NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
78.22 |
77.36 |
-0.86 |
-1.1% |
81.27 |
| High |
78.41 |
79.35 |
0.94 |
1.2% |
82.88 |
| Low |
75.84 |
76.46 |
0.62 |
0.8% |
79.44 |
| Close |
77.19 |
78.68 |
1.49 |
1.9% |
80.54 |
| Range |
2.57 |
2.89 |
0.32 |
12.5% |
3.44 |
| ATR |
2.21 |
2.25 |
0.05 |
2.2% |
0.00 |
| Volume |
432,757 |
447,691 |
14,934 |
3.5% |
1,359,410 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.83 |
85.65 |
80.27 |
|
| R3 |
83.94 |
82.76 |
79.47 |
|
| R2 |
81.05 |
81.05 |
79.21 |
|
| R1 |
79.87 |
79.87 |
78.94 |
80.46 |
| PP |
78.16 |
78.16 |
78.16 |
78.46 |
| S1 |
76.98 |
76.98 |
78.42 |
77.57 |
| S2 |
75.27 |
75.27 |
78.15 |
|
| S3 |
72.38 |
74.09 |
77.89 |
|
| S4 |
69.49 |
71.20 |
77.09 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.27 |
89.35 |
82.43 |
|
| R3 |
87.83 |
85.91 |
81.49 |
|
| R2 |
84.39 |
84.39 |
81.17 |
|
| R1 |
82.47 |
82.47 |
80.86 |
81.71 |
| PP |
80.95 |
80.95 |
80.95 |
80.58 |
| S1 |
79.03 |
79.03 |
80.22 |
78.27 |
| S2 |
77.51 |
77.51 |
79.91 |
|
| S3 |
74.07 |
75.59 |
79.59 |
|
| S4 |
70.63 |
72.15 |
78.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.09 |
75.84 |
6.25 |
7.9% |
2.29 |
2.9% |
45% |
False |
False |
366,149 |
| 10 |
82.88 |
75.84 |
7.04 |
8.9% |
2.00 |
2.5% |
40% |
False |
False |
325,325 |
| 20 |
87.17 |
75.84 |
11.33 |
14.4% |
2.41 |
3.1% |
25% |
False |
False |
283,958 |
| 40 |
93.82 |
75.84 |
17.98 |
22.9% |
2.21 |
2.8% |
16% |
False |
False |
198,698 |
| 60 |
96.02 |
75.84 |
20.18 |
25.6% |
1.96 |
2.5% |
14% |
False |
False |
154,886 |
| 80 |
100.35 |
75.84 |
24.51 |
31.2% |
1.78 |
2.3% |
12% |
False |
False |
132,681 |
| 100 |
103.66 |
75.84 |
27.82 |
35.4% |
1.66 |
2.1% |
10% |
False |
False |
117,727 |
| 120 |
103.66 |
75.84 |
27.82 |
35.4% |
1.54 |
2.0% |
10% |
False |
False |
106,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.63 |
|
2.618 |
86.92 |
|
1.618 |
84.03 |
|
1.000 |
82.24 |
|
0.618 |
81.14 |
|
HIGH |
79.35 |
|
0.618 |
78.25 |
|
0.500 |
77.91 |
|
0.382 |
77.56 |
|
LOW |
76.46 |
|
0.618 |
74.67 |
|
1.000 |
73.57 |
|
1.618 |
71.78 |
|
2.618 |
68.89 |
|
4.250 |
64.18 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
78.42 |
78.59 |
| PP |
78.16 |
78.50 |
| S1 |
77.91 |
78.41 |
|