NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
80.35 |
81.21 |
0.86 |
1.1% |
82.00 |
| High |
81.30 |
82.57 |
1.27 |
1.6% |
82.71 |
| Low |
80.03 |
81.13 |
1.10 |
1.4% |
79.66 |
| Close |
81.12 |
81.96 |
0.84 |
1.0% |
80.80 |
| Range |
1.27 |
1.44 |
0.17 |
13.4% |
3.05 |
| ATR |
2.15 |
2.10 |
-0.05 |
-2.3% |
0.00 |
| Volume |
56,096 |
48,572 |
-7,524 |
-13.4% |
337,591 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.21 |
85.52 |
82.75 |
|
| R3 |
84.77 |
84.08 |
82.36 |
|
| R2 |
83.33 |
83.33 |
82.22 |
|
| R1 |
82.64 |
82.64 |
82.09 |
82.99 |
| PP |
81.89 |
81.89 |
81.89 |
82.06 |
| S1 |
81.20 |
81.20 |
81.83 |
81.55 |
| S2 |
80.45 |
80.45 |
81.70 |
|
| S3 |
79.01 |
79.76 |
81.56 |
|
| S4 |
77.57 |
78.32 |
81.17 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.21 |
88.55 |
82.48 |
|
| R3 |
87.16 |
85.50 |
81.64 |
|
| R2 |
84.11 |
84.11 |
81.36 |
|
| R1 |
82.45 |
82.45 |
81.08 |
81.76 |
| PP |
81.06 |
81.06 |
81.06 |
80.71 |
| S1 |
79.40 |
79.40 |
80.52 |
78.71 |
| S2 |
78.01 |
78.01 |
80.24 |
|
| S3 |
74.96 |
76.35 |
79.96 |
|
| S4 |
71.91 |
73.30 |
79.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.57 |
79.20 |
3.37 |
4.1% |
1.65 |
2.0% |
82% |
True |
False |
65,191 |
| 10 |
83.58 |
78.64 |
4.94 |
6.0% |
2.16 |
2.6% |
67% |
False |
False |
64,121 |
| 20 |
89.69 |
78.64 |
11.05 |
13.5% |
2.33 |
2.8% |
30% |
False |
False |
63,147 |
| 40 |
93.81 |
78.64 |
15.17 |
18.5% |
2.02 |
2.5% |
22% |
False |
False |
47,692 |
| 60 |
96.50 |
78.64 |
17.86 |
21.8% |
1.75 |
2.1% |
19% |
False |
False |
38,010 |
| 80 |
99.83 |
78.64 |
21.19 |
25.9% |
1.61 |
2.0% |
16% |
False |
False |
32,089 |
| 100 |
102.53 |
78.64 |
23.89 |
29.1% |
1.46 |
1.8% |
14% |
False |
False |
27,303 |
| 120 |
102.53 |
78.64 |
23.89 |
29.1% |
1.32 |
1.6% |
14% |
False |
False |
23,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.69 |
|
2.618 |
86.34 |
|
1.618 |
84.90 |
|
1.000 |
84.01 |
|
0.618 |
83.46 |
|
HIGH |
82.57 |
|
0.618 |
82.02 |
|
0.500 |
81.85 |
|
0.382 |
81.68 |
|
LOW |
81.13 |
|
0.618 |
80.24 |
|
1.000 |
79.69 |
|
1.618 |
78.80 |
|
2.618 |
77.36 |
|
4.250 |
75.01 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.92 |
81.60 |
| PP |
81.89 |
81.24 |
| S1 |
81.85 |
80.89 |
|