NYMEX Light Sweet Crude Oil Future May 2015
Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
78.43 |
77.73 |
-0.70 |
-0.9% |
79.91 |
High |
78.44 |
79.13 |
0.69 |
0.9% |
80.62 |
Low |
77.31 |
77.41 |
0.10 |
0.1% |
76.30 |
Close |
77.87 |
78.68 |
0.81 |
1.0% |
78.68 |
Range |
1.13 |
1.72 |
0.59 |
52.2% |
4.32 |
ATR |
1.72 |
1.72 |
0.00 |
0.0% |
0.00 |
Volume |
11,507 |
5,177 |
-6,330 |
-55.0% |
47,138 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.57 |
82.84 |
79.63 |
|
R3 |
81.85 |
81.12 |
79.15 |
|
R2 |
80.13 |
80.13 |
79.00 |
|
R1 |
79.40 |
79.40 |
78.84 |
79.77 |
PP |
78.41 |
78.41 |
78.41 |
78.59 |
S1 |
77.68 |
77.68 |
78.52 |
78.05 |
S2 |
76.69 |
76.69 |
78.36 |
|
S3 |
74.97 |
75.96 |
78.21 |
|
S4 |
73.25 |
74.24 |
77.73 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.49 |
89.41 |
81.06 |
|
R3 |
87.17 |
85.09 |
79.87 |
|
R2 |
82.85 |
82.85 |
79.47 |
|
R1 |
80.77 |
80.77 |
79.08 |
79.65 |
PP |
78.53 |
78.53 |
78.53 |
77.98 |
S1 |
76.45 |
76.45 |
78.28 |
75.33 |
S2 |
74.21 |
74.21 |
77.89 |
|
S3 |
69.89 |
72.13 |
77.49 |
|
S4 |
65.57 |
67.81 |
76.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.62 |
76.30 |
4.32 |
5.5% |
1.89 |
2.4% |
55% |
False |
False |
9,427 |
10 |
81.93 |
76.30 |
5.63 |
7.2% |
1.47 |
1.9% |
42% |
False |
False |
7,870 |
20 |
83.71 |
76.30 |
7.41 |
9.4% |
1.76 |
2.2% |
32% |
False |
False |
7,835 |
40 |
91.81 |
76.30 |
15.51 |
19.7% |
1.55 |
2.0% |
15% |
False |
False |
6,713 |
60 |
93.40 |
76.30 |
17.10 |
21.7% |
1.34 |
1.7% |
14% |
False |
False |
5,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.44 |
2.618 |
83.63 |
1.618 |
81.91 |
1.000 |
80.85 |
0.618 |
80.19 |
HIGH |
79.13 |
0.618 |
78.47 |
0.500 |
78.27 |
0.382 |
78.07 |
LOW |
77.41 |
0.618 |
76.35 |
1.000 |
75.69 |
1.618 |
74.63 |
2.618 |
72.91 |
4.250 |
70.10 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
78.54 |
78.43 |
PP |
78.41 |
78.19 |
S1 |
78.27 |
77.94 |
|