NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
77.76 |
78.24 |
0.48 |
0.6% |
80.21 |
High |
79.19 |
79.65 |
0.46 |
0.6% |
80.75 |
Low |
77.45 |
77.16 |
-0.29 |
-0.4% |
76.14 |
Close |
78.54 |
77.44 |
-1.10 |
-1.4% |
78.54 |
Range |
1.74 |
2.49 |
0.75 |
43.1% |
4.61 |
ATR |
1.97 |
2.01 |
0.04 |
1.9% |
0.00 |
Volume |
31,377 |
44,459 |
13,082 |
41.7% |
196,637 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.55 |
83.99 |
78.81 |
|
R3 |
83.06 |
81.50 |
78.12 |
|
R2 |
80.57 |
80.57 |
77.90 |
|
R1 |
79.01 |
79.01 |
77.67 |
78.55 |
PP |
78.08 |
78.08 |
78.08 |
77.85 |
S1 |
76.52 |
76.52 |
77.21 |
76.06 |
S2 |
75.59 |
75.59 |
76.98 |
|
S3 |
73.10 |
74.03 |
76.76 |
|
S4 |
70.61 |
71.54 |
76.07 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.31 |
90.03 |
81.08 |
|
R3 |
87.70 |
85.42 |
79.81 |
|
R2 |
83.09 |
83.09 |
79.39 |
|
R1 |
80.81 |
80.81 |
78.96 |
79.65 |
PP |
78.48 |
78.48 |
78.48 |
77.89 |
S1 |
76.20 |
76.20 |
78.12 |
75.04 |
S2 |
73.87 |
73.87 |
77.69 |
|
S3 |
69.26 |
71.59 |
77.27 |
|
S4 |
64.65 |
66.98 |
76.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.65 |
76.14 |
3.51 |
4.5% |
2.14 |
2.8% |
37% |
True |
False |
42,929 |
10 |
82.19 |
76.14 |
6.05 |
7.8% |
1.85 |
2.4% |
21% |
False |
False |
33,406 |
20 |
83.57 |
76.14 |
7.43 |
9.6% |
2.12 |
2.7% |
17% |
False |
False |
35,600 |
40 |
92.32 |
76.14 |
16.18 |
20.9% |
1.92 |
2.5% |
8% |
False |
False |
32,906 |
60 |
93.80 |
76.14 |
17.66 |
22.8% |
1.66 |
2.1% |
7% |
False |
False |
26,824 |
80 |
98.02 |
76.14 |
21.88 |
28.3% |
1.50 |
1.9% |
6% |
False |
False |
22,683 |
100 |
100.52 |
76.14 |
24.38 |
31.5% |
1.37 |
1.8% |
5% |
False |
False |
19,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.23 |
2.618 |
86.17 |
1.618 |
83.68 |
1.000 |
82.14 |
0.618 |
81.19 |
HIGH |
79.65 |
0.618 |
78.70 |
0.500 |
78.41 |
0.382 |
78.11 |
LOW |
77.16 |
0.618 |
75.62 |
1.000 |
74.67 |
1.618 |
73.13 |
2.618 |
70.64 |
4.250 |
66.58 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
78.41 |
78.38 |
PP |
78.08 |
78.07 |
S1 |
77.76 |
77.75 |
|