NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.90 |
81.27 |
0.37 |
0.5% |
80.96 |
High |
82.03 |
81.27 |
-0.76 |
-0.9% |
81.43 |
Low |
80.90 |
80.33 |
-0.57 |
-0.7% |
78.88 |
Close |
81.55 |
80.56 |
-0.99 |
-1.2% |
80.47 |
Range |
1.13 |
0.94 |
-0.19 |
-16.8% |
2.55 |
ATR |
1.81 |
1.77 |
-0.04 |
-2.3% |
0.00 |
Volume |
9,486 |
12,389 |
2,903 |
30.6% |
60,938 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.54 |
82.99 |
81.08 |
|
R3 |
82.60 |
82.05 |
80.82 |
|
R2 |
81.66 |
81.66 |
80.73 |
|
R1 |
81.11 |
81.11 |
80.65 |
80.92 |
PP |
80.72 |
80.72 |
80.72 |
80.62 |
S1 |
80.17 |
80.17 |
80.47 |
79.98 |
S2 |
79.78 |
79.78 |
80.39 |
|
S3 |
78.84 |
79.23 |
80.30 |
|
S4 |
77.90 |
78.29 |
80.04 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.91 |
86.74 |
81.87 |
|
R3 |
85.36 |
84.19 |
81.17 |
|
R2 |
82.81 |
82.81 |
80.94 |
|
R1 |
81.64 |
81.64 |
80.70 |
80.95 |
PP |
80.26 |
80.26 |
80.26 |
79.92 |
S1 |
79.09 |
79.09 |
80.24 |
78.40 |
S2 |
77.71 |
77.71 |
80.00 |
|
S3 |
75.16 |
76.54 |
79.77 |
|
S4 |
72.61 |
73.99 |
79.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.03 |
78.87 |
3.16 |
3.9% |
1.12 |
1.4% |
53% |
False |
False |
11,464 |
10 |
82.03 |
78.87 |
3.16 |
3.9% |
1.53 |
1.9% |
53% |
False |
False |
11,528 |
20 |
87.98 |
77.71 |
10.27 |
12.7% |
1.94 |
2.4% |
28% |
False |
False |
11,980 |
40 |
93.03 |
77.71 |
15.32 |
19.0% |
1.65 |
2.0% |
19% |
False |
False |
9,264 |
60 |
95.01 |
77.71 |
17.30 |
21.5% |
1.39 |
1.7% |
16% |
False |
False |
7,277 |
80 |
97.89 |
77.71 |
20.18 |
25.0% |
1.26 |
1.6% |
14% |
False |
False |
6,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.27 |
2.618 |
83.73 |
1.618 |
82.79 |
1.000 |
82.21 |
0.618 |
81.85 |
HIGH |
81.27 |
0.618 |
80.91 |
0.500 |
80.80 |
0.382 |
80.69 |
LOW |
80.33 |
0.618 |
79.75 |
1.000 |
79.39 |
1.618 |
78.81 |
2.618 |
77.87 |
4.250 |
76.34 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.80 |
80.88 |
PP |
80.72 |
80.77 |
S1 |
80.64 |
80.67 |
|