NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
80.22 |
79.91 |
-0.31 |
-0.4% |
80.32 |
High |
80.23 |
80.62 |
0.39 |
0.5% |
81.93 |
Low |
78.99 |
78.33 |
-0.66 |
-0.8% |
78.99 |
Close |
80.23 |
78.86 |
-1.37 |
-1.7% |
80.23 |
Range |
1.24 |
2.29 |
1.05 |
84.7% |
2.94 |
ATR |
1.63 |
1.67 |
0.05 |
2.9% |
0.00 |
Volume |
5,648 |
5,028 |
-620 |
-11.0% |
31,571 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.14 |
84.79 |
80.12 |
|
R3 |
83.85 |
82.50 |
79.49 |
|
R2 |
81.56 |
81.56 |
79.28 |
|
R1 |
80.21 |
80.21 |
79.07 |
79.74 |
PP |
79.27 |
79.27 |
79.27 |
79.04 |
S1 |
77.92 |
77.92 |
78.65 |
77.45 |
S2 |
76.98 |
76.98 |
78.44 |
|
S3 |
74.69 |
75.63 |
78.23 |
|
S4 |
72.40 |
73.34 |
77.60 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.20 |
87.66 |
81.85 |
|
R3 |
86.26 |
84.72 |
81.04 |
|
R2 |
83.32 |
83.32 |
80.77 |
|
R1 |
81.78 |
81.78 |
80.50 |
81.08 |
PP |
80.38 |
80.38 |
80.38 |
80.04 |
S1 |
78.84 |
78.84 |
79.96 |
78.14 |
S2 |
77.44 |
77.44 |
79.69 |
|
S3 |
74.50 |
75.90 |
79.42 |
|
S4 |
71.56 |
72.96 |
78.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.93 |
78.33 |
3.60 |
4.6% |
1.25 |
1.6% |
15% |
False |
True |
5,995 |
10 |
81.93 |
78.33 |
3.60 |
4.6% |
1.36 |
1.7% |
15% |
False |
True |
6,799 |
20 |
86.50 |
77.95 |
8.55 |
10.8% |
1.74 |
2.2% |
11% |
False |
False |
7,224 |
40 |
91.81 |
77.95 |
13.86 |
17.6% |
1.50 |
1.9% |
7% |
False |
False |
6,080 |
60 |
94.65 |
77.95 |
16.70 |
21.2% |
1.29 |
1.6% |
5% |
False |
False |
4,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.35 |
2.618 |
86.62 |
1.618 |
84.33 |
1.000 |
82.91 |
0.618 |
82.04 |
HIGH |
80.62 |
0.618 |
79.75 |
0.500 |
79.48 |
0.382 |
79.20 |
LOW |
78.33 |
0.618 |
76.91 |
1.000 |
76.04 |
1.618 |
74.62 |
2.618 |
72.33 |
4.250 |
68.60 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
79.48 |
79.75 |
PP |
79.27 |
79.45 |
S1 |
79.07 |
79.16 |
|