.00 |
Volume |
47,939 |
54,254 |
6,315 |
13.2% |
118,210 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.58 |
81.77 |
78.68 |
|
R3 |
81.01 |
80.20 |
78.25 |
|
R2 |
79.44 |
79.44 |
78.11 |
|
R1 |
78.63 |
78.63 |
77.96 |
78.25 |
PP |
77.87 |
77.87 |
77.87 |
77.68 |
S1 |
77.06 |
77.06 |
77.68 |
76.68 |
S2 |
76.30 |
76.30 |
77.53 |
|
S3 |
74.73 |
75.49 |
77.39 |
|
S4 |
73.16 |
73.92 |
76.96 |
|
|
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 |
80.75 |
76.14 |
4.61 |
5.9% |
2.14 |
2.7% |
36% |
False |
False |
36,904 |
10 |
82.19 |
76.14 |
6.05 |
7.8% |
1.72 |
2.2% |
28% |
False |
False |
31,719 |
20 |
84.51 |
76.14 |
8.37 |
10.8% |
2.11 |
2.7% |
20% |
False |
False |
35,798 |
40 |
92.32 |
76.14 |
16.18 |
20.8% |
1.89 |
2.4% |
10% |
False |
False |
32,327 |
60 |
94.90 |
76.14 |
18.76 |
24.1% |
1.65 |
2.1% |
9% |
False |
False |
25,902 |
80 |
98.02 |
76.14 |
21.88 |
28.1% |
1.47 |
1.9% |
8% |
False |
False |
22,086 |
100 |
100.52 |
76.14 |
24.38 |
31.3% |
1.34 |
1.7% |
7% |
False |
False |
19,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.35 |
2.618 |
82.79 |
1.618 |
81.22 |
1.000 |
80.25 |
0.618 |
79.65 |
HIGH |
78.68 |
0.618 |
78.08 |
0.500 |
77.90 |
0.382 |
77.71 |
LOW |
77.11 |
0.618 |
76.14 |
1.000 |
75.54 |
1.618 |
74.57 |
2.618 |
73.00 |
4.250 |
70.44 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
77.90 |
77.74 |
PP |
77.87 |
77.66 |
S1 |
77.85 |
77.58 |
|