NYMEX Light Sweet Crude Oil Future January 2015
| 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 |
78.33 |
77.30 |
-1.03 |
-1.3% |
80.88 |
| High |
78.47 |
79.26 |
0.79 |
1.0% |
82.57 |
| Low |
75.95 |
76.46 |
0.51 |
0.7% |
79.20 |
| Close |
77.19 |
78.60 |
1.41 |
1.8% |
80.42 |
| Range |
2.52 |
2.80 |
0.28 |
11.1% |
3.37 |
| ATR |
2.14 |
2.19 |
0.05 |
2.2% |
0.00 |
| Volume |
123,816 |
128,104 |
4,288 |
3.5% |
305,413 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.51 |
85.35 |
80.14 |
|
| R3 |
83.71 |
82.55 |
79.37 |
|
| R2 |
80.91 |
80.91 |
79.11 |
|
| R1 |
79.75 |
79.75 |
78.86 |
80.33 |
| PP |
78.11 |
78.11 |
78.11 |
78.40 |
| S1 |
76.95 |
76.95 |
78.34 |
77.53 |
| S2 |
75.31 |
75.31 |
78.09 |
|
| S3 |
72.51 |
74.15 |
77.83 |
|
| S4 |
69.71 |
71.35 |
77.06 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.84 |
89.00 |
82.27 |
|
| R3 |
87.47 |
85.63 |
81.35 |
|
| R2 |
84.10 |
84.10 |
81.04 |
|
| R1 |
82.26 |
82.26 |
80.73 |
81.50 |
| PP |
80.73 |
80.73 |
80.73 |
80.35 |
| S1 |
78.89 |
78.89 |
80.11 |
78.13 |
| S2 |
77.36 |
77.36 |
79.80 |
|
| S3 |
73.99 |
75.52 |
79.49 |
|
| S4 |
70.62 |
72.15 |
78.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.82 |
75.95 |
5.87 |
7.5% |
2.22 |
2.8% |
45% |
False |
False |
94,346 |
| 10 |
82.57 |
75.95 |
6.62 |
8.4% |
1.93 |
2.5% |
40% |
False |
False |
79,768 |
| 20 |
86.72 |
75.95 |
10.77 |
13.7% |
2.36 |
3.0% |
25% |
False |
False |
72,087 |
| 40 |
93.07 |
75.95 |
17.12 |
21.8% |
2.11 |
2.7% |
15% |
False |
False |
56,174 |
| 60 |
95.72 |
75.95 |
19.77 |
25.2% |
1.85 |
2.4% |
13% |
False |
False |
44,500 |
| 80 |
99.36 |
75.95 |
23.41 |
29.8% |
1.66 |
2.1% |
11% |
False |
False |
37,361 |
| 100 |
102.53 |
75.95 |
26.58 |
33.8% |
1.52 |
1.9% |
10% |
False |
False |
31,537 |
| 120 |
102.53 |
75.95 |
26.58 |
33.8% |
1.39 |
1.8% |
10% |
False |
False |
27,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.16 |
|
2.618 |
86.59 |
|
1.618 |
83.79 |
|
1.000 |
82.06 |
|
0.618 |
80.99 |
|
HIGH |
79.26 |
|
0.618 |
78.19 |
|
0.500 |
77.86 |
|
0.382 |
77.53 |
|
LOW |
76.46 |
|
0.618 |
74.73 |
|
1.000 |
73.66 |
|
1.618 |
71.93 |
|
2.618 |
69.13 |
|
4.250 |
64.56 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
78.35 |
78.54 |
| PP |
78.11 |
78.47 |
| S1 |
77.86 |
78.41 |
|